xref: /petsc/src/tao/constrained/impls/admm/admm.c (revision 4e8208cbcbc709572b8abe32f33c78b69c819375)
16285c0a3SHansol  Suh #include <../src/tao/constrained/impls/admm/admm.h> /*I "petsctao.h" I*/
26285c0a3SHansol  Suh #include <petsctao.h>
36285c0a3SHansol  Suh #include <petsc/private/petscimpl.h>
46285c0a3SHansol  Suh 
56285c0a3SHansol  Suh /* Updates terminating criteria
66285c0a3SHansol  Suh  *
76285c0a3SHansol  Suh  * 1  ||r_k|| = ||Ax+Bz-c|| =< catol_admm* max{||Ax||,||Bz||,||c||}
86285c0a3SHansol  Suh  *
96285c0a3SHansol  Suh  * 2. Updates dual residual, d_k
106285c0a3SHansol  Suh  *
116285c0a3SHansol  Suh  * 3. ||d_k|| = ||mu*A^T*B(z_k-z_{k-1})|| =< gatol_admm * ||A^Ty||   */
126285c0a3SHansol  Suh 
136285c0a3SHansol  Suh static PetscBool  cited      = PETSC_FALSE;
149371c9d4SSatish Balay static const char citation[] = "@misc{xu2017adaptive,\n"
156285c0a3SHansol  Suh                                "   title={Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation},\n"
166285c0a3SHansol  Suh                                "   author={Zheng Xu and Mario A. T. Figueiredo and Xiaoming Yuan and Christoph Studer and Tom Goldstein},\n"
176285c0a3SHansol  Suh                                "   year={2017},\n"
186285c0a3SHansol  Suh                                "   eprint={1704.02712},\n"
196285c0a3SHansol  Suh                                "   archivePrefix={arXiv},\n"
206285c0a3SHansol  Suh                                "   primaryClass={cs.CV}\n"
216285c0a3SHansol  Suh                                "}  \n";
226285c0a3SHansol  Suh 
23a82e8c82SStefano Zampini const char *const TaoADMMRegularizerTypes[] = {"REGULARIZER_USER", "REGULARIZER_SOFT_THRESH", "TaoADMMRegularizerType", "TAO_ADMM_", NULL};
24a82e8c82SStefano Zampini const char *const TaoADMMUpdateTypes[]      = {"UPDATE_BASIC", "UPDATE_ADAPTIVE", "UPDATE_ADAPTIVE_RELAXED", "TaoADMMUpdateType", "TAO_ADMM_", NULL};
25a82e8c82SStefano Zampini const char *const TaoALMMTypes[]            = {"CLASSIC", "PHR", "TaoALMMType", "TAO_ALMM_", NULL};
26a82e8c82SStefano Zampini 
TaoADMMToleranceUpdate(Tao tao)27d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoADMMToleranceUpdate(Tao tao)
28d71ae5a4SJacob Faibussowitsch {
296285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
306285c0a3SHansol  Suh   PetscReal Axnorm, Bznorm, ATynorm, temp;
316285c0a3SHansol  Suh   Vec       tempJR, tempL;
326285c0a3SHansol  Suh   Tao       mis;
336285c0a3SHansol  Suh 
346285c0a3SHansol  Suh   PetscFunctionBegin;
356285c0a3SHansol  Suh   mis    = am->subsolverX;
366285c0a3SHansol  Suh   tempJR = am->workJacobianRight;
376285c0a3SHansol  Suh   tempL  = am->workLeft;
386285c0a3SHansol  Suh   /* ATy */
399566063dSJacob Faibussowitsch   PetscCall(TaoComputeJacobianEquality(mis, am->y, mis->jacobian_equality, mis->jacobian_equality_pre));
409566063dSJacob Faibussowitsch   PetscCall(MatMultTranspose(mis->jacobian_equality, am->y, tempJR));
419566063dSJacob Faibussowitsch   PetscCall(VecNorm(tempJR, NORM_2, &ATynorm));
426285c0a3SHansol  Suh   /* dualres = mu * ||AT(Bz-Bzold)||_2 */
439566063dSJacob Faibussowitsch   PetscCall(VecWAXPY(tempJR, -1., am->Bzold, am->Bz));
449566063dSJacob Faibussowitsch   PetscCall(MatMultTranspose(mis->jacobian_equality, tempJR, tempL));
459566063dSJacob Faibussowitsch   PetscCall(VecNorm(tempL, NORM_2, &am->dualres));
466285c0a3SHansol  Suh   am->dualres *= am->mu;
476285c0a3SHansol  Suh 
486285c0a3SHansol  Suh   /* ||Ax||_2, ||Bz||_2 */
499566063dSJacob Faibussowitsch   PetscCall(VecNorm(am->Ax, NORM_2, &Axnorm));
509566063dSJacob Faibussowitsch   PetscCall(VecNorm(am->Bz, NORM_2, &Bznorm));
516285c0a3SHansol  Suh 
526285c0a3SHansol  Suh   /* Set catol to be catol_admm *  max{||Ax||,||Bz||,||c||} *
536285c0a3SHansol  Suh    * Set gatol to be gatol_admm *  ||A^Ty|| *
546285c0a3SHansol  Suh    * while cnorm is ||r_k||_2, and gnorm is ||d_k||_2 */
556285c0a3SHansol  Suh   temp = am->catol_admm * PetscMax(Axnorm, (!am->const_norm) ? Bznorm : PetscMax(Bznorm, am->const_norm));
56606f75f6SBarry Smith   PetscCall(TaoSetConstraintTolerances(tao, temp, PETSC_CURRENT));
57606f75f6SBarry Smith   PetscCall(TaoSetTolerances(tao, am->gatol_admm * ATynorm, PETSC_CURRENT, PETSC_CURRENT));
583ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
596285c0a3SHansol  Suh }
606285c0a3SHansol  Suh 
6146091a0eSPierre Jolivet /* Penalty Update for Adaptive ADMM. */
AdaptiveADMMPenaltyUpdate(Tao tao)62d71ae5a4SJacob Faibussowitsch static PetscErrorCode AdaptiveADMMPenaltyUpdate(Tao tao)
63d71ae5a4SJacob Faibussowitsch {
646285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
656285c0a3SHansol  Suh   PetscReal ydiff_norm, yhatdiff_norm, Axdiff_norm, Bzdiff_norm, Axyhat, Bzy, a_sd, a_mg, a_k, b_sd, b_mg, b_k;
666285c0a3SHansol  Suh   PetscBool hflag, gflag;
676285c0a3SHansol  Suh   Vec       tempJR, tempJR2;
686285c0a3SHansol  Suh 
696285c0a3SHansol  Suh   PetscFunctionBegin;
706285c0a3SHansol  Suh   tempJR  = am->workJacobianRight;
716285c0a3SHansol  Suh   tempJR2 = am->workJacobianRight2;
726285c0a3SHansol  Suh   hflag   = PETSC_FALSE;
736285c0a3SHansol  Suh   gflag   = PETSC_FALSE;
746285c0a3SHansol  Suh   a_k     = -1;
756285c0a3SHansol  Suh   b_k     = -1;
766285c0a3SHansol  Suh 
779566063dSJacob Faibussowitsch   PetscCall(VecWAXPY(tempJR, -1., am->Axold, am->Ax));
789566063dSJacob Faibussowitsch   PetscCall(VecWAXPY(tempJR2, -1., am->yhatold, am->yhat));
799566063dSJacob Faibussowitsch   PetscCall(VecNorm(tempJR, NORM_2, &Axdiff_norm));
809566063dSJacob Faibussowitsch   PetscCall(VecNorm(tempJR2, NORM_2, &yhatdiff_norm));
819566063dSJacob Faibussowitsch   PetscCall(VecDot(tempJR, tempJR2, &Axyhat));
826285c0a3SHansol  Suh 
839566063dSJacob Faibussowitsch   PetscCall(VecWAXPY(tempJR, -1., am->Bz0, am->Bz));
849566063dSJacob Faibussowitsch   PetscCall(VecWAXPY(tempJR2, -1., am->y, am->y0));
859566063dSJacob Faibussowitsch   PetscCall(VecNorm(tempJR, NORM_2, &Bzdiff_norm));
869566063dSJacob Faibussowitsch   PetscCall(VecNorm(tempJR2, NORM_2, &ydiff_norm));
879566063dSJacob Faibussowitsch   PetscCall(VecDot(tempJR, tempJR2, &Bzy));
886285c0a3SHansol  Suh 
896285c0a3SHansol  Suh   if (Axyhat > am->orthval * Axdiff_norm * yhatdiff_norm + am->mueps) {
906285c0a3SHansol  Suh     hflag = PETSC_TRUE;
916285c0a3SHansol  Suh     a_sd  = PetscSqr(yhatdiff_norm) / Axyhat; /* alphaSD */
926285c0a3SHansol  Suh     a_mg  = Axyhat / PetscSqr(Axdiff_norm);   /* alphaMG */
936285c0a3SHansol  Suh     a_k   = (a_mg / a_sd) > 0.5 ? a_mg : a_sd - 0.5 * a_mg;
946285c0a3SHansol  Suh   }
956285c0a3SHansol  Suh   if (Bzy > am->orthval * Bzdiff_norm * ydiff_norm + am->mueps) {
966285c0a3SHansol  Suh     gflag = PETSC_TRUE;
976285c0a3SHansol  Suh     b_sd  = PetscSqr(ydiff_norm) / Bzy;  /* betaSD */
986285c0a3SHansol  Suh     b_mg  = Bzy / PetscSqr(Bzdiff_norm); /* betaMG */
996285c0a3SHansol  Suh     b_k   = (b_mg / b_sd) > 0.5 ? b_mg : b_sd - 0.5 * b_mg;
1006285c0a3SHansol  Suh   }
1016285c0a3SHansol  Suh   am->muold = am->mu;
1026285c0a3SHansol  Suh   if (gflag && hflag) {
1036285c0a3SHansol  Suh     am->mu = PetscSqrtReal(a_k * b_k);
1046285c0a3SHansol  Suh   } else if (hflag) {
1056285c0a3SHansol  Suh     am->mu = a_k;
1066285c0a3SHansol  Suh   } else if (gflag) {
1076285c0a3SHansol  Suh     am->mu = b_k;
1086285c0a3SHansol  Suh   }
109ad540459SPierre Jolivet   if (am->mu > am->muold) am->mu = am->muold;
110ad540459SPierre Jolivet   if (am->mu < am->mumin) am->mu = am->mumin;
1113ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1126285c0a3SHansol  Suh }
1136285c0a3SHansol  Suh 
TaoADMMSetRegularizerType_ADMM(Tao tao,TaoADMMRegularizerType type)114d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoADMMSetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType type)
115d71ae5a4SJacob Faibussowitsch {
1166285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
1176285c0a3SHansol  Suh 
1186285c0a3SHansol  Suh   PetscFunctionBegin;
1196285c0a3SHansol  Suh   am->regswitch = type;
1203ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1216285c0a3SHansol  Suh }
1226285c0a3SHansol  Suh 
TaoADMMGetRegularizerType_ADMM(Tao tao,TaoADMMRegularizerType * type)123d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoADMMGetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType *type)
124d71ae5a4SJacob Faibussowitsch {
1256285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
1266285c0a3SHansol  Suh 
1276285c0a3SHansol  Suh   PetscFunctionBegin;
1286285c0a3SHansol  Suh   *type = am->regswitch;
1293ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1306285c0a3SHansol  Suh }
1316285c0a3SHansol  Suh 
TaoADMMSetUpdateType_ADMM(Tao tao,TaoADMMUpdateType type)132d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoADMMSetUpdateType_ADMM(Tao tao, TaoADMMUpdateType type)
133d71ae5a4SJacob Faibussowitsch {
1346285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
1356285c0a3SHansol  Suh 
1366285c0a3SHansol  Suh   PetscFunctionBegin;
1376285c0a3SHansol  Suh   am->update = type;
1383ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1396285c0a3SHansol  Suh }
1406285c0a3SHansol  Suh 
TaoADMMGetUpdateType_ADMM(Tao tao,TaoADMMUpdateType * type)141d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoADMMGetUpdateType_ADMM(Tao tao, TaoADMMUpdateType *type)
142d71ae5a4SJacob Faibussowitsch {
1436285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
1446285c0a3SHansol  Suh 
1456285c0a3SHansol  Suh   PetscFunctionBegin;
1466285c0a3SHansol  Suh   *type = am->update;
1473ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1486285c0a3SHansol  Suh }
1496285c0a3SHansol  Suh 
1506285c0a3SHansol  Suh /* This routine updates Jacobians with new x,z vectors,
1516285c0a3SHansol  Suh  * and then updates Ax and Bz vectors, then computes updated residual vector*/
ADMMUpdateConstraintResidualVector(Tao tao,Vec x,Vec z,Vec Ax,Vec Bz,Vec residual)152d71ae5a4SJacob Faibussowitsch static PetscErrorCode ADMMUpdateConstraintResidualVector(Tao tao, Vec x, Vec z, Vec Ax, Vec Bz, Vec residual)
153d71ae5a4SJacob Faibussowitsch {
1546285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
1556285c0a3SHansol  Suh   Tao       mis, reg;
1566285c0a3SHansol  Suh 
1576285c0a3SHansol  Suh   PetscFunctionBegin;
1586285c0a3SHansol  Suh   mis = am->subsolverX;
1596285c0a3SHansol  Suh   reg = am->subsolverZ;
1609566063dSJacob Faibussowitsch   PetscCall(TaoComputeJacobianEquality(mis, x, mis->jacobian_equality, mis->jacobian_equality_pre));
1619566063dSJacob Faibussowitsch   PetscCall(MatMult(mis->jacobian_equality, x, Ax));
1629566063dSJacob Faibussowitsch   PetscCall(TaoComputeJacobianEquality(reg, z, reg->jacobian_equality, reg->jacobian_equality_pre));
1639566063dSJacob Faibussowitsch   PetscCall(MatMult(reg->jacobian_equality, z, Bz));
1646285c0a3SHansol  Suh 
1659566063dSJacob Faibussowitsch   PetscCall(VecWAXPY(residual, 1., Bz, Ax));
16648a46eb9SPierre Jolivet   if (am->constraint != NULL) PetscCall(VecAXPY(residual, -1., am->constraint));
1673ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1686285c0a3SHansol  Suh }
1696285c0a3SHansol  Suh 
1706285c0a3SHansol  Suh /* Updates Augmented Lagrangians to given routines *
1716285c0a3SHansol  Suh  * For subsolverX, routine needs to be ComputeObjectiveAndGraidnet
1726285c0a3SHansol  Suh  * Separate Objective and Gradient routines are not supported.  */
SubObjGradUpdate(Tao tao,Vec x,PetscReal * f,Vec g,void * ptr)173d71ae5a4SJacob Faibussowitsch static PetscErrorCode SubObjGradUpdate(Tao tao, Vec x, PetscReal *f, Vec g, void *ptr)
174d71ae5a4SJacob Faibussowitsch {
1756285c0a3SHansol  Suh   Tao       parent = (Tao)ptr;
1766285c0a3SHansol  Suh   TAO_ADMM *am     = (TAO_ADMM *)parent->data;
1776285c0a3SHansol  Suh   PetscReal temp, temp2;
1786285c0a3SHansol  Suh   Vec       tempJR;
1796285c0a3SHansol  Suh 
1806285c0a3SHansol  Suh   PetscFunctionBegin;
1816285c0a3SHansol  Suh   tempJR = am->workJacobianRight;
1829566063dSJacob Faibussowitsch   PetscCall(ADMMUpdateConstraintResidualVector(parent, x, am->subsolverZ->solution, am->Ax, am->Bz, am->residual));
1839566063dSJacob Faibussowitsch   PetscCall((*am->ops->misfitobjgrad)(am->subsolverX, x, f, g, am->misfitobjgradP));
1846285c0a3SHansol  Suh 
1856285c0a3SHansol  Suh   am->last_misfit_val = *f;
1866285c0a3SHansol  Suh   /* Objective  Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */
1879566063dSJacob Faibussowitsch   PetscCall(VecTDot(am->residual, am->y, &temp));
1889566063dSJacob Faibussowitsch   PetscCall(VecTDot(am->residual, am->residual, &temp2));
1896285c0a3SHansol  Suh   *f += temp + (am->mu / 2) * temp2;
1906285c0a3SHansol  Suh 
1916285c0a3SHansol  Suh   /* Gradient. Add + mu*AT(Ax+Bz-c) + yTA*/
1929566063dSJacob Faibussowitsch   PetscCall(MatMultTranspose(tao->jacobian_equality, am->residual, tempJR));
1939566063dSJacob Faibussowitsch   PetscCall(VecAXPY(g, am->mu, tempJR));
1949566063dSJacob Faibussowitsch   PetscCall(MatMultTranspose(tao->jacobian_equality, am->y, tempJR));
1959566063dSJacob Faibussowitsch   PetscCall(VecAXPY(g, 1., tempJR));
1963ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1976285c0a3SHansol  Suh }
1986285c0a3SHansol  Suh 
1996285c0a3SHansol  Suh /* Updates Augmented Lagrangians to given routines
2006285c0a3SHansol  Suh  * For subsolverZ, routine needs to be ComputeObjectiveAndGraidnet
2016285c0a3SHansol  Suh  * Separate Objective and Gradient routines are not supported.  */
RegObjGradUpdate(Tao tao,Vec z,PetscReal * f,Vec g,void * ptr)202d71ae5a4SJacob Faibussowitsch static PetscErrorCode RegObjGradUpdate(Tao tao, Vec z, PetscReal *f, Vec g, void *ptr)
203d71ae5a4SJacob Faibussowitsch {
2046285c0a3SHansol  Suh   Tao       parent = (Tao)ptr;
2056285c0a3SHansol  Suh   TAO_ADMM *am     = (TAO_ADMM *)parent->data;
2066285c0a3SHansol  Suh   PetscReal temp, temp2;
2076285c0a3SHansol  Suh   Vec       tempJR;
2086285c0a3SHansol  Suh 
2096285c0a3SHansol  Suh   PetscFunctionBegin;
2106285c0a3SHansol  Suh   tempJR = am->workJacobianRight;
2119566063dSJacob Faibussowitsch   PetscCall(ADMMUpdateConstraintResidualVector(parent, am->subsolverX->solution, z, am->Ax, am->Bz, am->residual));
2129566063dSJacob Faibussowitsch   PetscCall((*am->ops->regobjgrad)(am->subsolverZ, z, f, g, am->regobjgradP));
2136285c0a3SHansol  Suh   am->last_reg_val = *f;
2146285c0a3SHansol  Suh   /* Objective  Add  + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */
2159566063dSJacob Faibussowitsch   PetscCall(VecTDot(am->residual, am->y, &temp));
2169566063dSJacob Faibussowitsch   PetscCall(VecTDot(am->residual, am->residual, &temp2));
2176285c0a3SHansol  Suh   *f += temp + (am->mu / 2) * temp2;
2186285c0a3SHansol  Suh 
2196285c0a3SHansol  Suh   /* Gradient. Add + mu*BT(Ax+Bz-c) + yTB*/
2209566063dSJacob Faibussowitsch   PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->residual, tempJR));
2219566063dSJacob Faibussowitsch   PetscCall(VecAXPY(g, am->mu, tempJR));
2229566063dSJacob Faibussowitsch   PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->y, tempJR));
2239566063dSJacob Faibussowitsch   PetscCall(VecAXPY(g, 1., tempJR));
2243ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
2256285c0a3SHansol  Suh }
2266285c0a3SHansol  Suh 
2276285c0a3SHansol  Suh /* Computes epsilon padded L1 norm lambda*sum(sqrt(x^2+eps^2)-eps */
ADMML1EpsilonNorm(Tao tao,Vec x,PetscReal eps,PetscReal * norm)228d71ae5a4SJacob Faibussowitsch static PetscErrorCode ADMML1EpsilonNorm(Tao tao, Vec x, PetscReal eps, PetscReal *norm)
229d71ae5a4SJacob Faibussowitsch {
2306285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
2316285c0a3SHansol  Suh   PetscInt  N;
2326285c0a3SHansol  Suh 
2336285c0a3SHansol  Suh   PetscFunctionBegin;
2349566063dSJacob Faibussowitsch   PetscCall(VecGetSize(am->workLeft, &N));
2359566063dSJacob Faibussowitsch   PetscCall(VecPointwiseMult(am->workLeft, x, x));
2369566063dSJacob Faibussowitsch   PetscCall(VecShift(am->workLeft, am->l1epsilon * am->l1epsilon));
2379566063dSJacob Faibussowitsch   PetscCall(VecSqrtAbs(am->workLeft));
2389566063dSJacob Faibussowitsch   PetscCall(VecSum(am->workLeft, norm));
2396285c0a3SHansol  Suh   *norm += N * am->l1epsilon;
2406285c0a3SHansol  Suh   *norm *= am->lambda;
2413ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
2426285c0a3SHansol  Suh }
2436285c0a3SHansol  Suh 
ADMMInternalHessianUpdate(Mat H,Mat Constraint,PetscBool Identity,void * ptr)244d71ae5a4SJacob Faibussowitsch static PetscErrorCode ADMMInternalHessianUpdate(Mat H, Mat Constraint, PetscBool Identity, void *ptr)
245d71ae5a4SJacob Faibussowitsch {
2466285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)ptr;
2476285c0a3SHansol  Suh 
2486285c0a3SHansol  Suh   PetscFunctionBegin;
2496285c0a3SHansol  Suh   switch (am->update) {
250f971d498SPierre Jolivet   case TAO_ADMM_UPDATE_BASIC:
251d71ae5a4SJacob Faibussowitsch     break;
252f971d498SPierre Jolivet   case TAO_ADMM_UPDATE_ADAPTIVE:
253f971d498SPierre Jolivet   case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED:
2546285c0a3SHansol  Suh     if (H && (am->muold != am->mu)) {
2556285c0a3SHansol  Suh       if (!Identity) {
2569566063dSJacob Faibussowitsch         PetscCall(MatAXPY(H, am->mu - am->muold, Constraint, DIFFERENT_NONZERO_PATTERN));
2576285c0a3SHansol  Suh       } else {
2589566063dSJacob Faibussowitsch         PetscCall(MatShift(H, am->mu - am->muold));
2596285c0a3SHansol  Suh       }
2606285c0a3SHansol  Suh     }
2616285c0a3SHansol  Suh     break;
2626285c0a3SHansol  Suh   }
2633ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
2646285c0a3SHansol  Suh }
2656285c0a3SHansol  Suh 
2666285c0a3SHansol  Suh /* Updates Hessian - adds second derivative of augmented Lagrangian
2676285c0a3SHansol  Suh  * H \gets H + \rho*ATA
26869d47153SPierre Jolivet   Here, \rho does not change in TAO_ADMM_UPDATE_BASIC - thus no-op
26969d47153SPierre Jolivet   For ADAPTAIVE,ADAPTIVE_RELAXED,
27069d47153SPierre Jolivet   H \gets H + (\rho-\rhoold)*ATA
27169d47153SPierre Jolivet   Here, we assume that A is linear constraint i.e., does not change.
27269d47153SPierre Jolivet   Thus, for both ADAPTIVE, and RELAXED, ATA matrix is pre-set (except for A=I (null case)) see TaoSetUp_ADMM */
SubHessianUpdate(Tao tao,Vec x,Mat H,Mat Hpre,void * ptr)273d71ae5a4SJacob Faibussowitsch static PetscErrorCode SubHessianUpdate(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr)
274d71ae5a4SJacob Faibussowitsch {
2756285c0a3SHansol  Suh   Tao       parent = (Tao)ptr;
2766285c0a3SHansol  Suh   TAO_ADMM *am     = (TAO_ADMM *)parent->data;
2776285c0a3SHansol  Suh 
2786285c0a3SHansol  Suh   PetscFunctionBegin;
2796285c0a3SHansol  Suh   if (am->Hxchange) {
2806285c0a3SHansol  Suh     /* Case where Hessian gets updated with respect to x vector input. */
2819566063dSJacob Faibussowitsch     PetscCall((*am->ops->misfithess)(am->subsolverX, x, H, Hpre, am->misfithessP));
2829566063dSJacob Faibussowitsch     PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am));
2836285c0a3SHansol  Suh   } else if (am->Hxbool) {
2846285c0a3SHansol  Suh     /* Hessian doesn't get updated. H(x) = c */
28515229ffcSPierre Jolivet     /* Update Lagrangian only once per TAO call */
2869566063dSJacob Faibussowitsch     PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am));
2876285c0a3SHansol  Suh     am->Hxbool = PETSC_FALSE;
2886285c0a3SHansol  Suh   }
2893ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
2906285c0a3SHansol  Suh }
2916285c0a3SHansol  Suh 
2926285c0a3SHansol  Suh /* Same as SubHessianUpdate, except for B matrix instead of A matrix */
RegHessianUpdate(Tao tao,Vec z,Mat H,Mat Hpre,void * ptr)293d71ae5a4SJacob Faibussowitsch static PetscErrorCode RegHessianUpdate(Tao tao, Vec z, Mat H, Mat Hpre, void *ptr)
294d71ae5a4SJacob Faibussowitsch {
2956285c0a3SHansol  Suh   Tao       parent = (Tao)ptr;
2966285c0a3SHansol  Suh   TAO_ADMM *am     = (TAO_ADMM *)parent->data;
2976285c0a3SHansol  Suh 
2986285c0a3SHansol  Suh   PetscFunctionBegin;
2996285c0a3SHansol  Suh   if (am->Hzchange) {
3006285c0a3SHansol  Suh     /* Case where Hessian gets updated with respect to x vector input. */
3019566063dSJacob Faibussowitsch     PetscCall((*am->ops->reghess)(am->subsolverZ, z, H, Hpre, am->reghessP));
3029566063dSJacob Faibussowitsch     PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am));
3036285c0a3SHansol  Suh   } else if (am->Hzbool) {
3046285c0a3SHansol  Suh     /* Hessian doesn't get updated. H(x) = c */
30515229ffcSPierre Jolivet     /* Update Lagrangian only once per TAO call */
3069566063dSJacob Faibussowitsch     PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am));
3076285c0a3SHansol  Suh     am->Hzbool = PETSC_FALSE;
3086285c0a3SHansol  Suh   }
3093ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
3106285c0a3SHansol  Suh }
3116285c0a3SHansol  Suh 
3126285c0a3SHansol  Suh /* Shell Matrix routine for A matrix.
3136285c0a3SHansol  Suh  * This gets used when user puts NULL for
3146285c0a3SHansol  Suh  * TaoSetJacobianEqualityRoutine(tao, NULL,NULL, ...)
3156285c0a3SHansol  Suh  * Essentially sets A=I*/
JacobianIdentity(Mat mat,Vec in,Vec out)316d71ae5a4SJacob Faibussowitsch static PetscErrorCode JacobianIdentity(Mat mat, Vec in, Vec out)
317d71ae5a4SJacob Faibussowitsch {
3186285c0a3SHansol  Suh   PetscFunctionBegin;
3199566063dSJacob Faibussowitsch   PetscCall(VecCopy(in, out));
3203ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
3216285c0a3SHansol  Suh }
3226285c0a3SHansol  Suh 
3236285c0a3SHansol  Suh /* Shell Matrix routine for B matrix.
3246285c0a3SHansol  Suh  * This gets used when user puts NULL for
3256285c0a3SHansol  Suh  * TaoADMMSetRegularizerConstraintJacobian(tao, NULL,NULL, ...)
3266285c0a3SHansol  Suh  * Sets B=-I */
JacobianIdentityB(Mat mat,Vec in,Vec out)327d71ae5a4SJacob Faibussowitsch static PetscErrorCode JacobianIdentityB(Mat mat, Vec in, Vec out)
328d71ae5a4SJacob Faibussowitsch {
3296285c0a3SHansol  Suh   PetscFunctionBegin;
3309566063dSJacob Faibussowitsch   PetscCall(VecCopy(in, out));
3319566063dSJacob Faibussowitsch   PetscCall(VecScale(out, -1.));
3323ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
3336285c0a3SHansol  Suh }
3346285c0a3SHansol  Suh 
3356285c0a3SHansol  Suh /* Solve f(x) + g(z) s.t. Ax + Bz = c */
TaoSolve_ADMM(Tao tao)336d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoSolve_ADMM(Tao tao)
337d71ae5a4SJacob Faibussowitsch {
3386285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
3396285c0a3SHansol  Suh   PetscInt  N;
3406285c0a3SHansol  Suh   PetscReal reg_func;
3416285c0a3SHansol  Suh   PetscBool is_reg_shell;
3426285c0a3SHansol  Suh   Vec       tempL;
3436285c0a3SHansol  Suh 
3446285c0a3SHansol  Suh   PetscFunctionBegin;
3456285c0a3SHansol  Suh   if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) {
3463c859ba3SBarry Smith     PetscCheck(am->subsolverX->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetMisfitConstraintJacobian() first");
3473c859ba3SBarry Smith     PetscCheck(am->subsolverZ->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetRegularizerConstraintJacobian() first");
34848a46eb9SPierre Jolivet     if (am->constraint != NULL) PetscCall(VecNorm(am->constraint, NORM_2, &am->const_norm));
3496285c0a3SHansol  Suh   }
3506285c0a3SHansol  Suh   tempL = am->workLeft;
3519566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tempL, &N));
3526285c0a3SHansol  Suh 
35348a46eb9SPierre Jolivet   if (am->Hx && am->ops->misfithess) PetscCall(TaoSetHessian(am->subsolverX, am->Hx, am->Hx, SubHessianUpdate, tao));
3546285c0a3SHansol  Suh 
3556285c0a3SHansol  Suh   if (!am->zJI) {
3566285c0a3SHansol  Suh     /* Currently, B is assumed to be a linear system, i.e., not getting updated*/
357fb842aefSJose E. Roman     PetscCall(MatTransposeMatMult(am->JB, am->JB, MAT_INITIAL_MATRIX, PETSC_DETERMINE, &am->BTB));
3586285c0a3SHansol  Suh   }
3596285c0a3SHansol  Suh   if (!am->xJI) {
3606285c0a3SHansol  Suh     /* Currently, A is assumed to be a linear system, i.e., not getting updated*/
361fb842aefSJose E. Roman     PetscCall(MatTransposeMatMult(am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality, MAT_INITIAL_MATRIX, PETSC_DETERMINE, &am->ATA));
3626285c0a3SHansol  Suh   }
3636285c0a3SHansol  Suh 
3646285c0a3SHansol  Suh   is_reg_shell = PETSC_FALSE;
3656285c0a3SHansol  Suh 
3669566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)am->subsolverZ, TAOSHELL, &is_reg_shell));
3676285c0a3SHansol  Suh 
3686285c0a3SHansol  Suh   if (!is_reg_shell) {
3696285c0a3SHansol  Suh     switch (am->regswitch) {
370f971d498SPierre Jolivet     case TAO_ADMM_REGULARIZER_USER:
371d71ae5a4SJacob Faibussowitsch       break;
372f971d498SPierre Jolivet     case TAO_ADMM_REGULARIZER_SOFT_THRESH:
3736285c0a3SHansol  Suh       /* Soft Threshold. */
3746285c0a3SHansol  Suh       break;
3756285c0a3SHansol  Suh     }
3761baa6e33SBarry Smith     if (am->ops->regobjgrad) PetscCall(TaoSetObjectiveAndGradient(am->subsolverZ, NULL, RegObjGradUpdate, tao));
37748a46eb9SPierre Jolivet     if (am->Hz && am->ops->reghess) PetscCall(TaoSetHessian(am->subsolverZ, am->Hz, am->Hzpre, RegHessianUpdate, tao));
3786285c0a3SHansol  Suh   }
3796285c0a3SHansol  Suh 
3806285c0a3SHansol  Suh   switch (am->update) {
3816285c0a3SHansol  Suh   case TAO_ADMM_UPDATE_BASIC:
3826285c0a3SHansol  Suh     if (am->subsolverX->hessian) {
3836285c0a3SHansol  Suh       /* In basic case, Hessian does not get updated w.r.t. to spectral penalty
3846285c0a3SHansol  Suh        * Here, when A is set, i.e., am->xJI, add mu*ATA to Hessian*/
3856285c0a3SHansol  Suh       if (!am->xJI) {
3869566063dSJacob Faibussowitsch         PetscCall(MatAXPY(am->subsolverX->hessian, am->mu, am->ATA, DIFFERENT_NONZERO_PATTERN));
3876285c0a3SHansol  Suh       } else {
3889566063dSJacob Faibussowitsch         PetscCall(MatShift(am->subsolverX->hessian, am->mu));
3896285c0a3SHansol  Suh       }
3906285c0a3SHansol  Suh     }
3916285c0a3SHansol  Suh     if (am->subsolverZ->hessian && am->regswitch == TAO_ADMM_REGULARIZER_USER) {
3926285c0a3SHansol  Suh       if (am->regswitch == TAO_ADMM_REGULARIZER_USER && !am->zJI) {
3939566063dSJacob Faibussowitsch         PetscCall(MatAXPY(am->subsolverZ->hessian, am->mu, am->BTB, DIFFERENT_NONZERO_PATTERN));
3946285c0a3SHansol  Suh       } else {
3959566063dSJacob Faibussowitsch         PetscCall(MatShift(am->subsolverZ->hessian, am->mu));
3966285c0a3SHansol  Suh       }
3976285c0a3SHansol  Suh     }
3986285c0a3SHansol  Suh     break;
3996285c0a3SHansol  Suh   case TAO_ADMM_UPDATE_ADAPTIVE:
400d71ae5a4SJacob Faibussowitsch   case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED:
401d71ae5a4SJacob Faibussowitsch     break;
4026285c0a3SHansol  Suh   }
4036285c0a3SHansol  Suh 
4049566063dSJacob Faibussowitsch   PetscCall(PetscCitationsRegister(citation, &cited));
4056285c0a3SHansol  Suh   tao->reason = TAO_CONTINUE_ITERATING;
4066285c0a3SHansol  Suh 
4076285c0a3SHansol  Suh   while (tao->reason == TAO_CONTINUE_ITERATING) {
408dbbe0bcdSBarry Smith     PetscTryTypeMethod(tao, update, tao->niter, tao->user_update);
4099566063dSJacob Faibussowitsch     PetscCall(VecCopy(am->Bz, am->Bzold));
4106285c0a3SHansol  Suh 
4116285c0a3SHansol  Suh     /* x update */
4129566063dSJacob Faibussowitsch     PetscCall(TaoSolve(am->subsolverX));
4139566063dSJacob Faibussowitsch     PetscCall(TaoComputeJacobianEquality(am->subsolverX, am->subsolverX->solution, am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality_pre));
4149566063dSJacob Faibussowitsch     PetscCall(MatMult(am->subsolverX->jacobian_equality, am->subsolverX->solution, am->Ax));
4156285c0a3SHansol  Suh 
4166285c0a3SHansol  Suh     am->Hxbool = PETSC_TRUE;
4176285c0a3SHansol  Suh 
4186285c0a3SHansol  Suh     /* z update */
4196285c0a3SHansol  Suh     switch (am->regswitch) {
420d71ae5a4SJacob Faibussowitsch     case TAO_ADMM_REGULARIZER_USER:
421d71ae5a4SJacob Faibussowitsch       PetscCall(TaoSolve(am->subsolverZ));
422d71ae5a4SJacob Faibussowitsch       break;
4236285c0a3SHansol  Suh     case TAO_ADMM_REGULARIZER_SOFT_THRESH:
4246285c0a3SHansol  Suh       /* L1 assumes A,B jacobians are identity nxn matrix */
4259566063dSJacob Faibussowitsch       PetscCall(VecWAXPY(am->workJacobianRight, 1 / am->mu, am->y, am->Ax));
4269566063dSJacob Faibussowitsch       PetscCall(TaoSoftThreshold(am->workJacobianRight, -am->lambda / am->mu, am->lambda / am->mu, am->subsolverZ->solution));
4276285c0a3SHansol  Suh       break;
4286285c0a3SHansol  Suh     }
4296285c0a3SHansol  Suh     am->Hzbool = PETSC_TRUE;
4306285c0a3SHansol  Suh     /* Returns Ax + Bz - c with updated Ax,Bz vectors */
4319566063dSJacob Faibussowitsch     PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual));
4326285c0a3SHansol  Suh     /* Dual variable, y += y + mu*(Ax+Bz-c) */
4339566063dSJacob Faibussowitsch     PetscCall(VecWAXPY(am->y, am->mu, am->residual, am->yold));
4346285c0a3SHansol  Suh 
4356285c0a3SHansol  Suh     /* stopping tolerance update */
4369566063dSJacob Faibussowitsch     PetscCall(TaoADMMToleranceUpdate(tao));
4376285c0a3SHansol  Suh 
4386285c0a3SHansol  Suh     /* Updating Spectral Penalty */
4396285c0a3SHansol  Suh     switch (am->update) {
440d71ae5a4SJacob Faibussowitsch     case TAO_ADMM_UPDATE_BASIC:
441d71ae5a4SJacob Faibussowitsch       am->muold = am->mu;
442d71ae5a4SJacob Faibussowitsch       break;
4436285c0a3SHansol  Suh     case TAO_ADMM_UPDATE_ADAPTIVE:
4446285c0a3SHansol  Suh     case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED:
4456285c0a3SHansol  Suh       if (tao->niter == 0) {
4469566063dSJacob Faibussowitsch         PetscCall(VecCopy(am->y, am->y0));
4479566063dSJacob Faibussowitsch         PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold));
4481baa6e33SBarry Smith         if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint));
4499566063dSJacob Faibussowitsch         PetscCall(VecWAXPY(am->yhatold, -am->mu, am->residual, am->yold));
4509566063dSJacob Faibussowitsch         PetscCall(VecCopy(am->Ax, am->Axold));
4519566063dSJacob Faibussowitsch         PetscCall(VecCopy(am->Bz, am->Bz0));
4526285c0a3SHansol  Suh         am->muold = am->mu;
4536285c0a3SHansol  Suh       } else if (tao->niter % am->T == 1) {
4546285c0a3SHansol  Suh         /* we have compute Bzold in a previous iteration, and we computed Ax above */
4559566063dSJacob Faibussowitsch         PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold));
4561baa6e33SBarry Smith         if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint));
4579566063dSJacob Faibussowitsch         PetscCall(VecWAXPY(am->yhat, -am->mu, am->residual, am->yold));
4589566063dSJacob Faibussowitsch         PetscCall(AdaptiveADMMPenaltyUpdate(tao));
4599566063dSJacob Faibussowitsch         PetscCall(VecCopy(am->Ax, am->Axold));
4609566063dSJacob Faibussowitsch         PetscCall(VecCopy(am->Bz, am->Bz0));
4619566063dSJacob Faibussowitsch         PetscCall(VecCopy(am->yhat, am->yhatold));
4629566063dSJacob Faibussowitsch         PetscCall(VecCopy(am->y, am->y0));
4636285c0a3SHansol  Suh       } else {
4646285c0a3SHansol  Suh         am->muold = am->mu;
4656285c0a3SHansol  Suh       }
4666285c0a3SHansol  Suh       break;
467d71ae5a4SJacob Faibussowitsch     default:
468d71ae5a4SJacob Faibussowitsch       break;
4696285c0a3SHansol  Suh     }
4706285c0a3SHansol  Suh     tao->niter++;
4716285c0a3SHansol  Suh 
4726285c0a3SHansol  Suh     /* Calculate original function values. misfit part was done in TaoADMMToleranceUpdate*/
4736285c0a3SHansol  Suh     switch (am->regswitch) {
4746285c0a3SHansol  Suh     case TAO_ADMM_REGULARIZER_USER:
4756285c0a3SHansol  Suh       if (is_reg_shell) {
4769566063dSJacob Faibussowitsch         PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, &reg_func));
4776285c0a3SHansol  Suh       } else {
4783ba16761SJacob Faibussowitsch         PetscCall((*am->ops->regobjgrad)(am->subsolverZ, am->subsolverX->solution, &reg_func, tempL, am->regobjgradP));
4796285c0a3SHansol  Suh       }
4806285c0a3SHansol  Suh       break;
481d71ae5a4SJacob Faibussowitsch     case TAO_ADMM_REGULARIZER_SOFT_THRESH:
482d71ae5a4SJacob Faibussowitsch       PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, &reg_func));
483d71ae5a4SJacob Faibussowitsch       break;
4846285c0a3SHansol  Suh     }
4859566063dSJacob Faibussowitsch     PetscCall(VecCopy(am->y, am->yold));
4869566063dSJacob Faibussowitsch     PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual));
4879566063dSJacob Faibussowitsch     PetscCall(VecNorm(am->residual, NORM_2, &am->resnorm));
4889566063dSJacob Faibussowitsch     PetscCall(TaoLogConvergenceHistory(tao, am->last_misfit_val + reg_func, am->dualres, am->resnorm, tao->ksp_its));
4896285c0a3SHansol  Suh 
4909566063dSJacob Faibussowitsch     PetscCall(TaoMonitor(tao, tao->niter, am->last_misfit_val + reg_func, am->dualres, am->resnorm, 1.0));
491dbbe0bcdSBarry Smith     PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
4926285c0a3SHansol  Suh   }
4936285c0a3SHansol  Suh   /* Update vectors */
4949566063dSJacob Faibussowitsch   PetscCall(VecCopy(am->subsolverX->solution, tao->solution));
4959566063dSJacob Faibussowitsch   PetscCall(VecCopy(am->subsolverX->gradient, tao->gradient));
4969566063dSJacob Faibussowitsch   PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", NULL));
4979566063dSJacob Faibussowitsch   PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", NULL));
4989566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL));
4999566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL));
5009566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL));
5019566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL));
5023ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
5036285c0a3SHansol  Suh }
5046285c0a3SHansol  Suh 
TaoSetFromOptions_ADMM(Tao tao,PetscOptionItems PetscOptionsObject)505ce78bad3SBarry Smith static PetscErrorCode TaoSetFromOptions_ADMM(Tao tao, PetscOptionItems PetscOptionsObject)
506d71ae5a4SJacob Faibussowitsch {
5076285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
5086285c0a3SHansol  Suh 
5096285c0a3SHansol  Suh   PetscFunctionBegin;
510d0609cedSBarry Smith   PetscOptionsHeadBegin(PetscOptionsObject, "ADMM problem that solves f(x) in a form of f(x) + g(z) subject to x - z = 0. Norm 1 and 2 are supported. Different subsolver routines can be selected. ");
5119566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_admm_regularizer_coefficient", "regularizer constant", "", am->lambda, &am->lambda, NULL));
5129566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty", "Constant for Augmented Lagrangian term.", "", am->mu, &am->mu, NULL));
5139566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_admm_relaxation_parameter", "x relaxation parameter for Z update.", "", am->gamma, &am->gamma, NULL));
5149566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_admm_tolerance_update_factor", "ADMM dynamic tolerance update factor.", "", am->tol, &am->tol, NULL));
5159566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty_update_factor", "ADMM spectral penalty update curvature safeguard value.", "", am->orthval, &am->orthval, NULL));
5169566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_admm_minimum_spectral_penalty", "Set ADMM minimum spectral penalty.", "", am->mumin, &am->mumin, NULL));
517d0609cedSBarry Smith   PetscCall(PetscOptionsEnum("-tao_admm_dual_update", "Lagrangian dual update policy", "TaoADMMUpdateType", TaoADMMUpdateTypes, (PetscEnum)am->update, (PetscEnum *)&am->update, NULL));
518d0609cedSBarry Smith   PetscCall(PetscOptionsEnum("-tao_admm_regularizer_type", "ADMM regularizer update rule", "TaoADMMRegularizerType", TaoADMMRegularizerTypes, (PetscEnum)am->regswitch, (PetscEnum *)&am->regswitch, NULL));
519d0609cedSBarry Smith   PetscOptionsHeadEnd();
5209566063dSJacob Faibussowitsch   PetscCall(TaoSetFromOptions(am->subsolverX));
52148a46eb9SPierre Jolivet   if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) PetscCall(TaoSetFromOptions(am->subsolverZ));
5223ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
5236285c0a3SHansol  Suh }
5246285c0a3SHansol  Suh 
TaoView_ADMM(Tao tao,PetscViewer viewer)525d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoView_ADMM(Tao tao, PetscViewer viewer)
526d71ae5a4SJacob Faibussowitsch {
5276285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
5286285c0a3SHansol  Suh 
5296285c0a3SHansol  Suh   PetscFunctionBegin;
5309566063dSJacob Faibussowitsch   PetscCall(PetscViewerASCIIPushTab(viewer));
5319566063dSJacob Faibussowitsch   PetscCall(TaoView(am->subsolverX, viewer));
5329566063dSJacob Faibussowitsch   PetscCall(TaoView(am->subsolverZ, viewer));
5339566063dSJacob Faibussowitsch   PetscCall(PetscViewerASCIIPopTab(viewer));
5343ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
5356285c0a3SHansol  Suh }
5366285c0a3SHansol  Suh 
TaoSetUp_ADMM(Tao tao)537d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoSetUp_ADMM(Tao tao)
538d71ae5a4SJacob Faibussowitsch {
5396285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
5406285c0a3SHansol  Suh   PetscInt  n, N, M;
5416285c0a3SHansol  Suh 
5426285c0a3SHansol  Suh   PetscFunctionBegin;
5439566063dSJacob Faibussowitsch   PetscCall(VecGetLocalSize(tao->solution, &n));
5449566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->solution, &N));
5456285c0a3SHansol  Suh   /* If Jacobian is given as NULL, it means Jacobian is identity matrix with size of solution vector */
5466285c0a3SHansol  Suh   if (!am->JB) {
5476285c0a3SHansol  Suh     am->zJI = PETSC_TRUE;
5489566063dSJacob Faibussowitsch     PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JB));
54957d50842SBarry Smith     PetscCall(MatShellSetOperation(am->JB, MATOP_MULT, (PetscErrorCodeFn *)JacobianIdentityB));
55057d50842SBarry Smith     PetscCall(MatShellSetOperation(am->JB, MATOP_MULT_TRANSPOSE, (PetscErrorCodeFn *)JacobianIdentityB));
5516285c0a3SHansol  Suh     am->JBpre = am->JB;
5526285c0a3SHansol  Suh   }
5536285c0a3SHansol  Suh   if (!am->JA) {
5546285c0a3SHansol  Suh     am->xJI = PETSC_TRUE;
5559566063dSJacob Faibussowitsch     PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JA));
55657d50842SBarry Smith     PetscCall(MatShellSetOperation(am->JA, MATOP_MULT, (PetscErrorCodeFn *)JacobianIdentity));
55757d50842SBarry Smith     PetscCall(MatShellSetOperation(am->JA, MATOP_MULT_TRANSPOSE, (PetscErrorCodeFn *)JacobianIdentity));
5586285c0a3SHansol  Suh     am->JApre = am->JA;
5596285c0a3SHansol  Suh   }
5609566063dSJacob Faibussowitsch   PetscCall(MatCreateVecs(am->JA, NULL, &am->Ax));
56148a46eb9SPierre Jolivet   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient));
5629566063dSJacob Faibussowitsch   PetscCall(TaoSetSolution(am->subsolverX, tao->solution));
5636285c0a3SHansol  Suh   if (!am->z) {
5649566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &am->z));
5659566063dSJacob Faibussowitsch     PetscCall(VecSet(am->z, 0.0));
5666285c0a3SHansol  Suh   }
5679566063dSJacob Faibussowitsch   PetscCall(TaoSetSolution(am->subsolverZ, am->z));
56848a46eb9SPierre Jolivet   if (!am->workLeft) PetscCall(VecDuplicate(tao->solution, &am->workLeft));
56948a46eb9SPierre Jolivet   if (!am->Axold) PetscCall(VecDuplicate(am->Ax, &am->Axold));
57048a46eb9SPierre Jolivet   if (!am->workJacobianRight) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight));
57148a46eb9SPierre Jolivet   if (!am->workJacobianRight2) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight2));
57248a46eb9SPierre Jolivet   if (!am->Bz) PetscCall(VecDuplicate(am->Ax, &am->Bz));
57348a46eb9SPierre Jolivet   if (!am->Bzold) PetscCall(VecDuplicate(am->Ax, &am->Bzold));
57448a46eb9SPierre Jolivet   if (!am->Bz0) PetscCall(VecDuplicate(am->Ax, &am->Bz0));
5756285c0a3SHansol  Suh   if (!am->y) {
5769566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(am->Ax, &am->y));
5779566063dSJacob Faibussowitsch     PetscCall(VecSet(am->y, 0.0));
5786285c0a3SHansol  Suh   }
5796285c0a3SHansol  Suh   if (!am->yold) {
5809566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(am->Ax, &am->yold));
5819566063dSJacob Faibussowitsch     PetscCall(VecSet(am->yold, 0.0));
5826285c0a3SHansol  Suh   }
5836285c0a3SHansol  Suh   if (!am->y0) {
5849566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(am->Ax, &am->y0));
5859566063dSJacob Faibussowitsch     PetscCall(VecSet(am->y0, 0.0));
5866285c0a3SHansol  Suh   }
5876285c0a3SHansol  Suh   if (!am->yhat) {
5889566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(am->Ax, &am->yhat));
5899566063dSJacob Faibussowitsch     PetscCall(VecSet(am->yhat, 0.0));
5906285c0a3SHansol  Suh   }
5916285c0a3SHansol  Suh   if (!am->yhatold) {
5929566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(am->Ax, &am->yhatold));
5939566063dSJacob Faibussowitsch     PetscCall(VecSet(am->yhatold, 0.0));
5946285c0a3SHansol  Suh   }
5956285c0a3SHansol  Suh   if (!am->residual) {
5969566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(am->Ax, &am->residual));
5979566063dSJacob Faibussowitsch     PetscCall(VecSet(am->residual, 0.0));
5986285c0a3SHansol  Suh   }
5996285c0a3SHansol  Suh   if (!am->constraint) {
6006285c0a3SHansol  Suh     am->constraint = NULL;
6016285c0a3SHansol  Suh   } else {
6029566063dSJacob Faibussowitsch     PetscCall(VecGetSize(am->constraint, &M));
6033c859ba3SBarry Smith     PetscCheck(M == N, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Solution vector and constraint vector must be of same size!");
6046285c0a3SHansol  Suh   }
6056285c0a3SHansol  Suh 
6066285c0a3SHansol  Suh   /* Save changed tao tolerance for adaptive tolerance */
607606f75f6SBarry Smith   if (tao->gatol != tao->default_gatol) am->gatol_admm = tao->gatol;
608606f75f6SBarry Smith   if (tao->catol != tao->default_catol) am->catol_admm = tao->catol;
6096285c0a3SHansol  Suh 
6106285c0a3SHansol  Suh   /*Update spectral and dual elements to X subsolver */
6119566063dSJacob Faibussowitsch   PetscCall(TaoSetObjectiveAndGradient(am->subsolverX, NULL, SubObjGradUpdate, tao));
6129566063dSJacob Faibussowitsch   PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverX, am->JA, am->JApre, am->ops->misfitjac, am->misfitjacobianP));
6139566063dSJacob Faibussowitsch   PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverZ, am->JB, am->JBpre, am->ops->regjac, am->regjacobianP));
6143ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
6156285c0a3SHansol  Suh }
6166285c0a3SHansol  Suh 
TaoDestroy_ADMM(Tao tao)617d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoDestroy_ADMM(Tao tao)
618d71ae5a4SJacob Faibussowitsch {
6196285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
6206285c0a3SHansol  Suh 
6216285c0a3SHansol  Suh   PetscFunctionBegin;
6229566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->z));
6239566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->Ax));
6249566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->Axold));
6259566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->Bz));
6269566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->Bzold));
6279566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->Bz0));
6289566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->residual));
6299566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->y));
6309566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->yold));
6319566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->y0));
6329566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->yhat));
6339566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->yhatold));
6349566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->workLeft));
6359566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->workJacobianRight));
6369566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&am->workJacobianRight2));
6376285c0a3SHansol  Suh 
6389566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&am->JA));
6399566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&am->JB));
64048a46eb9SPierre Jolivet   if (!am->xJI) PetscCall(MatDestroy(&am->JApre));
64148a46eb9SPierre Jolivet   if (!am->zJI) PetscCall(MatDestroy(&am->JBpre));
6426285c0a3SHansol  Suh   if (am->Hx) {
6439566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hx));
6449566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hxpre));
6456285c0a3SHansol  Suh   }
6466285c0a3SHansol  Suh   if (am->Hz) {
6479566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hz));
6489566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hzpre));
6496285c0a3SHansol  Suh   }
6509566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&am->ATA));
6519566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&am->BTB));
6529566063dSJacob Faibussowitsch   PetscCall(TaoDestroy(&am->subsolverX));
6539566063dSJacob Faibussowitsch   PetscCall(TaoDestroy(&am->subsolverZ));
6546285c0a3SHansol  Suh   am->parent = NULL;
6552e956fe4SStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL));
6562e956fe4SStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL));
6572e956fe4SStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL));
6582e956fe4SStefano Zampini   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL));
6599566063dSJacob Faibussowitsch   PetscCall(PetscFree(tao->data));
6603ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
6616285c0a3SHansol  Suh }
6626285c0a3SHansol  Suh 
6636285c0a3SHansol  Suh /*MC
6645804573cSPierre Jolivet   TAOADMM - Alternating direction method of multipliers method for solving linear problems with
6651d27aa22SBarry Smith             constraints. in a $ \min_x f(x) + g(z)$  s.t. $Ax+Bz=c$.
666a5b23f4aSJose E. Roman             This algorithm employs two sub Tao solvers, of which type can be specified
6676285c0a3SHansol  Suh             by the user. User need to provide ObjectiveAndGradient routine, and/or HessianRoutine for both subsolvers.
6686285c0a3SHansol  Suh             Hessians can be given boolean flag determining whether they change with respect to a input vector. This can be set via
6691d27aa22SBarry Smith             `TaoADMMSet{Misfit,Regularizer}HessianChangeStatus()`.
6701d27aa22SBarry Smith             Second subsolver does support `TAOSHELL`. It should be noted that L1-norm is used for objective value for `TAOSHELL` type.
6716285c0a3SHansol  Suh             There is option to set regularizer option, and currently soft-threshold is implemented. For spectral penalty update,
672a5b23f4aSJose E. Roman             currently there are basic option and adaptive option.
6731d27aa22SBarry Smith             Constraint is set at Ax+Bz=c, and A and B can be set with `TaoADMMSet{Misfit,Regularizer}ConstraintJacobian()`.
6741d27aa22SBarry Smith             c can be set with `TaoADMMSetConstraintVectorRHS()`.
6751d27aa22SBarry Smith             The user can also provide regularizer weight for second subsolver. {cite}`xu2017adaptive`
6766285c0a3SHansol  Suh 
6776285c0a3SHansol  Suh   Options Database Keys:
6786285c0a3SHansol  Suh + -tao_admm_regularizer_coefficient        - regularizer constant (default 1.e-6)
6796285c0a3SHansol  Suh . -tao_admm_spectral_penalty               - Constant for Augmented Lagrangian term (default 1.)
6806285c0a3SHansol  Suh . -tao_admm_relaxation_parameter           - relaxation parameter for Z update (default 1.)
6816285c0a3SHansol  Suh . -tao_admm_tolerance_update_factor        - ADMM dynamic tolerance update factor (default 1.e-12)
6826285c0a3SHansol  Suh . -tao_admm_spectral_penalty_update_factor - ADMM spectral penalty update curvature safeguard value (default 0.2)
6836285c0a3SHansol  Suh . -tao_admm_minimum_spectral_penalty       - Set ADMM minimum spectral penalty (default 0)
6846285c0a3SHansol  Suh . -tao_admm_dual_update                    - Lagrangian dual update policy ("basic","adaptive","adaptive-relaxed") (default "basic")
6856285c0a3SHansol  Suh - -tao_admm_regularizer_type               - ADMM regularizer update rule ("user","soft-threshold") (default "soft-threshold")
6866285c0a3SHansol  Suh 
6876285c0a3SHansol  Suh   Level: beginner
6886285c0a3SHansol  Suh 
689db781477SPatrick Sanan .seealso: `TaoADMMSetMisfitHessianChangeStatus()`, `TaoADMMSetRegHessianChangeStatus()`, `TaoADMMGetSpectralPenalty()`,
690db781477SPatrick Sanan           `TaoADMMGetMisfitSubsolver()`, `TaoADMMGetRegularizationSubsolver()`, `TaoADMMSetConstraintVectorRHS()`,
691b4623fecSHansol Suh           `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetRegularizerCoefficient()`, `TaoADMMGetRegularizerCoefficient()`,
692db781477SPatrick Sanan           `TaoADMMSetRegularizerConstraintJacobian()`, `TaoADMMSetMisfitConstraintJacobian()`,
693db781477SPatrick Sanan           `TaoADMMSetMisfitObjectiveAndGradientRoutine()`, `TaoADMMSetMisfitHessianRoutine()`,
694db781477SPatrick Sanan           `TaoADMMSetRegularizerObjectiveAndGradientRoutine()`, `TaoADMMSetRegularizerHessianRoutine()`,
695db781477SPatrick Sanan           `TaoGetADMMParentTao()`, `TaoADMMGetDualVector()`, `TaoADMMSetRegularizerType()`,
696db781477SPatrick Sanan           `TaoADMMGetRegularizerType()`, `TaoADMMSetUpdateType()`, `TaoADMMGetUpdateType()`
6976285c0a3SHansol  Suh M*/
6986285c0a3SHansol  Suh 
TaoCreate_ADMM(Tao tao)699d71ae5a4SJacob Faibussowitsch PETSC_EXTERN PetscErrorCode TaoCreate_ADMM(Tao tao)
700d71ae5a4SJacob Faibussowitsch {
7016285c0a3SHansol  Suh   TAO_ADMM *am;
7026285c0a3SHansol  Suh 
7036285c0a3SHansol  Suh   PetscFunctionBegin;
7044dfa11a4SJacob Faibussowitsch   PetscCall(PetscNew(&am));
7056285c0a3SHansol  Suh 
7066285c0a3SHansol  Suh   tao->ops->destroy        = TaoDestroy_ADMM;
7076285c0a3SHansol  Suh   tao->ops->setup          = TaoSetUp_ADMM;
7086285c0a3SHansol  Suh   tao->ops->setfromoptions = TaoSetFromOptions_ADMM;
7096285c0a3SHansol  Suh   tao->ops->view           = TaoView_ADMM;
7106285c0a3SHansol  Suh   tao->ops->solve          = TaoSolve_ADMM;
7116285c0a3SHansol  Suh 
712606f75f6SBarry Smith   PetscCall(TaoParametersInitialize(tao));
713606f75f6SBarry Smith 
7146285c0a3SHansol  Suh   tao->data           = (void *)am;
7156285c0a3SHansol  Suh   am->l1epsilon       = 1e-6;
7166285c0a3SHansol  Suh   am->lambda          = 1e-4;
7176285c0a3SHansol  Suh   am->mu              = 1.;
7186285c0a3SHansol  Suh   am->muold           = 0.;
7196285c0a3SHansol  Suh   am->mueps           = PETSC_MACHINE_EPSILON;
7206285c0a3SHansol  Suh   am->mumin           = 0.;
7216285c0a3SHansol  Suh   am->orthval         = 0.2;
7226285c0a3SHansol  Suh   am->T               = 2;
7236285c0a3SHansol  Suh   am->parent          = tao;
7246285c0a3SHansol  Suh   am->update          = TAO_ADMM_UPDATE_BASIC;
7256285c0a3SHansol  Suh   am->regswitch       = TAO_ADMM_REGULARIZER_SOFT_THRESH;
7266285c0a3SHansol  Suh   am->tol             = PETSC_SMALL;
7276285c0a3SHansol  Suh   am->const_norm      = 0;
7286285c0a3SHansol  Suh   am->resnorm         = 0;
7296285c0a3SHansol  Suh   am->dualres         = 0;
73083c8fe1dSLisandro Dalcin   am->ops->regobjgrad = NULL;
73183c8fe1dSLisandro Dalcin   am->ops->reghess    = NULL;
7326285c0a3SHansol  Suh   am->gamma           = 1;
73383c8fe1dSLisandro Dalcin   am->regobjgradP     = NULL;
73483c8fe1dSLisandro Dalcin   am->reghessP        = NULL;
7356285c0a3SHansol  Suh   am->gatol_admm      = 1e-8;
7366285c0a3SHansol  Suh   am->catol_admm      = 0;
7376285c0a3SHansol  Suh   am->Hxchange        = PETSC_TRUE;
7386285c0a3SHansol  Suh   am->Hzchange        = PETSC_TRUE;
7396285c0a3SHansol  Suh   am->Hzbool          = PETSC_TRUE;
7406285c0a3SHansol  Suh   am->Hxbool          = PETSC_TRUE;
7416285c0a3SHansol  Suh 
7429566063dSJacob Faibussowitsch   PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverX));
7439566063dSJacob Faibussowitsch   PetscCall(TaoSetOptionsPrefix(am->subsolverX, "misfit_"));
7449566063dSJacob Faibussowitsch   PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverX, (PetscObject)tao, 1));
7459566063dSJacob Faibussowitsch   PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverZ));
7469566063dSJacob Faibussowitsch   PetscCall(TaoSetOptionsPrefix(am->subsolverZ, "reg_"));
7479566063dSJacob Faibussowitsch   PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverZ, (PetscObject)tao, 1));
7486285c0a3SHansol  Suh 
7499566063dSJacob Faibussowitsch   PetscCall(TaoSetType(am->subsolverX, TAONLS));
7509566063dSJacob Faibussowitsch   PetscCall(TaoSetType(am->subsolverZ, TAONLS));
7519566063dSJacob Faibussowitsch   PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", (PetscObject)tao));
7529566063dSJacob Faibussowitsch   PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", (PetscObject)tao));
7539566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", TaoADMMSetRegularizerType_ADMM));
7549566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", TaoADMMGetRegularizerType_ADMM));
7559566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", TaoADMMSetUpdateType_ADMM));
7569566063dSJacob Faibussowitsch   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", TaoADMMGetUpdateType_ADMM));
7573ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
7586285c0a3SHansol  Suh }
7596285c0a3SHansol  Suh 
7606285c0a3SHansol  Suh /*@
7616285c0a3SHansol  Suh   TaoADMMSetMisfitHessianChangeStatus - Set boolean that determines  whether Hessian matrix of misfit subsolver changes with respect to input vector.
7626285c0a3SHansol  Suh 
763c3339decSBarry Smith   Collective
7646285c0a3SHansol  Suh 
7656285c0a3SHansol  Suh   Input Parameters:
7667f5c9be9SBarry Smith + tao - the Tao solver context.
7672fe279fdSBarry Smith - b   - the Hessian matrix change status boolean, `PETSC_FALSE`  when the Hessian matrix does not change, `PETSC_TRUE` otherwise.
7686285c0a3SHansol  Suh 
7696285c0a3SHansol  Suh   Level: advanced
770a5a2f7acSBarry Smith 
771db781477SPatrick Sanan .seealso: `TAOADMM`
7726285c0a3SHansol  Suh @*/
TaoADMMSetMisfitHessianChangeStatus(Tao tao,PetscBool b)773d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao tao, PetscBool b)
774d71ae5a4SJacob Faibussowitsch {
7756285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
7766285c0a3SHansol  Suh 
7776285c0a3SHansol  Suh   PetscFunctionBegin;
7786285c0a3SHansol  Suh   am->Hxchange = b;
7793ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
7806285c0a3SHansol  Suh }
7816285c0a3SHansol  Suh 
7826285c0a3SHansol  Suh /*@
7836285c0a3SHansol  Suh   TaoADMMSetRegHessianChangeStatus - Set boolean that determines whether Hessian matrix of regularization subsolver changes with respect to input vector.
7847f5c9be9SBarry Smith 
785c3339decSBarry Smith   Collective
7866285c0a3SHansol  Suh 
7876285c0a3SHansol  Suh   Input Parameters:
7882fe279fdSBarry Smith + tao - the `Tao` solver context
7892fe279fdSBarry Smith - b   - the Hessian matrix change status boolean, `PETSC_FALSE` when the Hessian matrix does not change, `PETSC_TRUE` otherwise.
7906285c0a3SHansol  Suh 
7916285c0a3SHansol  Suh   Level: advanced
792a5a2f7acSBarry Smith 
793db781477SPatrick Sanan .seealso: `TAOADMM`
7946285c0a3SHansol  Suh @*/
TaoADMMSetRegHessianChangeStatus(Tao tao,PetscBool b)795d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao tao, PetscBool b)
796d71ae5a4SJacob Faibussowitsch {
7976285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
7986285c0a3SHansol  Suh 
7996285c0a3SHansol  Suh   PetscFunctionBegin;
8006285c0a3SHansol  Suh   am->Hzchange = b;
8013ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8026285c0a3SHansol  Suh }
8036285c0a3SHansol  Suh 
8046285c0a3SHansol  Suh /*@
8056285c0a3SHansol  Suh   TaoADMMSetSpectralPenalty - Set the spectral penalty (mu) value
8066285c0a3SHansol  Suh 
807c3339decSBarry Smith   Collective
8086285c0a3SHansol  Suh 
8096285c0a3SHansol  Suh   Input Parameters:
8102fe279fdSBarry Smith + tao - the `Tao` solver context
8117f5c9be9SBarry Smith - mu  - spectral penalty
8126285c0a3SHansol  Suh 
8136285c0a3SHansol  Suh   Level: advanced
8146285c0a3SHansol  Suh 
815db781477SPatrick Sanan .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TAOADMM`
8166285c0a3SHansol  Suh @*/
TaoADMMSetSpectralPenalty(Tao tao,PetscReal mu)817d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetSpectralPenalty(Tao tao, PetscReal mu)
818d71ae5a4SJacob Faibussowitsch {
8196285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
8206285c0a3SHansol  Suh 
8216285c0a3SHansol  Suh   PetscFunctionBegin;
8226285c0a3SHansol  Suh   am->mu = mu;
8233ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8246285c0a3SHansol  Suh }
8256285c0a3SHansol  Suh 
8266285c0a3SHansol  Suh /*@
8276285c0a3SHansol  Suh   TaoADMMGetSpectralPenalty - Get the spectral penalty (mu) value
8286285c0a3SHansol  Suh 
829c3339decSBarry Smith   Collective
8306285c0a3SHansol  Suh 
8317f5c9be9SBarry Smith   Input Parameter:
8322fe279fdSBarry Smith . tao - the `Tao` solver context
8337f5c9be9SBarry Smith 
8347f5c9be9SBarry Smith   Output Parameter:
8357f5c9be9SBarry Smith . mu - spectral penalty
8366285c0a3SHansol  Suh 
8376285c0a3SHansol  Suh   Level: advanced
8386285c0a3SHansol  Suh 
839db781477SPatrick Sanan .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetSpectralPenalty()`, `TAOADMM`
8406285c0a3SHansol  Suh @*/
TaoADMMGetSpectralPenalty(Tao tao,PetscReal * mu)841d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMGetSpectralPenalty(Tao tao, PetscReal *mu)
842d71ae5a4SJacob Faibussowitsch {
8436285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
8446285c0a3SHansol  Suh 
8456285c0a3SHansol  Suh   PetscFunctionBegin;
8466285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
8474f572ea9SToby Isaac   PetscAssertPointer(mu, 2);
8486285c0a3SHansol  Suh   *mu = am->mu;
8493ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8506285c0a3SHansol  Suh }
8516285c0a3SHansol  Suh 
8526285c0a3SHansol  Suh /*@
8532fe279fdSBarry Smith   TaoADMMGetMisfitSubsolver - Get the pointer to the misfit subsolver inside `TAOADMM`
8546285c0a3SHansol  Suh 
855c3339decSBarry Smith   Collective
8566285c0a3SHansol  Suh 
8577f5c9be9SBarry Smith   Input Parameter:
8582fe279fdSBarry Smith . tao - the `Tao` solver context
8597f5c9be9SBarry Smith 
8607f5c9be9SBarry Smith   Output Parameter:
8612fe279fdSBarry Smith . misfit - the `Tao` subsolver context
8626285c0a3SHansol  Suh 
8636285c0a3SHansol  Suh   Level: advanced
864a5a2f7acSBarry Smith 
8652fe279fdSBarry Smith .seealso: `TAOADMM`, `Tao`
8666285c0a3SHansol  Suh @*/
TaoADMMGetMisfitSubsolver(Tao tao,Tao * misfit)867d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMGetMisfitSubsolver(Tao tao, Tao *misfit)
868d71ae5a4SJacob Faibussowitsch {
8696285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
8706285c0a3SHansol  Suh 
8716285c0a3SHansol  Suh   PetscFunctionBegin;
8726285c0a3SHansol  Suh   *misfit = am->subsolverX;
8733ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8746285c0a3SHansol  Suh }
8756285c0a3SHansol  Suh 
8766285c0a3SHansol  Suh /*@
8772fe279fdSBarry Smith   TaoADMMGetRegularizationSubsolver - Get the pointer to the regularization subsolver inside `TAOADMM`
8786285c0a3SHansol  Suh 
879c3339decSBarry Smith   Collective
8806285c0a3SHansol  Suh 
8817f5c9be9SBarry Smith   Input Parameter:
8822fe279fdSBarry Smith . tao - the `Tao` solver context
8837f5c9be9SBarry Smith 
8847f5c9be9SBarry Smith   Output Parameter:
8852fe279fdSBarry Smith . reg - the `Tao` subsolver context
8866285c0a3SHansol  Suh 
8876285c0a3SHansol  Suh   Level: advanced
888a5a2f7acSBarry Smith 
8892fe279fdSBarry Smith .seealso: `TAOADMM`, `Tao`
8906285c0a3SHansol  Suh @*/
TaoADMMGetRegularizationSubsolver(Tao tao,Tao * reg)891d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao tao, Tao *reg)
892d71ae5a4SJacob Faibussowitsch {
8936285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
8946285c0a3SHansol  Suh 
8956285c0a3SHansol  Suh   PetscFunctionBegin;
8966285c0a3SHansol  Suh   *reg = am->subsolverZ;
8973ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
8986285c0a3SHansol  Suh }
8996285c0a3SHansol  Suh 
9006285c0a3SHansol  Suh /*@
9012fe279fdSBarry Smith   TaoADMMSetConstraintVectorRHS - Set the RHS constraint vector for `TAOADMM`
9026285c0a3SHansol  Suh 
903c3339decSBarry Smith   Collective
9046285c0a3SHansol  Suh 
9056285c0a3SHansol  Suh   Input Parameters:
9062fe279fdSBarry Smith + tao - the `Tao` solver context
9076285c0a3SHansol  Suh - c   - RHS vector
9086285c0a3SHansol  Suh 
9096285c0a3SHansol  Suh   Level: advanced
910a5a2f7acSBarry Smith 
911db781477SPatrick Sanan .seealso: `TAOADMM`
9126285c0a3SHansol  Suh @*/
TaoADMMSetConstraintVectorRHS(Tao tao,Vec c)913d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao tao, Vec c)
914d71ae5a4SJacob Faibussowitsch {
9156285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
9166285c0a3SHansol  Suh 
9176285c0a3SHansol  Suh   PetscFunctionBegin;
9186285c0a3SHansol  Suh   am->constraint = c;
9193ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
9206285c0a3SHansol  Suh }
9216285c0a3SHansol  Suh 
9226285c0a3SHansol  Suh /*@
9237f5c9be9SBarry Smith   TaoADMMSetMinimumSpectralPenalty - Set the minimum value for the spectral penalty
9246285c0a3SHansol  Suh 
925c3339decSBarry Smith   Collective
9266285c0a3SHansol  Suh 
9276285c0a3SHansol  Suh   Input Parameters:
9282fe279fdSBarry Smith + tao - the `Tao` solver context
9296285c0a3SHansol  Suh - mu  - minimum spectral penalty value
9306285c0a3SHansol  Suh 
9316285c0a3SHansol  Suh   Level: advanced
9326285c0a3SHansol  Suh 
933db781477SPatrick Sanan .seealso: `TaoADMMGetSpectralPenalty()`, `TAOADMM`
9346285c0a3SHansol  Suh @*/
TaoADMMSetMinimumSpectralPenalty(Tao tao,PetscReal mu)935d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao tao, PetscReal mu)
936d71ae5a4SJacob Faibussowitsch {
9376285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
9386285c0a3SHansol  Suh 
9396285c0a3SHansol  Suh   PetscFunctionBegin;
9406285c0a3SHansol  Suh   am->mumin = mu;
9413ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
9426285c0a3SHansol  Suh }
9436285c0a3SHansol  Suh 
9446285c0a3SHansol  Suh /*@
9456285c0a3SHansol  Suh   TaoADMMSetRegularizerCoefficient - Set the regularization coefficient lambda for L1 norm regularization case
9466285c0a3SHansol  Suh 
947c3339decSBarry Smith   Collective
9486285c0a3SHansol  Suh 
9496285c0a3SHansol  Suh   Input Parameters:
9502fe279fdSBarry Smith + tao    - the `Tao` solver context
9516285c0a3SHansol  Suh - lambda - L1-norm regularizer coefficient
9526285c0a3SHansol  Suh 
9536285c0a3SHansol  Suh   Level: advanced
9547f5c9be9SBarry Smith 
955db781477SPatrick Sanan .seealso: `TaoADMMSetMisfitConstraintJacobian()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM`
9566285c0a3SHansol  Suh @*/
TaoADMMSetRegularizerCoefficient(Tao tao,PetscReal lambda)957d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao tao, PetscReal lambda)
958d71ae5a4SJacob Faibussowitsch {
9596285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
9606285c0a3SHansol  Suh 
9616285c0a3SHansol  Suh   PetscFunctionBegin;
9626285c0a3SHansol  Suh   am->lambda = lambda;
9633ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
9646285c0a3SHansol  Suh }
9656285c0a3SHansol  Suh 
966b4623fecSHansol Suh /*@
967e6c0fc48SBarry Smith   TaoADMMGetRegularizerCoefficient - Get the regularization coefficient lambda for L1 norm regularization case
968b4623fecSHansol Suh 
969b4623fecSHansol Suh   Collective
970b4623fecSHansol Suh 
971e6c0fc48SBarry Smith   Input Parameter:
972e6c0fc48SBarry Smith . tao - the `Tao` solver context
973e6c0fc48SBarry Smith 
974e6c0fc48SBarry Smith   Output Parameter:
975e6c0fc48SBarry Smith . lambda - L1-norm regularizer coefficient
976b4623fecSHansol Suh 
977b4623fecSHansol Suh   Level: advanced
978b4623fecSHansol Suh 
979b4623fecSHansol Suh .seealso: `TaoADMMSetMisfitConstraintJacobian()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM`
980b4623fecSHansol Suh @*/
TaoADMMGetRegularizerCoefficient(Tao tao,PetscReal * lambda)981b4623fecSHansol Suh PetscErrorCode TaoADMMGetRegularizerCoefficient(Tao tao, PetscReal *lambda)
982b4623fecSHansol Suh {
983b4623fecSHansol Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
984b4623fecSHansol Suh 
985b4623fecSHansol Suh   PetscFunctionBegin;
986b4623fecSHansol Suh   *lambda = am->lambda;
987b4623fecSHansol Suh   PetscFunctionReturn(PETSC_SUCCESS);
988b4623fecSHansol Suh }
989b4623fecSHansol Suh 
9906285c0a3SHansol  Suh /*@C
9912fe279fdSBarry Smith   TaoADMMSetMisfitConstraintJacobian - Set the constraint matrix B for the `TAOADMM` algorithm. Matrix B constrains the z variable.
9926285c0a3SHansol  Suh 
993c3339decSBarry Smith   Collective
9946285c0a3SHansol  Suh 
995a5a2f7acSBarry Smith   Input Parameters:
996a5a2f7acSBarry Smith + tao  - the Tao solver context
9976285c0a3SHansol  Suh . J    - user-created regularizer constraint Jacobian matrix
9982fe279fdSBarry Smith . Jpre - user-created regularizer Jacobian constraint matrix for constructing the preconditioner, often this is `J`
9996285c0a3SHansol  Suh . func - function pointer for the regularizer constraint Jacobian update function
10006285c0a3SHansol  Suh - ctx  - user context for the regularizer Hessian
10016285c0a3SHansol  Suh 
10026285c0a3SHansol  Suh   Level: advanced
10037f5c9be9SBarry Smith 
1004db781477SPatrick Sanan .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM`
10056285c0a3SHansol  Suh @*/
TaoADMMSetMisfitConstraintJacobian(Tao tao,Mat J,Mat Jpre,PetscErrorCode (* func)(Tao,Vec,Mat,Mat,void *),PetscCtx ctx)1006*2a8381b2SBarry Smith PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), PetscCtx ctx)
1007d71ae5a4SJacob Faibussowitsch {
10086285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
10096285c0a3SHansol  Suh 
10106285c0a3SHansol  Suh   PetscFunctionBegin;
10116285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
10126285c0a3SHansol  Suh   if (J) {
10136285c0a3SHansol  Suh     PetscValidHeaderSpecific(J, MAT_CLASSID, 2);
10146285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, J, 2);
10156285c0a3SHansol  Suh   }
10166285c0a3SHansol  Suh   if (Jpre) {
10176285c0a3SHansol  Suh     PetscValidHeaderSpecific(Jpre, MAT_CLASSID, 3);
10186285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, Jpre, 3);
10196285c0a3SHansol  Suh   }
10206285c0a3SHansol  Suh   if (ctx) am->misfitjacobianP = ctx;
10216285c0a3SHansol  Suh   if (func) am->ops->misfitjac = func;
10226285c0a3SHansol  Suh 
10236285c0a3SHansol  Suh   if (J) {
10249566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)J));
10259566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->JA));
10266285c0a3SHansol  Suh     am->JA = J;
10276285c0a3SHansol  Suh   }
10286285c0a3SHansol  Suh   if (Jpre) {
10299566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)Jpre));
10309566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->JApre));
10316285c0a3SHansol  Suh     am->JApre = Jpre;
10326285c0a3SHansol  Suh   }
10333ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
10346285c0a3SHansol  Suh }
10356285c0a3SHansol  Suh 
10366285c0a3SHansol  Suh /*@C
10372fe279fdSBarry Smith   TaoADMMSetRegularizerConstraintJacobian - Set the constraint matrix B for `TAOADMM` algorithm. Matrix B constraints z variable.
10386285c0a3SHansol  Suh 
1039c3339decSBarry Smith   Collective
10406285c0a3SHansol  Suh 
10416285c0a3SHansol  Suh   Input Parameters:
10422fe279fdSBarry Smith + tao  - the `Tao` solver context
10436285c0a3SHansol  Suh . J    - user-created regularizer constraint Jacobian matrix
10442fe279fdSBarry Smith . Jpre - user-created regularizer Jacobian constraint matrix for constructing the preconditioner, often this is `J`
10456285c0a3SHansol  Suh . func - function pointer for the regularizer constraint Jacobian update function
10466285c0a3SHansol  Suh - ctx  - user context for the regularizer Hessian
10476285c0a3SHansol  Suh 
10486285c0a3SHansol  Suh   Level: advanced
10497f5c9be9SBarry Smith 
1050db781477SPatrick Sanan .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetMisfitConstraintJacobian()`, `TAOADMM`
10516285c0a3SHansol  Suh @*/
TaoADMMSetRegularizerConstraintJacobian(Tao tao,Mat J,Mat Jpre,PetscErrorCode (* func)(Tao,Vec,Mat,Mat,void *),PetscCtx ctx)1052*2a8381b2SBarry Smith PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), PetscCtx ctx)
1053d71ae5a4SJacob Faibussowitsch {
10546285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
10556285c0a3SHansol  Suh 
10566285c0a3SHansol  Suh   PetscFunctionBegin;
10576285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
10586285c0a3SHansol  Suh   if (J) {
10596285c0a3SHansol  Suh     PetscValidHeaderSpecific(J, MAT_CLASSID, 2);
10606285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, J, 2);
10616285c0a3SHansol  Suh   }
10626285c0a3SHansol  Suh   if (Jpre) {
10636285c0a3SHansol  Suh     PetscValidHeaderSpecific(Jpre, MAT_CLASSID, 3);
10646285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, Jpre, 3);
10656285c0a3SHansol  Suh   }
10666285c0a3SHansol  Suh   if (ctx) am->regjacobianP = ctx;
10676285c0a3SHansol  Suh   if (func) am->ops->regjac = func;
10686285c0a3SHansol  Suh 
10696285c0a3SHansol  Suh   if (J) {
10709566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)J));
10719566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->JB));
10726285c0a3SHansol  Suh     am->JB = J;
10736285c0a3SHansol  Suh   }
10746285c0a3SHansol  Suh   if (Jpre) {
10759566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)Jpre));
10769566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->JBpre));
10776285c0a3SHansol  Suh     am->JBpre = Jpre;
10786285c0a3SHansol  Suh   }
10793ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
10806285c0a3SHansol  Suh }
10816285c0a3SHansol  Suh 
10826285c0a3SHansol  Suh /*@C
10837f5c9be9SBarry Smith   TaoADMMSetMisfitObjectiveAndGradientRoutine - Sets the user-defined misfit call-back function
10847f5c9be9SBarry Smith 
1085c3339decSBarry Smith   Collective
10866285c0a3SHansol  Suh 
10876285c0a3SHansol  Suh   Input Parameters:
10882fe279fdSBarry Smith + tao  - the `Tao` context
10896285c0a3SHansol  Suh . func - function pointer for the misfit value and gradient evaluation
10906285c0a3SHansol  Suh - ctx  - user context for the misfit
10916285c0a3SHansol  Suh 
10926285c0a3SHansol  Suh   Level: advanced
10937f5c9be9SBarry Smith 
1094db781477SPatrick Sanan .seealso: `TAOADMM`
10956285c0a3SHansol  Suh @*/
TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao tao,PetscErrorCode (* func)(Tao,Vec,PetscReal *,Vec,void *),PetscCtx ctx)1096*2a8381b2SBarry Smith PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), PetscCtx ctx)
1097d71ae5a4SJacob Faibussowitsch {
10986285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
10996285c0a3SHansol  Suh 
11006285c0a3SHansol  Suh   PetscFunctionBegin;
11016285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
11026285c0a3SHansol  Suh   am->misfitobjgradP     = ctx;
11036285c0a3SHansol  Suh   am->ops->misfitobjgrad = func;
11043ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
11056285c0a3SHansol  Suh }
11066285c0a3SHansol  Suh 
11076285c0a3SHansol  Suh /*@C
11086285c0a3SHansol  Suh   TaoADMMSetMisfitHessianRoutine - Sets the user-defined misfit Hessian call-back
11096285c0a3SHansol  Suh   function into the algorithm, to be used for subsolverX.
11106285c0a3SHansol  Suh 
1111c3339decSBarry Smith   Collective
11127f5c9be9SBarry Smith 
11136285c0a3SHansol  Suh   Input Parameters:
11142fe279fdSBarry Smith + tao  - the `Tao` context
11156285c0a3SHansol  Suh . H    - user-created matrix for the Hessian of the misfit term
11166285c0a3SHansol  Suh . Hpre - user-created matrix for the preconditioner of Hessian of the misfit term
11176285c0a3SHansol  Suh . func - function pointer for the misfit Hessian evaluation
11186285c0a3SHansol  Suh - ctx  - user context for the misfit Hessian
11196285c0a3SHansol  Suh 
11206285c0a3SHansol  Suh   Level: advanced
1121a5a2f7acSBarry Smith 
1122db781477SPatrick Sanan .seealso: `TAOADMM`
11236285c0a3SHansol  Suh @*/
TaoADMMSetMisfitHessianRoutine(Tao tao,Mat H,Mat Hpre,PetscErrorCode (* func)(Tao,Vec,Mat,Mat,void *),PetscCtx ctx)1124*2a8381b2SBarry Smith PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), PetscCtx ctx)
1125d71ae5a4SJacob Faibussowitsch {
11266285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
11276285c0a3SHansol  Suh 
11286285c0a3SHansol  Suh   PetscFunctionBegin;
11296285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
11306285c0a3SHansol  Suh   if (H) {
11316285c0a3SHansol  Suh     PetscValidHeaderSpecific(H, MAT_CLASSID, 2);
11326285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, H, 2);
11336285c0a3SHansol  Suh   }
11346285c0a3SHansol  Suh   if (Hpre) {
11356285c0a3SHansol  Suh     PetscValidHeaderSpecific(Hpre, MAT_CLASSID, 3);
11366285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, Hpre, 3);
11376285c0a3SHansol  Suh   }
1138ad540459SPierre Jolivet   if (ctx) am->misfithessP = ctx;
1139ad540459SPierre Jolivet   if (func) am->ops->misfithess = func;
11406285c0a3SHansol  Suh   if (H) {
11419566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)H));
11429566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hx));
11436285c0a3SHansol  Suh     am->Hx = H;
11446285c0a3SHansol  Suh   }
11456285c0a3SHansol  Suh   if (Hpre) {
11469566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)Hpre));
11479566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hxpre));
11486285c0a3SHansol  Suh     am->Hxpre = Hpre;
11496285c0a3SHansol  Suh   }
11503ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
11516285c0a3SHansol  Suh }
11526285c0a3SHansol  Suh 
11536285c0a3SHansol  Suh /*@C
11547f5c9be9SBarry Smith   TaoADMMSetRegularizerObjectiveAndGradientRoutine - Sets the user-defined regularizer call-back function
11557f5c9be9SBarry Smith 
1156c3339decSBarry Smith   Collective
11576285c0a3SHansol  Suh 
11586285c0a3SHansol  Suh   Input Parameters:
11596285c0a3SHansol  Suh + tao  - the Tao context
11606285c0a3SHansol  Suh . func - function pointer for the regularizer value and gradient evaluation
11616285c0a3SHansol  Suh - ctx  - user context for the regularizer
11626285c0a3SHansol  Suh 
11636285c0a3SHansol  Suh   Level: advanced
1164a5a2f7acSBarry Smith 
1165db781477SPatrick Sanan .seealso: `TAOADMM`
11666285c0a3SHansol  Suh @*/
TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao tao,PetscErrorCode (* func)(Tao,Vec,PetscReal *,Vec,void *),PetscCtx ctx)1167*2a8381b2SBarry Smith PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), PetscCtx ctx)
1168d71ae5a4SJacob Faibussowitsch {
11696285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
11706285c0a3SHansol  Suh 
11716285c0a3SHansol  Suh   PetscFunctionBegin;
11726285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
11736285c0a3SHansol  Suh   am->regobjgradP     = ctx;
11746285c0a3SHansol  Suh   am->ops->regobjgrad = func;
11753ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
11766285c0a3SHansol  Suh }
11776285c0a3SHansol  Suh 
11786285c0a3SHansol  Suh /*@C
11796285c0a3SHansol  Suh   TaoADMMSetRegularizerHessianRoutine - Sets the user-defined regularizer Hessian call-back
11807f5c9be9SBarry Smith   function, to be used for subsolverZ.
11817f5c9be9SBarry Smith 
1182c3339decSBarry Smith   Collective
11836285c0a3SHansol  Suh 
11846285c0a3SHansol  Suh   Input Parameters:
11852fe279fdSBarry Smith + tao  - the `Tao` context
11866285c0a3SHansol  Suh . H    - user-created matrix for the Hessian of the regularization term
11876285c0a3SHansol  Suh . Hpre - user-created matrix for the preconditioner of Hessian of the regularization term
11886285c0a3SHansol  Suh . func - function pointer for the regularizer Hessian evaluation
11896285c0a3SHansol  Suh - ctx  - user context for the regularizer Hessian
11906285c0a3SHansol  Suh 
11916285c0a3SHansol  Suh   Level: advanced
1192a5a2f7acSBarry Smith 
1193db781477SPatrick Sanan .seealso: `TAOADMM`
11946285c0a3SHansol  Suh @*/
TaoADMMSetRegularizerHessianRoutine(Tao tao,Mat H,Mat Hpre,PetscErrorCode (* func)(Tao,Vec,Mat,Mat,void *),PetscCtx ctx)1195*2a8381b2SBarry Smith PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), PetscCtx ctx)
1196d71ae5a4SJacob Faibussowitsch {
11976285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
11986285c0a3SHansol  Suh 
11996285c0a3SHansol  Suh   PetscFunctionBegin;
12006285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
12016285c0a3SHansol  Suh   if (H) {
12026285c0a3SHansol  Suh     PetscValidHeaderSpecific(H, MAT_CLASSID, 2);
12036285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, H, 2);
12046285c0a3SHansol  Suh   }
12056285c0a3SHansol  Suh   if (Hpre) {
12066285c0a3SHansol  Suh     PetscValidHeaderSpecific(Hpre, MAT_CLASSID, 3);
12076285c0a3SHansol  Suh     PetscCheckSameComm(tao, 1, Hpre, 3);
12086285c0a3SHansol  Suh   }
1209ad540459SPierre Jolivet   if (ctx) am->reghessP = ctx;
1210ad540459SPierre Jolivet   if (func) am->ops->reghess = func;
12116285c0a3SHansol  Suh   if (H) {
12129566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)H));
12139566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hz));
12146285c0a3SHansol  Suh     am->Hz = H;
12156285c0a3SHansol  Suh   }
12166285c0a3SHansol  Suh   if (Hpre) {
12179566063dSJacob Faibussowitsch     PetscCall(PetscObjectReference((PetscObject)Hpre));
12189566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&am->Hzpre));
12196285c0a3SHansol  Suh     am->Hzpre = Hpre;
12206285c0a3SHansol  Suh   }
12213ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
12226285c0a3SHansol  Suh }
12236285c0a3SHansol  Suh 
12246285c0a3SHansol  Suh /*@
12252fe279fdSBarry Smith   TaoGetADMMParentTao - Gets pointer to parent `TAOADMM`, used by inner subsolver.
12266285c0a3SHansol  Suh 
1227c3339decSBarry Smith   Collective
12287f5c9be9SBarry Smith 
12297f5c9be9SBarry Smith   Input Parameter:
12302fe279fdSBarry Smith . tao - the `Tao` context
12317f5c9be9SBarry Smith 
12327f5c9be9SBarry Smith   Output Parameter:
12332fe279fdSBarry Smith . admm_tao - the parent `Tao` context
12346285c0a3SHansol  Suh 
12356285c0a3SHansol  Suh   Level: advanced
1236a5a2f7acSBarry Smith 
1237db781477SPatrick Sanan .seealso: `TAOADMM`
12386285c0a3SHansol  Suh @*/
TaoGetADMMParentTao(Tao tao,Tao * admm_tao)1239d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoGetADMMParentTao(Tao tao, Tao *admm_tao)
1240d71ae5a4SJacob Faibussowitsch {
12416285c0a3SHansol  Suh   PetscFunctionBegin;
12426285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
12439566063dSJacob Faibussowitsch   PetscCall(PetscObjectQuery((PetscObject)tao, "TaoGetADMMParentTao_ADMM", (PetscObject *)admm_tao));
12443ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
12456285c0a3SHansol  Suh }
12466285c0a3SHansol  Suh 
12476285c0a3SHansol  Suh /*@
12482fe279fdSBarry Smith   TaoADMMGetDualVector - Returns the dual vector associated with the current `TAOADMM` state
12496285c0a3SHansol  Suh 
12506285c0a3SHansol  Suh   Not Collective
12516285c0a3SHansol  Suh 
12526285c0a3SHansol  Suh   Input Parameter:
12532fe279fdSBarry Smith . tao - the `Tao` context
12547f5c9be9SBarry Smith 
12557f5c9be9SBarry Smith   Output Parameter:
12567f5c9be9SBarry Smith . Y - the current solution
12576285c0a3SHansol  Suh 
12586285c0a3SHansol  Suh   Level: intermediate
1259a5a2f7acSBarry Smith 
1260db781477SPatrick Sanan .seealso: `TAOADMM`
12616285c0a3SHansol  Suh @*/
TaoADMMGetDualVector(Tao tao,Vec * Y)1262d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMGetDualVector(Tao tao, Vec *Y)
1263d71ae5a4SJacob Faibussowitsch {
12646285c0a3SHansol  Suh   TAO_ADMM *am = (TAO_ADMM *)tao->data;
12656285c0a3SHansol  Suh 
12666285c0a3SHansol  Suh   PetscFunctionBegin;
12676285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
12686285c0a3SHansol  Suh   *Y = am->y;
12693ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
12706285c0a3SHansol  Suh }
12716285c0a3SHansol  Suh 
12726285c0a3SHansol  Suh /*@
12732fe279fdSBarry Smith   TaoADMMSetRegularizerType - Set regularizer type for `TAOADMM` routine
12746285c0a3SHansol  Suh 
12756285c0a3SHansol  Suh   Not Collective
12766285c0a3SHansol  Suh 
1277d8d19677SJose E. Roman   Input Parameters:
12782fe279fdSBarry Smith + tao  - the `Tao` context
12797f5c9be9SBarry Smith - type - regularizer type
12807f5c9be9SBarry Smith 
12813c7db156SBarry Smith   Options Database Key:
1282147403d9SBarry Smith . -tao_admm_regularizer_type <admm_regularizer_user,admm_regularizer_soft_thresh> - select the regularizer
12836285c0a3SHansol  Suh 
12846285c0a3SHansol  Suh   Level: intermediate
12856285c0a3SHansol  Suh 
1286db781477SPatrick Sanan .seealso: `TaoADMMGetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM`
12876285c0a3SHansol  Suh @*/
TaoADMMSetRegularizerType(Tao tao,TaoADMMRegularizerType type)1288d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetRegularizerType(Tao tao, TaoADMMRegularizerType type)
1289d71ae5a4SJacob Faibussowitsch {
12906285c0a3SHansol  Suh   PetscFunctionBegin;
12916285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
12926285c0a3SHansol  Suh   PetscValidLogicalCollectiveEnum(tao, type, 2);
1293cac4c232SBarry Smith   PetscTryMethod(tao, "TaoADMMSetRegularizerType_C", (Tao, TaoADMMRegularizerType), (tao, type));
12943ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
12956285c0a3SHansol  Suh }
12966285c0a3SHansol  Suh 
12976285c0a3SHansol  Suh /*@
12982fe279fdSBarry Smith   TaoADMMGetRegularizerType - Gets the type of regularizer routine for `TAOADMM`
12996285c0a3SHansol  Suh 
13006285c0a3SHansol  Suh   Not Collective
13016285c0a3SHansol  Suh 
13026285c0a3SHansol  Suh   Input Parameter:
13032fe279fdSBarry Smith . tao - the `Tao` context
13046285c0a3SHansol  Suh 
13056285c0a3SHansol  Suh   Output Parameter:
13066285c0a3SHansol  Suh . type - the type of regularizer
13076285c0a3SHansol  Suh 
13086285c0a3SHansol  Suh   Level: intermediate
13096285c0a3SHansol  Suh 
1310db781477SPatrick Sanan .seealso: `TaoADMMSetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM`
13116285c0a3SHansol  Suh @*/
TaoADMMGetRegularizerType(Tao tao,TaoADMMRegularizerType * type)1312d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMGetRegularizerType(Tao tao, TaoADMMRegularizerType *type)
1313d71ae5a4SJacob Faibussowitsch {
13146285c0a3SHansol  Suh   PetscFunctionBegin;
13156285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
1316cac4c232SBarry Smith   PetscUseMethod(tao, "TaoADMMGetRegularizerType_C", (Tao, TaoADMMRegularizerType *), (tao, type));
13173ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
13186285c0a3SHansol  Suh }
13196285c0a3SHansol  Suh 
13206285c0a3SHansol  Suh /*@
13212fe279fdSBarry Smith   TaoADMMSetUpdateType - Set update routine for `TAOADMM` routine
13226285c0a3SHansol  Suh 
13236285c0a3SHansol  Suh   Not Collective
13246285c0a3SHansol  Suh 
1325d8d19677SJose E. Roman   Input Parameters:
13262fe279fdSBarry Smith + tao  - the `Tao` context
13276285c0a3SHansol  Suh - type - spectral parameter update type
13286285c0a3SHansol  Suh 
13296285c0a3SHansol  Suh   Level: intermediate
13306285c0a3SHansol  Suh 
1331db781477SPatrick Sanan .seealso: `TaoADMMGetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM`
13326285c0a3SHansol  Suh @*/
TaoADMMSetUpdateType(Tao tao,TaoADMMUpdateType type)1333d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMSetUpdateType(Tao tao, TaoADMMUpdateType type)
1334d71ae5a4SJacob Faibussowitsch {
13356285c0a3SHansol  Suh   PetscFunctionBegin;
13366285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
13376285c0a3SHansol  Suh   PetscValidLogicalCollectiveEnum(tao, type, 2);
1338cac4c232SBarry Smith   PetscTryMethod(tao, "TaoADMMSetUpdateType_C", (Tao, TaoADMMUpdateType), (tao, type));
13393ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
13406285c0a3SHansol  Suh }
13416285c0a3SHansol  Suh 
13426285c0a3SHansol  Suh /*@
13432fe279fdSBarry Smith   TaoADMMGetUpdateType - Gets the type of spectral penalty update routine for `TAOADMM`
13446285c0a3SHansol  Suh 
13456285c0a3SHansol  Suh   Not Collective
13466285c0a3SHansol  Suh 
13476285c0a3SHansol  Suh   Input Parameter:
13482fe279fdSBarry Smith . tao - the `Tao` context
13496285c0a3SHansol  Suh 
13506285c0a3SHansol  Suh   Output Parameter:
13516285c0a3SHansol  Suh . type - the type of spectral penalty update routine
13526285c0a3SHansol  Suh 
13536285c0a3SHansol  Suh   Level: intermediate
13546285c0a3SHansol  Suh 
1355db781477SPatrick Sanan .seealso: `TaoADMMSetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM`
13566285c0a3SHansol  Suh @*/
TaoADMMGetUpdateType(Tao tao,TaoADMMUpdateType * type)1357d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoADMMGetUpdateType(Tao tao, TaoADMMUpdateType *type)
1358d71ae5a4SJacob Faibussowitsch {
13596285c0a3SHansol  Suh   PetscFunctionBegin;
13606285c0a3SHansol  Suh   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
1361cac4c232SBarry Smith   PetscUseMethod(tao, "TaoADMMGetUpdateType_C", (Tao, TaoADMMUpdateType *), (tao, type));
13623ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
13636285c0a3SHansol  Suh }
1364