1 #include <../src/tao/constrained/impls/admm/admm.h> /*I "petsctao.h" I*/ 2 #include <petsctao.h> 3 #include <petsc/private/petscimpl.h> 4 5 /* Updates terminating criteria 6 * 7 * 1 ||r_k|| = ||Ax+Bz-c|| =< catol_admm* max{||Ax||,||Bz||,||c||} 8 * 9 * 2. Updates dual residual, d_k 10 * 11 * 3. ||d_k|| = ||mu*A^T*B(z_k-z_{k-1})|| =< gatol_admm * ||A^Ty|| */ 12 13 static PetscBool cited = PETSC_FALSE; 14 static const char citation[] = "@misc{xu2017adaptive,\n" 15 " title={Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation},\n" 16 " author={Zheng Xu and Mario A. T. Figueiredo and Xiaoming Yuan and Christoph Studer and Tom Goldstein},\n" 17 " year={2017},\n" 18 " eprint={1704.02712},\n" 19 " archivePrefix={arXiv},\n" 20 " primaryClass={cs.CV}\n" 21 "} \n"; 22 23 const char *const TaoADMMRegularizerTypes[] = {"REGULARIZER_USER", "REGULARIZER_SOFT_THRESH", "TaoADMMRegularizerType", "TAO_ADMM_", NULL}; 24 const char *const TaoADMMUpdateTypes[] = {"UPDATE_BASIC", "UPDATE_ADAPTIVE", "UPDATE_ADAPTIVE_RELAXED", "TaoADMMUpdateType", "TAO_ADMM_", NULL}; 25 const char *const TaoALMMTypes[] = {"CLASSIC", "PHR", "TaoALMMType", "TAO_ALMM_", NULL}; 26 27 static PetscErrorCode TaoADMMToleranceUpdate(Tao tao) 28 { 29 TAO_ADMM *am = (TAO_ADMM *)tao->data; 30 PetscReal Axnorm, Bznorm, ATynorm, temp; 31 Vec tempJR, tempL; 32 Tao mis; 33 34 PetscFunctionBegin; 35 mis = am->subsolverX; 36 tempJR = am->workJacobianRight; 37 tempL = am->workLeft; 38 /* ATy */ 39 PetscCall(TaoComputeJacobianEquality(mis, am->y, mis->jacobian_equality, mis->jacobian_equality_pre)); 40 PetscCall(MatMultTranspose(mis->jacobian_equality, am->y, tempJR)); 41 PetscCall(VecNorm(tempJR, NORM_2, &ATynorm)); 42 /* dualres = mu * ||AT(Bz-Bzold)||_2 */ 43 PetscCall(VecWAXPY(tempJR, -1., am->Bzold, am->Bz)); 44 PetscCall(MatMultTranspose(mis->jacobian_equality, tempJR, tempL)); 45 PetscCall(VecNorm(tempL, NORM_2, &am->dualres)); 46 am->dualres *= am->mu; 47 48 /* ||Ax||_2, ||Bz||_2 */ 49 PetscCall(VecNorm(am->Ax, NORM_2, &Axnorm)); 50 PetscCall(VecNorm(am->Bz, NORM_2, &Bznorm)); 51 52 /* Set catol to be catol_admm * max{||Ax||,||Bz||,||c||} * 53 * Set gatol to be gatol_admm * ||A^Ty|| * 54 * while cnorm is ||r_k||_2, and gnorm is ||d_k||_2 */ 55 temp = am->catol_admm * PetscMax(Axnorm, (!am->const_norm) ? Bznorm : PetscMax(Bznorm, am->const_norm)); 56 PetscCall(TaoSetConstraintTolerances(tao, temp, PETSC_CURRENT)); 57 PetscCall(TaoSetTolerances(tao, am->gatol_admm * ATynorm, PETSC_CURRENT, PETSC_CURRENT)); 58 PetscFunctionReturn(PETSC_SUCCESS); 59 } 60 61 /* Penalty Update for Adaptive ADMM. */ 62 static PetscErrorCode AdaptiveADMMPenaltyUpdate(Tao tao) 63 { 64 TAO_ADMM *am = (TAO_ADMM *)tao->data; 65 PetscReal ydiff_norm, yhatdiff_norm, Axdiff_norm, Bzdiff_norm, Axyhat, Bzy, a_sd, a_mg, a_k, b_sd, b_mg, b_k; 66 PetscBool hflag, gflag; 67 Vec tempJR, tempJR2; 68 69 PetscFunctionBegin; 70 tempJR = am->workJacobianRight; 71 tempJR2 = am->workJacobianRight2; 72 hflag = PETSC_FALSE; 73 gflag = PETSC_FALSE; 74 a_k = -1; 75 b_k = -1; 76 77 PetscCall(VecWAXPY(tempJR, -1., am->Axold, am->Ax)); 78 PetscCall(VecWAXPY(tempJR2, -1., am->yhatold, am->yhat)); 79 PetscCall(VecNorm(tempJR, NORM_2, &Axdiff_norm)); 80 PetscCall(VecNorm(tempJR2, NORM_2, &yhatdiff_norm)); 81 PetscCall(VecDot(tempJR, tempJR2, &Axyhat)); 82 83 PetscCall(VecWAXPY(tempJR, -1., am->Bz0, am->Bz)); 84 PetscCall(VecWAXPY(tempJR2, -1., am->y, am->y0)); 85 PetscCall(VecNorm(tempJR, NORM_2, &Bzdiff_norm)); 86 PetscCall(VecNorm(tempJR2, NORM_2, &ydiff_norm)); 87 PetscCall(VecDot(tempJR, tempJR2, &Bzy)); 88 89 if (Axyhat > am->orthval * Axdiff_norm * yhatdiff_norm + am->mueps) { 90 hflag = PETSC_TRUE; 91 a_sd = PetscSqr(yhatdiff_norm) / Axyhat; /* alphaSD */ 92 a_mg = Axyhat / PetscSqr(Axdiff_norm); /* alphaMG */ 93 a_k = (a_mg / a_sd) > 0.5 ? a_mg : a_sd - 0.5 * a_mg; 94 } 95 if (Bzy > am->orthval * Bzdiff_norm * ydiff_norm + am->mueps) { 96 gflag = PETSC_TRUE; 97 b_sd = PetscSqr(ydiff_norm) / Bzy; /* betaSD */ 98 b_mg = Bzy / PetscSqr(Bzdiff_norm); /* betaMG */ 99 b_k = (b_mg / b_sd) > 0.5 ? b_mg : b_sd - 0.5 * b_mg; 100 } 101 am->muold = am->mu; 102 if (gflag && hflag) { 103 am->mu = PetscSqrtReal(a_k * b_k); 104 } else if (hflag) { 105 am->mu = a_k; 106 } else if (gflag) { 107 am->mu = b_k; 108 } 109 if (am->mu > am->muold) am->mu = am->muold; 110 if (am->mu < am->mumin) am->mu = am->mumin; 111 PetscFunctionReturn(PETSC_SUCCESS); 112 } 113 114 static PetscErrorCode TaoADMMSetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType type) 115 { 116 TAO_ADMM *am = (TAO_ADMM *)tao->data; 117 118 PetscFunctionBegin; 119 am->regswitch = type; 120 PetscFunctionReturn(PETSC_SUCCESS); 121 } 122 123 static PetscErrorCode TaoADMMGetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType *type) 124 { 125 TAO_ADMM *am = (TAO_ADMM *)tao->data; 126 127 PetscFunctionBegin; 128 *type = am->regswitch; 129 PetscFunctionReturn(PETSC_SUCCESS); 130 } 131 132 static PetscErrorCode TaoADMMSetUpdateType_ADMM(Tao tao, TaoADMMUpdateType type) 133 { 134 TAO_ADMM *am = (TAO_ADMM *)tao->data; 135 136 PetscFunctionBegin; 137 am->update = type; 138 PetscFunctionReturn(PETSC_SUCCESS); 139 } 140 141 static PetscErrorCode TaoADMMGetUpdateType_ADMM(Tao tao, TaoADMMUpdateType *type) 142 { 143 TAO_ADMM *am = (TAO_ADMM *)tao->data; 144 145 PetscFunctionBegin; 146 *type = am->update; 147 PetscFunctionReturn(PETSC_SUCCESS); 148 } 149 150 /* This routine updates Jacobians with new x,z vectors, 151 * and then updates Ax and Bz vectors, then computes updated residual vector*/ 152 static PetscErrorCode ADMMUpdateConstraintResidualVector(Tao tao, Vec x, Vec z, Vec Ax, Vec Bz, Vec residual) 153 { 154 TAO_ADMM *am = (TAO_ADMM *)tao->data; 155 Tao mis, reg; 156 157 PetscFunctionBegin; 158 mis = am->subsolverX; 159 reg = am->subsolverZ; 160 PetscCall(TaoComputeJacobianEquality(mis, x, mis->jacobian_equality, mis->jacobian_equality_pre)); 161 PetscCall(MatMult(mis->jacobian_equality, x, Ax)); 162 PetscCall(TaoComputeJacobianEquality(reg, z, reg->jacobian_equality, reg->jacobian_equality_pre)); 163 PetscCall(MatMult(reg->jacobian_equality, z, Bz)); 164 165 PetscCall(VecWAXPY(residual, 1., Bz, Ax)); 166 if (am->constraint != NULL) PetscCall(VecAXPY(residual, -1., am->constraint)); 167 PetscFunctionReturn(PETSC_SUCCESS); 168 } 169 170 /* Updates Augmented Lagrangians to given routines * 171 * For subsolverX, routine needs to be ComputeObjectiveAndGraidnet 172 * Separate Objective and Gradient routines are not supported. */ 173 static PetscErrorCode SubObjGradUpdate(Tao tao, Vec x, PetscReal *f, Vec g, void *ptr) 174 { 175 Tao parent = (Tao)ptr; 176 TAO_ADMM *am = (TAO_ADMM *)parent->data; 177 PetscReal temp, temp2; 178 Vec tempJR; 179 180 PetscFunctionBegin; 181 tempJR = am->workJacobianRight; 182 PetscCall(ADMMUpdateConstraintResidualVector(parent, x, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 183 PetscCall((*am->ops->misfitobjgrad)(am->subsolverX, x, f, g, am->misfitobjgradP)); 184 185 am->last_misfit_val = *f; 186 /* Objective Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */ 187 PetscCall(VecTDot(am->residual, am->y, &temp)); 188 PetscCall(VecTDot(am->residual, am->residual, &temp2)); 189 *f += temp + (am->mu / 2) * temp2; 190 191 /* Gradient. Add + mu*AT(Ax+Bz-c) + yTA*/ 192 PetscCall(MatMultTranspose(tao->jacobian_equality, am->residual, tempJR)); 193 PetscCall(VecAXPY(g, am->mu, tempJR)); 194 PetscCall(MatMultTranspose(tao->jacobian_equality, am->y, tempJR)); 195 PetscCall(VecAXPY(g, 1., tempJR)); 196 PetscFunctionReturn(PETSC_SUCCESS); 197 } 198 199 /* Updates Augmented Lagrangians to given routines 200 * For subsolverZ, routine needs to be ComputeObjectiveAndGraidnet 201 * Separate Objective and Gradient routines are not supported. */ 202 static PetscErrorCode RegObjGradUpdate(Tao tao, Vec z, PetscReal *f, Vec g, void *ptr) 203 { 204 Tao parent = (Tao)ptr; 205 TAO_ADMM *am = (TAO_ADMM *)parent->data; 206 PetscReal temp, temp2; 207 Vec tempJR; 208 209 PetscFunctionBegin; 210 tempJR = am->workJacobianRight; 211 PetscCall(ADMMUpdateConstraintResidualVector(parent, am->subsolverX->solution, z, am->Ax, am->Bz, am->residual)); 212 PetscCall((*am->ops->regobjgrad)(am->subsolverZ, z, f, g, am->regobjgradP)); 213 am->last_reg_val = *f; 214 /* Objective Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */ 215 PetscCall(VecTDot(am->residual, am->y, &temp)); 216 PetscCall(VecTDot(am->residual, am->residual, &temp2)); 217 *f += temp + (am->mu / 2) * temp2; 218 219 /* Gradient. Add + mu*BT(Ax+Bz-c) + yTB*/ 220 PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->residual, tempJR)); 221 PetscCall(VecAXPY(g, am->mu, tempJR)); 222 PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->y, tempJR)); 223 PetscCall(VecAXPY(g, 1., tempJR)); 224 PetscFunctionReturn(PETSC_SUCCESS); 225 } 226 227 /* Computes epsilon padded L1 norm lambda*sum(sqrt(x^2+eps^2)-eps */ 228 static PetscErrorCode ADMML1EpsilonNorm(Tao tao, Vec x, PetscReal eps, PetscReal *norm) 229 { 230 TAO_ADMM *am = (TAO_ADMM *)tao->data; 231 PetscInt N; 232 233 PetscFunctionBegin; 234 PetscCall(VecGetSize(am->workLeft, &N)); 235 PetscCall(VecPointwiseMult(am->workLeft, x, x)); 236 PetscCall(VecShift(am->workLeft, am->l1epsilon * am->l1epsilon)); 237 PetscCall(VecSqrtAbs(am->workLeft)); 238 PetscCall(VecSum(am->workLeft, norm)); 239 *norm += N * am->l1epsilon; 240 *norm *= am->lambda; 241 PetscFunctionReturn(PETSC_SUCCESS); 242 } 243 244 static PetscErrorCode ADMMInternalHessianUpdate(Mat H, Mat Constraint, PetscBool Identity, void *ptr) 245 { 246 TAO_ADMM *am = (TAO_ADMM *)ptr; 247 248 PetscFunctionBegin; 249 switch (am->update) { 250 case TAO_ADMM_UPDATE_BASIC: 251 break; 252 case TAO_ADMM_UPDATE_ADAPTIVE: 253 case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED: 254 if (H && (am->muold != am->mu)) { 255 if (!Identity) { 256 PetscCall(MatAXPY(H, am->mu - am->muold, Constraint, DIFFERENT_NONZERO_PATTERN)); 257 } else { 258 PetscCall(MatShift(H, am->mu - am->muold)); 259 } 260 } 261 break; 262 } 263 PetscFunctionReturn(PETSC_SUCCESS); 264 } 265 266 /* Updates Hessian - adds second derivative of augmented Lagrangian 267 * H \gets H + \rho*ATA 268 Here, \rho does not change in TAO_ADMM_UPDATE_BASIC - thus no-op 269 For ADAPTAIVE,ADAPTIVE_RELAXED, 270 H \gets H + (\rho-\rhoold)*ATA 271 Here, we assume that A is linear constraint i.e., does not change. 272 Thus, for both ADAPTIVE, and RELAXED, ATA matrix is pre-set (except for A=I (null case)) see TaoSetUp_ADMM */ 273 static PetscErrorCode SubHessianUpdate(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr) 274 { 275 Tao parent = (Tao)ptr; 276 TAO_ADMM *am = (TAO_ADMM *)parent->data; 277 278 PetscFunctionBegin; 279 if (am->Hxchange) { 280 /* Case where Hessian gets updated with respect to x vector input. */ 281 PetscCall((*am->ops->misfithess)(am->subsolverX, x, H, Hpre, am->misfithessP)); 282 PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am)); 283 } else if (am->Hxbool) { 284 /* Hessian doesn't get updated. H(x) = c */ 285 /* Update Lagrangian only once per TAO call */ 286 PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am)); 287 am->Hxbool = PETSC_FALSE; 288 } 289 PetscFunctionReturn(PETSC_SUCCESS); 290 } 291 292 /* Same as SubHessianUpdate, except for B matrix instead of A matrix */ 293 static PetscErrorCode RegHessianUpdate(Tao tao, Vec z, Mat H, Mat Hpre, void *ptr) 294 { 295 Tao parent = (Tao)ptr; 296 TAO_ADMM *am = (TAO_ADMM *)parent->data; 297 298 PetscFunctionBegin; 299 if (am->Hzchange) { 300 /* Case where Hessian gets updated with respect to x vector input. */ 301 PetscCall((*am->ops->reghess)(am->subsolverZ, z, H, Hpre, am->reghessP)); 302 PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am)); 303 } else if (am->Hzbool) { 304 /* Hessian doesn't get updated. H(x) = c */ 305 /* Update Lagrangian only once per TAO call */ 306 PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am)); 307 am->Hzbool = PETSC_FALSE; 308 } 309 PetscFunctionReturn(PETSC_SUCCESS); 310 } 311 312 /* Shell Matrix routine for A matrix. 313 * This gets used when user puts NULL for 314 * TaoSetJacobianEqualityRoutine(tao, NULL,NULL, ...) 315 * Essentially sets A=I*/ 316 static PetscErrorCode JacobianIdentity(Mat mat, Vec in, Vec out) 317 { 318 PetscFunctionBegin; 319 PetscCall(VecCopy(in, out)); 320 PetscFunctionReturn(PETSC_SUCCESS); 321 } 322 323 /* Shell Matrix routine for B matrix. 324 * This gets used when user puts NULL for 325 * TaoADMMSetRegularizerConstraintJacobian(tao, NULL,NULL, ...) 326 * Sets B=-I */ 327 static PetscErrorCode JacobianIdentityB(Mat mat, Vec in, Vec out) 328 { 329 PetscFunctionBegin; 330 PetscCall(VecCopy(in, out)); 331 PetscCall(VecScale(out, -1.)); 332 PetscFunctionReturn(PETSC_SUCCESS); 333 } 334 335 /* Solve f(x) + g(z) s.t. Ax + Bz = c */ 336 static PetscErrorCode TaoSolve_ADMM(Tao tao) 337 { 338 TAO_ADMM *am = (TAO_ADMM *)tao->data; 339 PetscInt N; 340 PetscReal reg_func; 341 PetscBool is_reg_shell; 342 Vec tempL; 343 344 PetscFunctionBegin; 345 if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) { 346 PetscCheck(am->subsolverX->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetMisfitConstraintJacobian() first"); 347 PetscCheck(am->subsolverZ->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetRegularizerConstraintJacobian() first"); 348 if (am->constraint != NULL) PetscCall(VecNorm(am->constraint, NORM_2, &am->const_norm)); 349 } 350 tempL = am->workLeft; 351 PetscCall(VecGetSize(tempL, &N)); 352 353 if (am->Hx && am->ops->misfithess) PetscCall(TaoSetHessian(am->subsolverX, am->Hx, am->Hx, SubHessianUpdate, tao)); 354 355 if (!am->zJI) { 356 /* Currently, B is assumed to be a linear system, i.e., not getting updated*/ 357 PetscCall(MatTransposeMatMult(am->JB, am->JB, MAT_INITIAL_MATRIX, PETSC_DETERMINE, &am->BTB)); 358 } 359 if (!am->xJI) { 360 /* Currently, A is assumed to be a linear system, i.e., not getting updated*/ 361 PetscCall(MatTransposeMatMult(am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality, MAT_INITIAL_MATRIX, PETSC_DETERMINE, &am->ATA)); 362 } 363 364 is_reg_shell = PETSC_FALSE; 365 366 PetscCall(PetscObjectTypeCompare((PetscObject)am->subsolverZ, TAOSHELL, &is_reg_shell)); 367 368 if (!is_reg_shell) { 369 switch (am->regswitch) { 370 case TAO_ADMM_REGULARIZER_USER: 371 break; 372 case TAO_ADMM_REGULARIZER_SOFT_THRESH: 373 /* Soft Threshold. */ 374 break; 375 } 376 if (am->ops->regobjgrad) PetscCall(TaoSetObjectiveAndGradient(am->subsolverZ, NULL, RegObjGradUpdate, tao)); 377 if (am->Hz && am->ops->reghess) PetscCall(TaoSetHessian(am->subsolverZ, am->Hz, am->Hzpre, RegHessianUpdate, tao)); 378 } 379 380 switch (am->update) { 381 case TAO_ADMM_UPDATE_BASIC: 382 if (am->subsolverX->hessian) { 383 /* In basic case, Hessian does not get updated w.r.t. to spectral penalty 384 * Here, when A is set, i.e., am->xJI, add mu*ATA to Hessian*/ 385 if (!am->xJI) { 386 PetscCall(MatAXPY(am->subsolverX->hessian, am->mu, am->ATA, DIFFERENT_NONZERO_PATTERN)); 387 } else { 388 PetscCall(MatShift(am->subsolverX->hessian, am->mu)); 389 } 390 } 391 if (am->subsolverZ->hessian && am->regswitch == TAO_ADMM_REGULARIZER_USER) { 392 if (am->regswitch == TAO_ADMM_REGULARIZER_USER && !am->zJI) { 393 PetscCall(MatAXPY(am->subsolverZ->hessian, am->mu, am->BTB, DIFFERENT_NONZERO_PATTERN)); 394 } else { 395 PetscCall(MatShift(am->subsolverZ->hessian, am->mu)); 396 } 397 } 398 break; 399 case TAO_ADMM_UPDATE_ADAPTIVE: 400 case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED: 401 break; 402 } 403 404 PetscCall(PetscCitationsRegister(citation, &cited)); 405 tao->reason = TAO_CONTINUE_ITERATING; 406 407 while (tao->reason == TAO_CONTINUE_ITERATING) { 408 PetscTryTypeMethod(tao, update, tao->niter, tao->user_update); 409 PetscCall(VecCopy(am->Bz, am->Bzold)); 410 411 /* x update */ 412 PetscCall(TaoSolve(am->subsolverX)); 413 PetscCall(TaoComputeJacobianEquality(am->subsolverX, am->subsolverX->solution, am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality_pre)); 414 PetscCall(MatMult(am->subsolverX->jacobian_equality, am->subsolverX->solution, am->Ax)); 415 416 am->Hxbool = PETSC_TRUE; 417 418 /* z update */ 419 switch (am->regswitch) { 420 case TAO_ADMM_REGULARIZER_USER: 421 PetscCall(TaoSolve(am->subsolverZ)); 422 break; 423 case TAO_ADMM_REGULARIZER_SOFT_THRESH: 424 /* L1 assumes A,B jacobians are identity nxn matrix */ 425 PetscCall(VecWAXPY(am->workJacobianRight, 1 / am->mu, am->y, am->Ax)); 426 PetscCall(TaoSoftThreshold(am->workJacobianRight, -am->lambda / am->mu, am->lambda / am->mu, am->subsolverZ->solution)); 427 break; 428 } 429 am->Hzbool = PETSC_TRUE; 430 /* Returns Ax + Bz - c with updated Ax,Bz vectors */ 431 PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 432 /* Dual variable, y += y + mu*(Ax+Bz-c) */ 433 PetscCall(VecWAXPY(am->y, am->mu, am->residual, am->yold)); 434 435 /* stopping tolerance update */ 436 PetscCall(TaoADMMToleranceUpdate(tao)); 437 438 /* Updating Spectral Penalty */ 439 switch (am->update) { 440 case TAO_ADMM_UPDATE_BASIC: 441 am->muold = am->mu; 442 break; 443 case TAO_ADMM_UPDATE_ADAPTIVE: 444 case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED: 445 if (tao->niter == 0) { 446 PetscCall(VecCopy(am->y, am->y0)); 447 PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold)); 448 if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint)); 449 PetscCall(VecWAXPY(am->yhatold, -am->mu, am->residual, am->yold)); 450 PetscCall(VecCopy(am->Ax, am->Axold)); 451 PetscCall(VecCopy(am->Bz, am->Bz0)); 452 am->muold = am->mu; 453 } else if (tao->niter % am->T == 1) { 454 /* we have compute Bzold in a previous iteration, and we computed Ax above */ 455 PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold)); 456 if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint)); 457 PetscCall(VecWAXPY(am->yhat, -am->mu, am->residual, am->yold)); 458 PetscCall(AdaptiveADMMPenaltyUpdate(tao)); 459 PetscCall(VecCopy(am->Ax, am->Axold)); 460 PetscCall(VecCopy(am->Bz, am->Bz0)); 461 PetscCall(VecCopy(am->yhat, am->yhatold)); 462 PetscCall(VecCopy(am->y, am->y0)); 463 } else { 464 am->muold = am->mu; 465 } 466 break; 467 default: 468 break; 469 } 470 tao->niter++; 471 472 /* Calculate original function values. misfit part was done in TaoADMMToleranceUpdate*/ 473 switch (am->regswitch) { 474 case TAO_ADMM_REGULARIZER_USER: 475 if (is_reg_shell) { 476 PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, ®_func)); 477 } else { 478 PetscCall((*am->ops->regobjgrad)(am->subsolverZ, am->subsolverX->solution, ®_func, tempL, am->regobjgradP)); 479 } 480 break; 481 case TAO_ADMM_REGULARIZER_SOFT_THRESH: 482 PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, ®_func)); 483 break; 484 } 485 PetscCall(VecCopy(am->y, am->yold)); 486 PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual)); 487 PetscCall(VecNorm(am->residual, NORM_2, &am->resnorm)); 488 PetscCall(TaoLogConvergenceHistory(tao, am->last_misfit_val + reg_func, am->dualres, am->resnorm, tao->ksp_its)); 489 490 PetscCall(TaoMonitor(tao, tao->niter, am->last_misfit_val + reg_func, am->dualres, am->resnorm, 1.0)); 491 PetscUseTypeMethod(tao, convergencetest, tao->cnvP); 492 } 493 /* Update vectors */ 494 PetscCall(VecCopy(am->subsolverX->solution, tao->solution)); 495 PetscCall(VecCopy(am->subsolverX->gradient, tao->gradient)); 496 PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", NULL)); 497 PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", NULL)); 498 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL)); 499 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL)); 500 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL)); 501 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL)); 502 PetscFunctionReturn(PETSC_SUCCESS); 503 } 504 505 static PetscErrorCode TaoSetFromOptions_ADMM(Tao tao, PetscOptionItems PetscOptionsObject) 506 { 507 TAO_ADMM *am = (TAO_ADMM *)tao->data; 508 509 PetscFunctionBegin; 510 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. "); 511 PetscCall(PetscOptionsReal("-tao_admm_regularizer_coefficient", "regularizer constant", "", am->lambda, &am->lambda, NULL)); 512 PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty", "Constant for Augmented Lagrangian term.", "", am->mu, &am->mu, NULL)); 513 PetscCall(PetscOptionsReal("-tao_admm_relaxation_parameter", "x relaxation parameter for Z update.", "", am->gamma, &am->gamma, NULL)); 514 PetscCall(PetscOptionsReal("-tao_admm_tolerance_update_factor", "ADMM dynamic tolerance update factor.", "", am->tol, &am->tol, NULL)); 515 PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty_update_factor", "ADMM spectral penalty update curvature safeguard value.", "", am->orthval, &am->orthval, NULL)); 516 PetscCall(PetscOptionsReal("-tao_admm_minimum_spectral_penalty", "Set ADMM minimum spectral penalty.", "", am->mumin, &am->mumin, NULL)); 517 PetscCall(PetscOptionsEnum("-tao_admm_dual_update", "Lagrangian dual update policy", "TaoADMMUpdateType", TaoADMMUpdateTypes, (PetscEnum)am->update, (PetscEnum *)&am->update, NULL)); 518 PetscCall(PetscOptionsEnum("-tao_admm_regularizer_type", "ADMM regularizer update rule", "TaoADMMRegularizerType", TaoADMMRegularizerTypes, (PetscEnum)am->regswitch, (PetscEnum *)&am->regswitch, NULL)); 519 PetscOptionsHeadEnd(); 520 PetscCall(TaoSetFromOptions(am->subsolverX)); 521 if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) PetscCall(TaoSetFromOptions(am->subsolverZ)); 522 PetscFunctionReturn(PETSC_SUCCESS); 523 } 524 525 static PetscErrorCode TaoView_ADMM(Tao tao, PetscViewer viewer) 526 { 527 TAO_ADMM *am = (TAO_ADMM *)tao->data; 528 529 PetscFunctionBegin; 530 PetscCall(PetscViewerASCIIPushTab(viewer)); 531 PetscCall(TaoView(am->subsolverX, viewer)); 532 PetscCall(TaoView(am->subsolverZ, viewer)); 533 PetscCall(PetscViewerASCIIPopTab(viewer)); 534 PetscFunctionReturn(PETSC_SUCCESS); 535 } 536 537 static PetscErrorCode TaoSetUp_ADMM(Tao tao) 538 { 539 TAO_ADMM *am = (TAO_ADMM *)tao->data; 540 PetscInt n, N, M; 541 542 PetscFunctionBegin; 543 PetscCall(VecGetLocalSize(tao->solution, &n)); 544 PetscCall(VecGetSize(tao->solution, &N)); 545 /* If Jacobian is given as NULL, it means Jacobian is identity matrix with size of solution vector */ 546 if (!am->JB) { 547 am->zJI = PETSC_TRUE; 548 PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JB)); 549 PetscCall(MatShellSetOperation(am->JB, MATOP_MULT, (PetscErrorCodeFn *)JacobianIdentityB)); 550 PetscCall(MatShellSetOperation(am->JB, MATOP_MULT_TRANSPOSE, (PetscErrorCodeFn *)JacobianIdentityB)); 551 am->JBpre = am->JB; 552 } 553 if (!am->JA) { 554 am->xJI = PETSC_TRUE; 555 PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JA)); 556 PetscCall(MatShellSetOperation(am->JA, MATOP_MULT, (PetscErrorCodeFn *)JacobianIdentity)); 557 PetscCall(MatShellSetOperation(am->JA, MATOP_MULT_TRANSPOSE, (PetscErrorCodeFn *)JacobianIdentity)); 558 am->JApre = am->JA; 559 } 560 PetscCall(MatCreateVecs(am->JA, NULL, &am->Ax)); 561 if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient)); 562 PetscCall(TaoSetSolution(am->subsolverX, tao->solution)); 563 if (!am->z) { 564 PetscCall(VecDuplicate(tao->solution, &am->z)); 565 PetscCall(VecSet(am->z, 0.0)); 566 } 567 PetscCall(TaoSetSolution(am->subsolverZ, am->z)); 568 if (!am->workLeft) PetscCall(VecDuplicate(tao->solution, &am->workLeft)); 569 if (!am->Axold) PetscCall(VecDuplicate(am->Ax, &am->Axold)); 570 if (!am->workJacobianRight) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight)); 571 if (!am->workJacobianRight2) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight2)); 572 if (!am->Bz) PetscCall(VecDuplicate(am->Ax, &am->Bz)); 573 if (!am->Bzold) PetscCall(VecDuplicate(am->Ax, &am->Bzold)); 574 if (!am->Bz0) PetscCall(VecDuplicate(am->Ax, &am->Bz0)); 575 if (!am->y) { 576 PetscCall(VecDuplicate(am->Ax, &am->y)); 577 PetscCall(VecSet(am->y, 0.0)); 578 } 579 if (!am->yold) { 580 PetscCall(VecDuplicate(am->Ax, &am->yold)); 581 PetscCall(VecSet(am->yold, 0.0)); 582 } 583 if (!am->y0) { 584 PetscCall(VecDuplicate(am->Ax, &am->y0)); 585 PetscCall(VecSet(am->y0, 0.0)); 586 } 587 if (!am->yhat) { 588 PetscCall(VecDuplicate(am->Ax, &am->yhat)); 589 PetscCall(VecSet(am->yhat, 0.0)); 590 } 591 if (!am->yhatold) { 592 PetscCall(VecDuplicate(am->Ax, &am->yhatold)); 593 PetscCall(VecSet(am->yhatold, 0.0)); 594 } 595 if (!am->residual) { 596 PetscCall(VecDuplicate(am->Ax, &am->residual)); 597 PetscCall(VecSet(am->residual, 0.0)); 598 } 599 if (!am->constraint) { 600 am->constraint = NULL; 601 } else { 602 PetscCall(VecGetSize(am->constraint, &M)); 603 PetscCheck(M == N, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Solution vector and constraint vector must be of same size!"); 604 } 605 606 /* Save changed tao tolerance for adaptive tolerance */ 607 if (tao->gatol != tao->default_gatol) am->gatol_admm = tao->gatol; 608 if (tao->catol != tao->default_catol) am->catol_admm = tao->catol; 609 610 /*Update spectral and dual elements to X subsolver */ 611 PetscCall(TaoSetObjectiveAndGradient(am->subsolverX, NULL, SubObjGradUpdate, tao)); 612 PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverX, am->JA, am->JApre, am->ops->misfitjac, am->misfitjacobianP)); 613 PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverZ, am->JB, am->JBpre, am->ops->regjac, am->regjacobianP)); 614 PetscFunctionReturn(PETSC_SUCCESS); 615 } 616 617 static PetscErrorCode TaoDestroy_ADMM(Tao tao) 618 { 619 TAO_ADMM *am = (TAO_ADMM *)tao->data; 620 621 PetscFunctionBegin; 622 PetscCall(VecDestroy(&am->z)); 623 PetscCall(VecDestroy(&am->Ax)); 624 PetscCall(VecDestroy(&am->Axold)); 625 PetscCall(VecDestroy(&am->Bz)); 626 PetscCall(VecDestroy(&am->Bzold)); 627 PetscCall(VecDestroy(&am->Bz0)); 628 PetscCall(VecDestroy(&am->residual)); 629 PetscCall(VecDestroy(&am->y)); 630 PetscCall(VecDestroy(&am->yold)); 631 PetscCall(VecDestroy(&am->y0)); 632 PetscCall(VecDestroy(&am->yhat)); 633 PetscCall(VecDestroy(&am->yhatold)); 634 PetscCall(VecDestroy(&am->workLeft)); 635 PetscCall(VecDestroy(&am->workJacobianRight)); 636 PetscCall(VecDestroy(&am->workJacobianRight2)); 637 638 PetscCall(MatDestroy(&am->JA)); 639 PetscCall(MatDestroy(&am->JB)); 640 if (!am->xJI) PetscCall(MatDestroy(&am->JApre)); 641 if (!am->zJI) PetscCall(MatDestroy(&am->JBpre)); 642 if (am->Hx) { 643 PetscCall(MatDestroy(&am->Hx)); 644 PetscCall(MatDestroy(&am->Hxpre)); 645 } 646 if (am->Hz) { 647 PetscCall(MatDestroy(&am->Hz)); 648 PetscCall(MatDestroy(&am->Hzpre)); 649 } 650 PetscCall(MatDestroy(&am->ATA)); 651 PetscCall(MatDestroy(&am->BTB)); 652 PetscCall(TaoDestroy(&am->subsolverX)); 653 PetscCall(TaoDestroy(&am->subsolverZ)); 654 am->parent = NULL; 655 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL)); 656 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL)); 657 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL)); 658 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL)); 659 PetscCall(PetscFree(tao->data)); 660 PetscFunctionReturn(PETSC_SUCCESS); 661 } 662 663 /*MC 664 TAOADMM - Alternating direction method of multipliers method for solving linear problems with 665 constraints. in a $ \min_x f(x) + g(z)$ s.t. $Ax+Bz=c$. 666 This algorithm employs two sub Tao solvers, of which type can be specified 667 by the user. User need to provide ObjectiveAndGradient routine, and/or HessianRoutine for both subsolvers. 668 Hessians can be given boolean flag determining whether they change with respect to a input vector. This can be set via 669 `TaoADMMSet{Misfit,Regularizer}HessianChangeStatus()`. 670 Second subsolver does support `TAOSHELL`. It should be noted that L1-norm is used for objective value for `TAOSHELL` type. 671 There is option to set regularizer option, and currently soft-threshold is implemented. For spectral penalty update, 672 currently there are basic option and adaptive option. 673 Constraint is set at Ax+Bz=c, and A and B can be set with `TaoADMMSet{Misfit,Regularizer}ConstraintJacobian()`. 674 c can be set with `TaoADMMSetConstraintVectorRHS()`. 675 The user can also provide regularizer weight for second subsolver. {cite}`xu2017adaptive` 676 677 Options Database Keys: 678 + -tao_admm_regularizer_coefficient - regularizer constant (default 1.e-6) 679 . -tao_admm_spectral_penalty - Constant for Augmented Lagrangian term (default 1.) 680 . -tao_admm_relaxation_parameter - relaxation parameter for Z update (default 1.) 681 . -tao_admm_tolerance_update_factor - ADMM dynamic tolerance update factor (default 1.e-12) 682 . -tao_admm_spectral_penalty_update_factor - ADMM spectral penalty update curvature safeguard value (default 0.2) 683 . -tao_admm_minimum_spectral_penalty - Set ADMM minimum spectral penalty (default 0) 684 . -tao_admm_dual_update - Lagrangian dual update policy ("basic","adaptive","adaptive-relaxed") (default "basic") 685 - -tao_admm_regularizer_type - ADMM regularizer update rule ("user","soft-threshold") (default "soft-threshold") 686 687 Level: beginner 688 689 .seealso: `TaoADMMSetMisfitHessianChangeStatus()`, `TaoADMMSetRegHessianChangeStatus()`, `TaoADMMGetSpectralPenalty()`, 690 `TaoADMMGetMisfitSubsolver()`, `TaoADMMGetRegularizationSubsolver()`, `TaoADMMSetConstraintVectorRHS()`, 691 `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetRegularizerCoefficient()`, `TaoADMMGetRegularizerCoefficient()`, 692 `TaoADMMSetRegularizerConstraintJacobian()`, `TaoADMMSetMisfitConstraintJacobian()`, 693 `TaoADMMSetMisfitObjectiveAndGradientRoutine()`, `TaoADMMSetMisfitHessianRoutine()`, 694 `TaoADMMSetRegularizerObjectiveAndGradientRoutine()`, `TaoADMMSetRegularizerHessianRoutine()`, 695 `TaoGetADMMParentTao()`, `TaoADMMGetDualVector()`, `TaoADMMSetRegularizerType()`, 696 `TaoADMMGetRegularizerType()`, `TaoADMMSetUpdateType()`, `TaoADMMGetUpdateType()` 697 M*/ 698 699 PETSC_EXTERN PetscErrorCode TaoCreate_ADMM(Tao tao) 700 { 701 TAO_ADMM *am; 702 703 PetscFunctionBegin; 704 PetscCall(PetscNew(&am)); 705 706 tao->ops->destroy = TaoDestroy_ADMM; 707 tao->ops->setup = TaoSetUp_ADMM; 708 tao->ops->setfromoptions = TaoSetFromOptions_ADMM; 709 tao->ops->view = TaoView_ADMM; 710 tao->ops->solve = TaoSolve_ADMM; 711 712 PetscCall(TaoParametersInitialize(tao)); 713 714 tao->data = (void *)am; 715 am->l1epsilon = 1e-6; 716 am->lambda = 1e-4; 717 am->mu = 1.; 718 am->muold = 0.; 719 am->mueps = PETSC_MACHINE_EPSILON; 720 am->mumin = 0.; 721 am->orthval = 0.2; 722 am->T = 2; 723 am->parent = tao; 724 am->update = TAO_ADMM_UPDATE_BASIC; 725 am->regswitch = TAO_ADMM_REGULARIZER_SOFT_THRESH; 726 am->tol = PETSC_SMALL; 727 am->const_norm = 0; 728 am->resnorm = 0; 729 am->dualres = 0; 730 am->ops->regobjgrad = NULL; 731 am->ops->reghess = NULL; 732 am->gamma = 1; 733 am->regobjgradP = NULL; 734 am->reghessP = NULL; 735 am->gatol_admm = 1e-8; 736 am->catol_admm = 0; 737 am->Hxchange = PETSC_TRUE; 738 am->Hzchange = PETSC_TRUE; 739 am->Hzbool = PETSC_TRUE; 740 am->Hxbool = PETSC_TRUE; 741 742 PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverX)); 743 PetscCall(TaoSetOptionsPrefix(am->subsolverX, "misfit_")); 744 PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverX, (PetscObject)tao, 1)); 745 PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverZ)); 746 PetscCall(TaoSetOptionsPrefix(am->subsolverZ, "reg_")); 747 PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverZ, (PetscObject)tao, 1)); 748 749 PetscCall(TaoSetType(am->subsolverX, TAONLS)); 750 PetscCall(TaoSetType(am->subsolverZ, TAONLS)); 751 PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", (PetscObject)tao)); 752 PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", (PetscObject)tao)); 753 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", TaoADMMSetRegularizerType_ADMM)); 754 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", TaoADMMGetRegularizerType_ADMM)); 755 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", TaoADMMSetUpdateType_ADMM)); 756 PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", TaoADMMGetUpdateType_ADMM)); 757 PetscFunctionReturn(PETSC_SUCCESS); 758 } 759 760 /*@ 761 TaoADMMSetMisfitHessianChangeStatus - Set boolean that determines whether Hessian matrix of misfit subsolver changes with respect to input vector. 762 763 Collective 764 765 Input Parameters: 766 + tao - the Tao solver context. 767 - b - the Hessian matrix change status boolean, `PETSC_FALSE` when the Hessian matrix does not change, `PETSC_TRUE` otherwise. 768 769 Level: advanced 770 771 .seealso: `TAOADMM` 772 @*/ 773 PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao tao, PetscBool b) 774 { 775 TAO_ADMM *am = (TAO_ADMM *)tao->data; 776 777 PetscFunctionBegin; 778 am->Hxchange = b; 779 PetscFunctionReturn(PETSC_SUCCESS); 780 } 781 782 /*@ 783 TaoADMMSetRegHessianChangeStatus - Set boolean that determines whether Hessian matrix of regularization subsolver changes with respect to input vector. 784 785 Collective 786 787 Input Parameters: 788 + tao - the `Tao` solver context 789 - b - the Hessian matrix change status boolean, `PETSC_FALSE` when the Hessian matrix does not change, `PETSC_TRUE` otherwise. 790 791 Level: advanced 792 793 .seealso: `TAOADMM` 794 @*/ 795 PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao tao, PetscBool b) 796 { 797 TAO_ADMM *am = (TAO_ADMM *)tao->data; 798 799 PetscFunctionBegin; 800 am->Hzchange = b; 801 PetscFunctionReturn(PETSC_SUCCESS); 802 } 803 804 /*@ 805 TaoADMMSetSpectralPenalty - Set the spectral penalty (mu) value 806 807 Collective 808 809 Input Parameters: 810 + tao - the `Tao` solver context 811 - mu - spectral penalty 812 813 Level: advanced 814 815 .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TAOADMM` 816 @*/ 817 PetscErrorCode TaoADMMSetSpectralPenalty(Tao tao, PetscReal mu) 818 { 819 TAO_ADMM *am = (TAO_ADMM *)tao->data; 820 821 PetscFunctionBegin; 822 am->mu = mu; 823 PetscFunctionReturn(PETSC_SUCCESS); 824 } 825 826 /*@ 827 TaoADMMGetSpectralPenalty - Get the spectral penalty (mu) value 828 829 Collective 830 831 Input Parameter: 832 . tao - the `Tao` solver context 833 834 Output Parameter: 835 . mu - spectral penalty 836 837 Level: advanced 838 839 .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetSpectralPenalty()`, `TAOADMM` 840 @*/ 841 PetscErrorCode TaoADMMGetSpectralPenalty(Tao tao, PetscReal *mu) 842 { 843 TAO_ADMM *am = (TAO_ADMM *)tao->data; 844 845 PetscFunctionBegin; 846 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 847 PetscAssertPointer(mu, 2); 848 *mu = am->mu; 849 PetscFunctionReturn(PETSC_SUCCESS); 850 } 851 852 /*@ 853 TaoADMMGetMisfitSubsolver - Get the pointer to the misfit subsolver inside `TAOADMM` 854 855 Collective 856 857 Input Parameter: 858 . tao - the `Tao` solver context 859 860 Output Parameter: 861 . misfit - the `Tao` subsolver context 862 863 Level: advanced 864 865 .seealso: `TAOADMM`, `Tao` 866 @*/ 867 PetscErrorCode TaoADMMGetMisfitSubsolver(Tao tao, Tao *misfit) 868 { 869 TAO_ADMM *am = (TAO_ADMM *)tao->data; 870 871 PetscFunctionBegin; 872 *misfit = am->subsolverX; 873 PetscFunctionReturn(PETSC_SUCCESS); 874 } 875 876 /*@ 877 TaoADMMGetRegularizationSubsolver - Get the pointer to the regularization subsolver inside `TAOADMM` 878 879 Collective 880 881 Input Parameter: 882 . tao - the `Tao` solver context 883 884 Output Parameter: 885 . reg - the `Tao` subsolver context 886 887 Level: advanced 888 889 .seealso: `TAOADMM`, `Tao` 890 @*/ 891 PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao tao, Tao *reg) 892 { 893 TAO_ADMM *am = (TAO_ADMM *)tao->data; 894 895 PetscFunctionBegin; 896 *reg = am->subsolverZ; 897 PetscFunctionReturn(PETSC_SUCCESS); 898 } 899 900 /*@ 901 TaoADMMSetConstraintVectorRHS - Set the RHS constraint vector for `TAOADMM` 902 903 Collective 904 905 Input Parameters: 906 + tao - the `Tao` solver context 907 - c - RHS vector 908 909 Level: advanced 910 911 .seealso: `TAOADMM` 912 @*/ 913 PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao tao, Vec c) 914 { 915 TAO_ADMM *am = (TAO_ADMM *)tao->data; 916 917 PetscFunctionBegin; 918 am->constraint = c; 919 PetscFunctionReturn(PETSC_SUCCESS); 920 } 921 922 /*@ 923 TaoADMMSetMinimumSpectralPenalty - Set the minimum value for the spectral penalty 924 925 Collective 926 927 Input Parameters: 928 + tao - the `Tao` solver context 929 - mu - minimum spectral penalty value 930 931 Level: advanced 932 933 .seealso: `TaoADMMGetSpectralPenalty()`, `TAOADMM` 934 @*/ 935 PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao tao, PetscReal mu) 936 { 937 TAO_ADMM *am = (TAO_ADMM *)tao->data; 938 939 PetscFunctionBegin; 940 am->mumin = mu; 941 PetscFunctionReturn(PETSC_SUCCESS); 942 } 943 944 /*@ 945 TaoADMMSetRegularizerCoefficient - Set the regularization coefficient lambda for L1 norm regularization case 946 947 Collective 948 949 Input Parameters: 950 + tao - the `Tao` solver context 951 - lambda - L1-norm regularizer coefficient 952 953 Level: advanced 954 955 .seealso: `TaoADMMSetMisfitConstraintJacobian()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM` 956 @*/ 957 PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao tao, PetscReal lambda) 958 { 959 TAO_ADMM *am = (TAO_ADMM *)tao->data; 960 961 PetscFunctionBegin; 962 am->lambda = lambda; 963 PetscFunctionReturn(PETSC_SUCCESS); 964 } 965 966 /*@ 967 TaoADMMGetRegularizerCoefficient - Get the regularization coefficient lambda for L1 norm regularization case 968 969 Collective 970 971 Input Parameter: 972 . tao - the `Tao` solver context 973 974 Output Parameter: 975 . lambda - L1-norm regularizer coefficient 976 977 Level: advanced 978 979 .seealso: `TaoADMMSetMisfitConstraintJacobian()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM` 980 @*/ 981 PetscErrorCode TaoADMMGetRegularizerCoefficient(Tao tao, PetscReal *lambda) 982 { 983 TAO_ADMM *am = (TAO_ADMM *)tao->data; 984 985 PetscFunctionBegin; 986 *lambda = am->lambda; 987 PetscFunctionReturn(PETSC_SUCCESS); 988 } 989 990 /*@C 991 TaoADMMSetMisfitConstraintJacobian - Set the constraint matrix B for the `TAOADMM` algorithm. Matrix B constrains the z variable. 992 993 Collective 994 995 Input Parameters: 996 + tao - the Tao solver context 997 . J - user-created regularizer constraint Jacobian matrix 998 . Jpre - user-created regularizer Jacobian constraint matrix for constructing the preconditioner, often this is `J` 999 . func - function pointer for the regularizer constraint Jacobian update function 1000 - ctx - user context for the regularizer Hessian 1001 1002 Level: advanced 1003 1004 .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM` 1005 @*/ 1006 PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 1007 { 1008 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1009 1010 PetscFunctionBegin; 1011 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1012 if (J) { 1013 PetscValidHeaderSpecific(J, MAT_CLASSID, 2); 1014 PetscCheckSameComm(tao, 1, J, 2); 1015 } 1016 if (Jpre) { 1017 PetscValidHeaderSpecific(Jpre, MAT_CLASSID, 3); 1018 PetscCheckSameComm(tao, 1, Jpre, 3); 1019 } 1020 if (ctx) am->misfitjacobianP = ctx; 1021 if (func) am->ops->misfitjac = func; 1022 1023 if (J) { 1024 PetscCall(PetscObjectReference((PetscObject)J)); 1025 PetscCall(MatDestroy(&am->JA)); 1026 am->JA = J; 1027 } 1028 if (Jpre) { 1029 PetscCall(PetscObjectReference((PetscObject)Jpre)); 1030 PetscCall(MatDestroy(&am->JApre)); 1031 am->JApre = Jpre; 1032 } 1033 PetscFunctionReturn(PETSC_SUCCESS); 1034 } 1035 1036 /*@C 1037 TaoADMMSetRegularizerConstraintJacobian - Set the constraint matrix B for `TAOADMM` algorithm. Matrix B constraints z variable. 1038 1039 Collective 1040 1041 Input Parameters: 1042 + tao - the `Tao` solver context 1043 . J - user-created regularizer constraint Jacobian matrix 1044 . Jpre - user-created regularizer Jacobian constraint matrix for constructing the preconditioner, often this is `J` 1045 . func - function pointer for the regularizer constraint Jacobian update function 1046 - ctx - user context for the regularizer Hessian 1047 1048 Level: advanced 1049 1050 .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetMisfitConstraintJacobian()`, `TAOADMM` 1051 @*/ 1052 PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 1053 { 1054 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1055 1056 PetscFunctionBegin; 1057 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1058 if (J) { 1059 PetscValidHeaderSpecific(J, MAT_CLASSID, 2); 1060 PetscCheckSameComm(tao, 1, J, 2); 1061 } 1062 if (Jpre) { 1063 PetscValidHeaderSpecific(Jpre, MAT_CLASSID, 3); 1064 PetscCheckSameComm(tao, 1, Jpre, 3); 1065 } 1066 if (ctx) am->regjacobianP = ctx; 1067 if (func) am->ops->regjac = func; 1068 1069 if (J) { 1070 PetscCall(PetscObjectReference((PetscObject)J)); 1071 PetscCall(MatDestroy(&am->JB)); 1072 am->JB = J; 1073 } 1074 if (Jpre) { 1075 PetscCall(PetscObjectReference((PetscObject)Jpre)); 1076 PetscCall(MatDestroy(&am->JBpre)); 1077 am->JBpre = Jpre; 1078 } 1079 PetscFunctionReturn(PETSC_SUCCESS); 1080 } 1081 1082 /*@C 1083 TaoADMMSetMisfitObjectiveAndGradientRoutine - Sets the user-defined misfit call-back function 1084 1085 Collective 1086 1087 Input Parameters: 1088 + tao - the `Tao` context 1089 . func - function pointer for the misfit value and gradient evaluation 1090 - ctx - user context for the misfit 1091 1092 Level: advanced 1093 1094 .seealso: `TAOADMM` 1095 @*/ 1096 PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), void *ctx) 1097 { 1098 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1099 1100 PetscFunctionBegin; 1101 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1102 am->misfitobjgradP = ctx; 1103 am->ops->misfitobjgrad = func; 1104 PetscFunctionReturn(PETSC_SUCCESS); 1105 } 1106 1107 /*@C 1108 TaoADMMSetMisfitHessianRoutine - Sets the user-defined misfit Hessian call-back 1109 function into the algorithm, to be used for subsolverX. 1110 1111 Collective 1112 1113 Input Parameters: 1114 + tao - the `Tao` context 1115 . H - user-created matrix for the Hessian of the misfit term 1116 . Hpre - user-created matrix for the preconditioner of Hessian of the misfit term 1117 . func - function pointer for the misfit Hessian evaluation 1118 - ctx - user context for the misfit Hessian 1119 1120 Level: advanced 1121 1122 .seealso: `TAOADMM` 1123 @*/ 1124 PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 1125 { 1126 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1127 1128 PetscFunctionBegin; 1129 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1130 if (H) { 1131 PetscValidHeaderSpecific(H, MAT_CLASSID, 2); 1132 PetscCheckSameComm(tao, 1, H, 2); 1133 } 1134 if (Hpre) { 1135 PetscValidHeaderSpecific(Hpre, MAT_CLASSID, 3); 1136 PetscCheckSameComm(tao, 1, Hpre, 3); 1137 } 1138 if (ctx) am->misfithessP = ctx; 1139 if (func) am->ops->misfithess = func; 1140 if (H) { 1141 PetscCall(PetscObjectReference((PetscObject)H)); 1142 PetscCall(MatDestroy(&am->Hx)); 1143 am->Hx = H; 1144 } 1145 if (Hpre) { 1146 PetscCall(PetscObjectReference((PetscObject)Hpre)); 1147 PetscCall(MatDestroy(&am->Hxpre)); 1148 am->Hxpre = Hpre; 1149 } 1150 PetscFunctionReturn(PETSC_SUCCESS); 1151 } 1152 1153 /*@C 1154 TaoADMMSetRegularizerObjectiveAndGradientRoutine - Sets the user-defined regularizer call-back function 1155 1156 Collective 1157 1158 Input Parameters: 1159 + tao - the Tao context 1160 . func - function pointer for the regularizer value and gradient evaluation 1161 - ctx - user context for the regularizer 1162 1163 Level: advanced 1164 1165 .seealso: `TAOADMM` 1166 @*/ 1167 PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), void *ctx) 1168 { 1169 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1170 1171 PetscFunctionBegin; 1172 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1173 am->regobjgradP = ctx; 1174 am->ops->regobjgrad = func; 1175 PetscFunctionReturn(PETSC_SUCCESS); 1176 } 1177 1178 /*@C 1179 TaoADMMSetRegularizerHessianRoutine - Sets the user-defined regularizer Hessian call-back 1180 function, to be used for subsolverZ. 1181 1182 Collective 1183 1184 Input Parameters: 1185 + tao - the `Tao` context 1186 . H - user-created matrix for the Hessian of the regularization term 1187 . Hpre - user-created matrix for the preconditioner of Hessian of the regularization term 1188 . func - function pointer for the regularizer Hessian evaluation 1189 - ctx - user context for the regularizer Hessian 1190 1191 Level: advanced 1192 1193 .seealso: `TAOADMM` 1194 @*/ 1195 PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx) 1196 { 1197 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1198 1199 PetscFunctionBegin; 1200 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1201 if (H) { 1202 PetscValidHeaderSpecific(H, MAT_CLASSID, 2); 1203 PetscCheckSameComm(tao, 1, H, 2); 1204 } 1205 if (Hpre) { 1206 PetscValidHeaderSpecific(Hpre, MAT_CLASSID, 3); 1207 PetscCheckSameComm(tao, 1, Hpre, 3); 1208 } 1209 if (ctx) am->reghessP = ctx; 1210 if (func) am->ops->reghess = func; 1211 if (H) { 1212 PetscCall(PetscObjectReference((PetscObject)H)); 1213 PetscCall(MatDestroy(&am->Hz)); 1214 am->Hz = H; 1215 } 1216 if (Hpre) { 1217 PetscCall(PetscObjectReference((PetscObject)Hpre)); 1218 PetscCall(MatDestroy(&am->Hzpre)); 1219 am->Hzpre = Hpre; 1220 } 1221 PetscFunctionReturn(PETSC_SUCCESS); 1222 } 1223 1224 /*@ 1225 TaoGetADMMParentTao - Gets pointer to parent `TAOADMM`, used by inner subsolver. 1226 1227 Collective 1228 1229 Input Parameter: 1230 . tao - the `Tao` context 1231 1232 Output Parameter: 1233 . admm_tao - the parent `Tao` context 1234 1235 Level: advanced 1236 1237 .seealso: `TAOADMM` 1238 @*/ 1239 PetscErrorCode TaoGetADMMParentTao(Tao tao, Tao *admm_tao) 1240 { 1241 PetscFunctionBegin; 1242 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1243 PetscCall(PetscObjectQuery((PetscObject)tao, "TaoGetADMMParentTao_ADMM", (PetscObject *)admm_tao)); 1244 PetscFunctionReturn(PETSC_SUCCESS); 1245 } 1246 1247 /*@ 1248 TaoADMMGetDualVector - Returns the dual vector associated with the current `TAOADMM` state 1249 1250 Not Collective 1251 1252 Input Parameter: 1253 . tao - the `Tao` context 1254 1255 Output Parameter: 1256 . Y - the current solution 1257 1258 Level: intermediate 1259 1260 .seealso: `TAOADMM` 1261 @*/ 1262 PetscErrorCode TaoADMMGetDualVector(Tao tao, Vec *Y) 1263 { 1264 TAO_ADMM *am = (TAO_ADMM *)tao->data; 1265 1266 PetscFunctionBegin; 1267 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1268 *Y = am->y; 1269 PetscFunctionReturn(PETSC_SUCCESS); 1270 } 1271 1272 /*@ 1273 TaoADMMSetRegularizerType - Set regularizer type for `TAOADMM` routine 1274 1275 Not Collective 1276 1277 Input Parameters: 1278 + tao - the `Tao` context 1279 - type - regularizer type 1280 1281 Options Database Key: 1282 . -tao_admm_regularizer_type <admm_regularizer_user,admm_regularizer_soft_thresh> - select the regularizer 1283 1284 Level: intermediate 1285 1286 .seealso: `TaoADMMGetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM` 1287 @*/ 1288 PetscErrorCode TaoADMMSetRegularizerType(Tao tao, TaoADMMRegularizerType type) 1289 { 1290 PetscFunctionBegin; 1291 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1292 PetscValidLogicalCollectiveEnum(tao, type, 2); 1293 PetscTryMethod(tao, "TaoADMMSetRegularizerType_C", (Tao, TaoADMMRegularizerType), (tao, type)); 1294 PetscFunctionReturn(PETSC_SUCCESS); 1295 } 1296 1297 /*@ 1298 TaoADMMGetRegularizerType - Gets the type of regularizer routine for `TAOADMM` 1299 1300 Not Collective 1301 1302 Input Parameter: 1303 . tao - the `Tao` context 1304 1305 Output Parameter: 1306 . type - the type of regularizer 1307 1308 Level: intermediate 1309 1310 .seealso: `TaoADMMSetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM` 1311 @*/ 1312 PetscErrorCode TaoADMMGetRegularizerType(Tao tao, TaoADMMRegularizerType *type) 1313 { 1314 PetscFunctionBegin; 1315 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1316 PetscUseMethod(tao, "TaoADMMGetRegularizerType_C", (Tao, TaoADMMRegularizerType *), (tao, type)); 1317 PetscFunctionReturn(PETSC_SUCCESS); 1318 } 1319 1320 /*@ 1321 TaoADMMSetUpdateType - Set update routine for `TAOADMM` routine 1322 1323 Not Collective 1324 1325 Input Parameters: 1326 + tao - the `Tao` context 1327 - type - spectral parameter update type 1328 1329 Level: intermediate 1330 1331 .seealso: `TaoADMMGetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM` 1332 @*/ 1333 PetscErrorCode TaoADMMSetUpdateType(Tao tao, TaoADMMUpdateType type) 1334 { 1335 PetscFunctionBegin; 1336 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1337 PetscValidLogicalCollectiveEnum(tao, type, 2); 1338 PetscTryMethod(tao, "TaoADMMSetUpdateType_C", (Tao, TaoADMMUpdateType), (tao, type)); 1339 PetscFunctionReturn(PETSC_SUCCESS); 1340 } 1341 1342 /*@ 1343 TaoADMMGetUpdateType - Gets the type of spectral penalty update routine for `TAOADMM` 1344 1345 Not Collective 1346 1347 Input Parameter: 1348 . tao - the `Tao` context 1349 1350 Output Parameter: 1351 . type - the type of spectral penalty update routine 1352 1353 Level: intermediate 1354 1355 .seealso: `TaoADMMSetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM` 1356 @*/ 1357 PetscErrorCode TaoADMMGetUpdateType(Tao tao, TaoADMMUpdateType *type) 1358 { 1359 PetscFunctionBegin; 1360 PetscValidHeaderSpecific(tao, TAO_CLASSID, 1); 1361 PetscUseMethod(tao, "TaoADMMGetUpdateType_C", (Tao, TaoADMMUpdateType *), (tao, type)); 1362 PetscFunctionReturn(PETSC_SUCCESS); 1363 } 1364