xref: /petsc/src/tao/constrained/tutorials/maros.c (revision 3c859ba3a04a72e8efcb87bc7ffc046a6cbab413)

/* Program usage: mpiexec -n 1 maros1 [-help] [all TAO options] */

/* ----------------------------------------------------------------------
TODO Explain maros example
---------------------------------------------------------------------- */

#include <petsctao.h>

static  char help[]="";

/*T
   Concepts: TAO^Solving an unconstrained minimization problem
   Routines: TaoCreate(); TaoSetType();
   Routines: TaoSetSolution();
   Routines: TaoSetObjectiveAndGradient();
   Routines: TaoSetEqualityConstraintsRoutine();
   Routines: TaoSetInequalityConstraintsRoutine();
   Routines: TaoSetEqualityJacobianRoutine();
   Routines: TaoSetInequalityJacobianRoutine();
   Routines: TaoSetHessian(); TaoSetFromOptions();
   Routines: TaoGetKSP(); TaoSolve();
   Routines: TaoGetConvergedReason();TaoDestroy();
   Processors: 1
T*/

/*
   User-defined application context - contains data needed by the
   application-provided call-back routines, FormFunction(),
   FormGradient(), and FormHessian().
*/

/*
   x,d in R^n
   f in R
   bin in R^mi
   beq in R^me
   Aeq in R^(me x n)
   Ain in R^(mi x n)
   H in R^(n x n)
   min f=(1/2)*x'*H*x + d'*x
   s.t.  Aeq*x == beq
         Ain*x >= bin
*/
typedef struct {
  char     name[32];
  PetscInt n; /* Length x */
  PetscInt me; /* number of equality constraints */
  PetscInt mi; /* number of inequality constraints */
  PetscInt m;  /* me+mi */
  Mat      Aeq,Ain,H;
  Vec      beq,bin,d;
} AppCtx;

/* -------- User-defined Routines --------- */

PetscErrorCode InitializeProblem(AppCtx*);
PetscErrorCode DestroyProblem(AppCtx *);
PetscErrorCode FormFunctionGradient(Tao,Vec,PetscReal *,Vec,void *);
PetscErrorCode FormHessian(Tao,Vec,Mat,Mat, void*);
PetscErrorCode FormInequalityConstraints(Tao,Vec,Vec,void*);
PetscErrorCode FormEqualityConstraints(Tao,Vec,Vec,void*);
PetscErrorCode FormInequalityJacobian(Tao,Vec,Mat,Mat, void*);
PetscErrorCode FormEqualityJacobian(Tao,Vec,Mat,Mat, void*);

PetscErrorCode main(int argc,char **argv)
{
  PetscErrorCode     ierr;                /* used to check for functions returning nonzeros */
  PetscMPIInt        size;
  Vec                x;                   /* solution */
  KSP                ksp;
  PC                 pc;
  Vec                ceq,cin;
  PetscBool          flg;                 /* A return value when checking for use options */
  Tao                tao;                 /* Tao solver context */
  TaoConvergedReason reason;
  AppCtx             user;                /* application context */

  /* Initialize TAO,PETSc */
  ierr = PetscInitialize(&argc,&argv,(char *)0,help);if (ierr) return ierr;
  ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRMPI(ierr);
  /* Specify default parameters for the problem, check for command-line overrides */
  ierr = PetscStrncpy(user.name,"HS21",sizeof(user.name));CHKERRQ(ierr);
  ierr = PetscOptionsGetString(NULL,NULL,"-cutername",user.name,sizeof(user.name),&flg);CHKERRQ(ierr);

  ierr = PetscPrintf(PETSC_COMM_WORLD,"\n---- MAROS Problem %s -----\n",user.name);CHKERRQ(ierr);
  ierr = InitializeProblem(&user);CHKERRQ(ierr);
  ierr = VecDuplicate(user.d,&x);CHKERRQ(ierr);
  ierr = VecDuplicate(user.beq,&ceq);CHKERRQ(ierr);
  ierr = VecDuplicate(user.bin,&cin);CHKERRQ(ierr);
  ierr = VecSet(x,1.0);CHKERRQ(ierr);

  ierr = TaoCreate(PETSC_COMM_WORLD,&tao);CHKERRQ(ierr);
  ierr = TaoSetType(tao,TAOIPM);CHKERRQ(ierr);
  ierr = TaoSetSolution(tao,x);CHKERRQ(ierr);
  ierr = TaoSetObjectiveAndGradient(tao,NULL,FormFunctionGradient,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetEqualityConstraintsRoutine(tao,ceq,FormEqualityConstraints,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetInequalityConstraintsRoutine(tao,cin,FormInequalityConstraints,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetInequalityBounds(tao,user.bin,NULL);CHKERRQ(ierr);
  ierr = TaoSetJacobianEqualityRoutine(tao,user.Aeq,user.Aeq,FormEqualityJacobian,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetJacobianInequalityRoutine(tao,user.Ain,user.Ain,FormInequalityJacobian,(void*)&user);CHKERRQ(ierr);
  ierr = TaoSetHessian(tao,user.H,user.H,FormHessian,(void*)&user);CHKERRQ(ierr);
  ierr = TaoGetKSP(tao,&ksp);CHKERRQ(ierr);
  ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr);
  ierr = PCSetType(pc,PCLU);CHKERRQ(ierr);
  /*
      This algorithm produces matrices with zeros along the diagonal therefore we need to use
    SuperLU which does partial pivoting
  */
  ierr = PCFactorSetMatSolverType(pc,MATSOLVERSUPERLU);CHKERRQ(ierr);
  ierr = KSPSetType(ksp,KSPPREONLY);CHKERRQ(ierr);
  ierr = TaoSetTolerances(tao,0,0,0);CHKERRQ(ierr);

  ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);
  ierr = TaoSolve(tao);CHKERRQ(ierr);
  ierr = TaoGetConvergedReason(tao,&reason);CHKERRQ(ierr);
  if (reason < 0) {
    ierr = PetscPrintf(MPI_COMM_WORLD, "TAO failed to converge due to %s.\n",TaoConvergedReasons[reason]);CHKERRQ(ierr);
  } else {
    ierr = PetscPrintf(MPI_COMM_WORLD, "Optimization completed with status %s.\n",TaoConvergedReasons[reason]);CHKERRQ(ierr);
  }

  ierr = DestroyProblem(&user);CHKERRQ(ierr);
  ierr = VecDestroy(&x);CHKERRQ(ierr);
  ierr = VecDestroy(&ceq);CHKERRQ(ierr);
  ierr = VecDestroy(&cin);CHKERRQ(ierr);
  ierr = TaoDestroy(&tao);CHKERRQ(ierr);

  ierr = PetscFinalize();
  return ierr;
}

PetscErrorCode InitializeProblem(AppCtx *user)
{
  PetscErrorCode ierr;
  PetscViewer    loader;
  MPI_Comm       comm;
  PetscInt       nrows,ncols,i;
  PetscScalar    one=1.0;
  char           filebase[128];
  char           filename[128];

  PetscFunctionBegin;
  comm = PETSC_COMM_WORLD;
  ierr = PetscStrncpy(filebase,user->name,sizeof(filebase));CHKERRQ(ierr);
  ierr = PetscStrlcat(filebase,"/",sizeof(filebase));CHKERRQ(ierr);
  ierr = PetscStrncpy(filename,filebase,sizeof(filename));CHKERRQ(ierr);
  ierr = PetscStrlcat(filename,"f",sizeof(filename));CHKERRQ(ierr);
  ierr = PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);CHKERRQ(ierr);

  ierr = VecCreate(comm,&user->d);CHKERRQ(ierr);
  ierr = VecLoad(user->d,loader);CHKERRQ(ierr);
  ierr = PetscViewerDestroy(&loader);CHKERRQ(ierr);
  ierr = VecGetSize(user->d,&nrows);CHKERRQ(ierr);
  ierr = VecSetFromOptions(user->d);CHKERRQ(ierr);
  user->n = nrows;

  ierr = PetscStrncpy(filename,filebase,sizeof(filename));CHKERRQ(ierr);
  ierr = PetscStrlcat(filename,"H",sizeof(filename));CHKERRQ(ierr);
  ierr = PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);CHKERRQ(ierr);

  ierr = MatCreate(comm,&user->H);CHKERRQ(ierr);
  ierr = MatSetSizes(user->H,PETSC_DECIDE,PETSC_DECIDE,nrows,nrows);CHKERRQ(ierr);
  ierr = MatLoad(user->H,loader);CHKERRQ(ierr);
  ierr = PetscViewerDestroy(&loader);CHKERRQ(ierr);
  ierr = MatGetSize(user->H,&nrows,&ncols);CHKERRQ(ierr);
  PetscCheck(nrows == user->n,comm,PETSC_ERR_ARG_SIZ,"H: nrows != n");
  PetscCheck(ncols == user->n,comm,PETSC_ERR_ARG_SIZ,"H: ncols != n");
  ierr = MatSetFromOptions(user->H);CHKERRQ(ierr);

  ierr = PetscStrncpy(filename,filebase,sizeof(filename));CHKERRQ(ierr);
  ierr = PetscStrlcat(filename,"Aeq",sizeof(filename));CHKERRQ(ierr);
  ierr = PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);CHKERRQ(ierr);
  if (ierr) {
    user->Aeq = NULL;
    user->me  = 0;
  } else {
    ierr = MatCreate(comm,&user->Aeq);CHKERRQ(ierr);
    ierr = MatLoad(user->Aeq,loader);CHKERRQ(ierr);
    ierr = PetscViewerDestroy(&loader);CHKERRQ(ierr);
    ierr = MatGetSize(user->Aeq,&nrows,&ncols);CHKERRQ(ierr);
    PetscCheck(ncols == user->n,comm,PETSC_ERR_ARG_SIZ,"Aeq ncols != H nrows");
    ierr = MatSetFromOptions(user->Aeq);CHKERRQ(ierr);
    user->me = nrows;
  }

  ierr = PetscStrncpy(filename,filebase,sizeof(filename));CHKERRQ(ierr);
  ierr = PetscStrlcat(filename,"Beq",sizeof(filename));CHKERRQ(ierr);
  ierr = PetscViewerBinaryOpen(comm,filename,FILE_MODE_READ,&loader);CHKERRQ(ierr);
  if (ierr) {
    user->beq = 0;
  } else {
    ierr = VecCreate(comm,&user->beq);CHKERRQ(ierr);
    ierr = VecLoad(user->beq,loader);CHKERRQ(ierr);
    ierr = PetscViewerDestroy(&loader);CHKERRQ(ierr);
    ierr = VecGetSize(user->beq,&nrows);CHKERRQ(ierr);
    PetscCheck(nrows == user->me,comm,PETSC_ERR_ARG_SIZ,"Aeq nrows != Beq n");
    ierr = VecSetFromOptions(user->beq);CHKERRQ(ierr);
  }

  user->mi = user->n;
  /* Ain = eye(n,n) */
  ierr = MatCreate(comm,&user->Ain);CHKERRQ(ierr);
  ierr = MatSetType(user->Ain,MATAIJ);CHKERRQ(ierr);
  ierr = MatSetSizes(user->Ain,PETSC_DECIDE,PETSC_DECIDE,user->mi,user->mi);CHKERRQ(ierr);

  ierr = MatMPIAIJSetPreallocation(user->Ain,1,NULL,0,NULL);CHKERRQ(ierr);
  ierr = MatSeqAIJSetPreallocation(user->Ain,1,NULL);CHKERRQ(ierr);

  for (i=0;i<user->mi;i++) {
    ierr = MatSetValues(user->Ain,1,&i,1,&i,&one,INSERT_VALUES);CHKERRQ(ierr);
  }
  ierr = MatAssemblyBegin(user->Ain,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
  ierr = MatAssemblyEnd(user->Ain,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
  ierr = MatSetFromOptions(user->Ain);CHKERRQ(ierr);

  /* bin = [0,0 ... 0]' */
  ierr = VecCreate(comm,&user->bin);CHKERRQ(ierr);
  ierr = VecSetType(user->bin,VECMPI);CHKERRQ(ierr);
  ierr = VecSetSizes(user->bin,PETSC_DECIDE,user->mi);CHKERRQ(ierr);
  ierr = VecSet(user->bin,0.0);CHKERRQ(ierr);
  ierr = VecSetFromOptions(user->bin);CHKERRQ(ierr);
  user->m = user->me + user->mi;
  PetscFunctionReturn(0);
}

PetscErrorCode DestroyProblem(AppCtx *user)
{
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = MatDestroy(&user->H);CHKERRQ(ierr);
  ierr = MatDestroy(&user->Aeq);CHKERRQ(ierr);
  ierr = MatDestroy(&user->Ain);CHKERRQ(ierr);
  ierr = VecDestroy(&user->beq);CHKERRQ(ierr);
  ierr = VecDestroy(&user->bin);CHKERRQ(ierr);
  ierr = VecDestroy(&user->d);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
PetscErrorCode FormFunctionGradient(Tao tao, Vec x, PetscReal *f, Vec g, void *ctx)
{
  AppCtx         *user = (AppCtx*)ctx;
  PetscScalar    xtHx;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = MatMult(user->H,x,g);CHKERRQ(ierr);
  ierr = VecDot(x,g,&xtHx);CHKERRQ(ierr);
  ierr = VecDot(x,user->d,f);CHKERRQ(ierr);
  *f += 0.5*xtHx;
  ierr = VecAXPY(g,1.0,user->d);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

PetscErrorCode FormHessian(Tao tao, Vec x, Mat H, Mat Hpre, void *ctx)
{
  PetscFunctionBegin;
  PetscFunctionReturn(0);
}

PetscErrorCode FormInequalityConstraints(Tao tao, Vec x, Vec ci, void *ctx)
{
  AppCtx         *user = (AppCtx*)ctx;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = MatMult(user->Ain,x,ci);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

PetscErrorCode FormEqualityConstraints(Tao tao, Vec x, Vec ce,void *ctx)
{
  AppCtx         *user = (AppCtx*)ctx;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = MatMult(user->Aeq,x,ce);CHKERRQ(ierr);
  ierr = VecAXPY(ce,-1.0,user->beq);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

PetscErrorCode FormInequalityJacobian(Tao tao, Vec x, Mat JI, Mat JIpre,  void *ctx)
{
  PetscFunctionBegin;
  PetscFunctionReturn(0);
}

PetscErrorCode FormEqualityJacobian(Tao tao, Vec x, Mat JE, Mat JEpre, void *ctx)
{
  PetscFunctionBegin;
  PetscFunctionReturn(0);
}

/*TEST

   build:
      requires: !complex

   test:
      requires: superlu
      localrunfiles: HS21

TEST*/