xref: /petsc/src/tao/constrained/tutorials/tomographyADMM.c (revision dfd57a172ac9fa6c7b5fe6de6ab5df85cefc2996)
1c4762a1bSJed Brown #include <petsctao.h>
2c4762a1bSJed Brown /*
3c4762a1bSJed Brown Description:   ADMM tomography reconstruction example .
4c4762a1bSJed Brown                0.5*||Ax-b||^2 + lambda*g(x)
5c4762a1bSJed Brown Reference:     BRGN Tomography Example
6c4762a1bSJed Brown */
7c4762a1bSJed Brown 
8c4762a1bSJed Brown static char help[] = "Finds the ADMM solution to the under constraint linear model Ax = b, with regularizer. \n\
9c4762a1bSJed Brown                       A is a M*N real matrix (M<N), x is sparse. A good regularizer is an L1 regularizer. \n\
10c4762a1bSJed Brown                       We first split the operator into 0.5*||Ax-b||^2, f(x), and lambda*||x||_1, g(z), where lambda is user specified weight. \n\
11c4762a1bSJed Brown                       g(z) could be either ||z||_1, or ||z||_2^2. Default closed form solution for NORM1 would be soft-threshold, which is \n\
12c4762a1bSJed Brown                       natively supported in admm.c with -tao_admm_regularizer_type soft-threshold. Or user can use regular TAO solver for  \n\
13c4762a1bSJed Brown                       either NORM1 or NORM2 or TAOSHELL, with -reg {1,2,3} \n\
14c4762a1bSJed Brown                       Then, we augment both f and g, and solve it via ADMM. \n\
15c4762a1bSJed Brown                       D is the M*N transform matrix so that D*x is sparse. \n";
16c4762a1bSJed Brown 
17c4762a1bSJed Brown typedef struct {
18c4762a1bSJed Brown   PetscInt  M,N,K,reg;
19c4762a1bSJed Brown   PetscReal lambda,eps,mumin;
20c4762a1bSJed Brown   Mat       A,ATA,H,Hx,D,Hz,DTD,HF;
21c4762a1bSJed Brown   Vec       c,xlb,xub,x,b,workM,workN,workN2,workN3,xGT;    /* observation b, ground truth xGT, the lower bound and upper bound of x*/
22c4762a1bSJed Brown } AppCtx;
23c4762a1bSJed Brown 
24c4762a1bSJed Brown /*------------------------------------------------------------*/
25c4762a1bSJed Brown 
26c4762a1bSJed Brown PetscErrorCode NullJacobian(Tao tao,Vec X,Mat J,Mat Jpre,void *ptr)
27c4762a1bSJed Brown {
28c4762a1bSJed Brown   PetscFunctionBegin;
29c4762a1bSJed Brown   PetscFunctionReturn(0);
30c4762a1bSJed Brown }
31c4762a1bSJed Brown 
32c4762a1bSJed Brown /*------------------------------------------------------------*/
33c4762a1bSJed Brown 
34c4762a1bSJed Brown static PetscErrorCode TaoShellSolve_SoftThreshold(Tao tao)
35c4762a1bSJed Brown {
36c4762a1bSJed Brown   PetscErrorCode ierr;
37c4762a1bSJed Brown   PetscReal      lambda, mu;
38c4762a1bSJed Brown   AppCtx         *user;
39c4762a1bSJed Brown   Vec            out,work,y,x;
40c4762a1bSJed Brown   Tao            admm_tao,misfit;
41c4762a1bSJed Brown 
42c4762a1bSJed Brown   PetscFunctionBegin;
43c4762a1bSJed Brown   user = NULL;
44c4762a1bSJed Brown   mu   = 0;
45c4762a1bSJed Brown   ierr = TaoGetADMMParentTao(tao,&admm_tao);CHKERRQ(ierr);
46c4762a1bSJed Brown   ierr = TaoADMMGetMisfitSubsolver(admm_tao, &misfit);CHKERRQ(ierr);
47c4762a1bSJed Brown   ierr = TaoADMMGetSpectralPenalty(admm_tao,&mu);CHKERRQ(ierr);
483ec1f749SStefano Zampini   ierr = TaoShellGetContext(tao,&user);CHKERRQ(ierr);
49c4762a1bSJed Brown 
50c4762a1bSJed Brown   lambda = user->lambda;
51c4762a1bSJed Brown   work   = user->workN;
52c4762a1bSJed Brown   ierr   = TaoGetSolutionVector(tao, &out);CHKERRQ(ierr);
53c4762a1bSJed Brown   ierr   = TaoGetSolutionVector(misfit, &x);CHKERRQ(ierr);
54c4762a1bSJed Brown   ierr   = TaoADMMGetDualVector(admm_tao, &y);CHKERRQ(ierr);
55c4762a1bSJed Brown 
56c4762a1bSJed Brown   /* Dx + y/mu */
57c4762a1bSJed Brown   ierr = MatMult(user->D,x,work);CHKERRQ(ierr);
58c4762a1bSJed Brown   ierr = VecAXPY(work,1/mu,y);CHKERRQ(ierr);
59c4762a1bSJed Brown 
60c4762a1bSJed Brown   /* soft thresholding */
61c4762a1bSJed Brown   ierr = TaoSoftThreshold(work, -lambda/mu, lambda/mu, out);CHKERRQ(ierr);
62c4762a1bSJed Brown   PetscFunctionReturn(0);
63c4762a1bSJed Brown }
64c4762a1bSJed Brown 
65c4762a1bSJed Brown /*------------------------------------------------------------*/
66c4762a1bSJed Brown 
67c4762a1bSJed Brown PetscErrorCode MisfitObjectiveAndGradient(Tao tao,Vec X,PetscReal *f,Vec g,void *ptr)
68c4762a1bSJed Brown {
69c4762a1bSJed Brown   AppCtx         *user = (AppCtx*)ptr;
70c4762a1bSJed Brown   PetscErrorCode ierr;
71c4762a1bSJed Brown 
72c4762a1bSJed Brown   PetscFunctionBegin;
73c4762a1bSJed Brown   /* Objective  0.5*||Ax-b||_2^2 */
74c4762a1bSJed Brown   ierr = MatMult(user->A,X,user->workM);CHKERRQ(ierr);
75c4762a1bSJed Brown   ierr = VecAXPY(user->workM,-1,user->b);CHKERRQ(ierr);
76c4762a1bSJed Brown   ierr = VecDot(user->workM,user->workM,f);CHKERRQ(ierr);
77c4762a1bSJed Brown   *f  *= 0.5;
78c4762a1bSJed Brown   /* Gradient. ATAx-ATb */
79c4762a1bSJed Brown   ierr = MatMult(user->ATA,X,user->workN);CHKERRQ(ierr);
80c4762a1bSJed Brown   ierr = MatMultTranspose(user->A,user->b,user->workN2);CHKERRQ(ierr);
81c4762a1bSJed Brown   ierr = VecWAXPY(g,-1.,user->workN2,user->workN);CHKERRQ(ierr);
82c4762a1bSJed Brown   PetscFunctionReturn(0);
83c4762a1bSJed Brown }
84c4762a1bSJed Brown 
85c4762a1bSJed Brown /*------------------------------------------------------------*/
86c4762a1bSJed Brown 
87c4762a1bSJed Brown PetscErrorCode RegularizerObjectiveAndGradient1(Tao tao,Vec X,PetscReal *f_reg,Vec G_reg,void *ptr)
88c4762a1bSJed Brown {
89c4762a1bSJed Brown   AppCtx         *user = (AppCtx*)ptr;
90c4762a1bSJed Brown   PetscErrorCode ierr;
91c4762a1bSJed Brown 
92c4762a1bSJed Brown   PetscFunctionBegin;
93c4762a1bSJed Brown   /* compute regularizer objective
94c4762a1bSJed Brown    * f = f + lambda*sum(sqrt(y.^2+epsilon^2) - epsilon), where y = D*x */
95c4762a1bSJed Brown   ierr    = VecCopy(X,user->workN2);CHKERRQ(ierr);
96c4762a1bSJed Brown   ierr    = VecPow(user->workN2,2.);CHKERRQ(ierr);
97c4762a1bSJed Brown   ierr    = VecShift(user->workN2,user->eps*user->eps);CHKERRQ(ierr);
98c4762a1bSJed Brown   ierr    = VecSqrtAbs(user->workN2);CHKERRQ(ierr);
99c4762a1bSJed Brown   ierr    = VecCopy(user->workN2, user->workN3);CHKERRQ(ierr);
100c4762a1bSJed Brown   ierr    = VecShift(user->workN2,-user->eps);CHKERRQ(ierr);
101c4762a1bSJed Brown   ierr    = VecSum(user->workN2,f_reg);CHKERRQ(ierr);
102c4762a1bSJed Brown   *f_reg *= user->lambda;
103c4762a1bSJed Brown   /* compute regularizer gradient = lambda*x */
104c4762a1bSJed Brown   ierr = VecPointwiseDivide(G_reg,X,user->workN3);CHKERRQ(ierr);
105c4762a1bSJed Brown   ierr = VecScale(G_reg,user->lambda);CHKERRQ(ierr);
106c4762a1bSJed Brown   PetscFunctionReturn(0);
107c4762a1bSJed Brown }
108c4762a1bSJed Brown 
109c4762a1bSJed Brown /*------------------------------------------------------------*/
110c4762a1bSJed Brown 
111c4762a1bSJed Brown PetscErrorCode RegularizerObjectiveAndGradient2(Tao tao,Vec X,PetscReal *f_reg,Vec G_reg,void *ptr)
112c4762a1bSJed Brown {
113c4762a1bSJed Brown   AppCtx         *user = (AppCtx*)ptr;
114c4762a1bSJed Brown   PetscErrorCode ierr;
115c4762a1bSJed Brown   PetscReal      temp;
116c4762a1bSJed Brown 
117c4762a1bSJed Brown   PetscFunctionBegin;
118c4762a1bSJed Brown   /* compute regularizer objective = lambda*|z|_2^2 */
119c4762a1bSJed Brown   ierr   = VecDot(X,X,&temp);CHKERRQ(ierr);
120c4762a1bSJed Brown   *f_reg = 0.5*user->lambda*temp;
121c4762a1bSJed Brown   /* compute regularizer gradient = lambda*z */
1221e1ea65dSPierre Jolivet   ierr = VecCopy(X,G_reg);CHKERRQ(ierr);
123c4762a1bSJed Brown   ierr = VecScale(G_reg,user->lambda);CHKERRQ(ierr);
124c4762a1bSJed Brown   PetscFunctionReturn(0);
125c4762a1bSJed Brown }
126c4762a1bSJed Brown 
127c4762a1bSJed Brown /*------------------------------------------------------------*/
128c4762a1bSJed Brown 
129c4762a1bSJed Brown static PetscErrorCode HessianMisfit(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr)
130c4762a1bSJed Brown {
131c4762a1bSJed Brown   PetscFunctionBegin;
132c4762a1bSJed Brown   PetscFunctionReturn(0);
133c4762a1bSJed Brown }
134c4762a1bSJed Brown 
135c4762a1bSJed Brown /*------------------------------------------------------------*/
136c4762a1bSJed Brown 
137c4762a1bSJed Brown static PetscErrorCode HessianReg(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr)
138c4762a1bSJed Brown {
139c4762a1bSJed Brown   AppCtx         *user = (AppCtx*)ptr;
140c4762a1bSJed Brown   PetscErrorCode ierr;
141c4762a1bSJed Brown 
142c4762a1bSJed Brown   PetscFunctionBegin;
143c4762a1bSJed Brown   ierr = MatMult(user->D,x,user->workN);CHKERRQ(ierr);
144c4762a1bSJed Brown   ierr = VecPow(user->workN2,2.);CHKERRQ(ierr);
145c4762a1bSJed Brown   ierr = VecShift(user->workN2,user->eps*user->eps);CHKERRQ(ierr);
146c4762a1bSJed Brown   ierr = VecSqrtAbs(user->workN2);CHKERRQ(ierr);
147c4762a1bSJed Brown   ierr = VecShift(user->workN2,-user->eps);CHKERRQ(ierr);
148c4762a1bSJed Brown   ierr = VecReciprocal(user->workN2);CHKERRQ(ierr);
149c4762a1bSJed Brown   ierr = VecScale(user->workN2,user->eps*user->eps);CHKERRQ(ierr);
150c4762a1bSJed Brown   ierr = MatDiagonalSet(H,user->workN2,INSERT_VALUES);CHKERRQ(ierr);
151c4762a1bSJed Brown   PetscFunctionReturn(0);
152c4762a1bSJed Brown }
153c4762a1bSJed Brown 
154c4762a1bSJed Brown /*------------------------------------------------------------*/
155c4762a1bSJed Brown 
156c4762a1bSJed Brown PetscErrorCode FullObjGrad(Tao tao,Vec X,PetscReal *f,Vec g,void *ptr)
157c4762a1bSJed Brown {
158c4762a1bSJed Brown   AppCtx         *user = (AppCtx*)ptr;
159c4762a1bSJed Brown   PetscErrorCode ierr;
160c4762a1bSJed Brown   PetscReal      f_reg;
161c4762a1bSJed Brown 
162c4762a1bSJed Brown   PetscFunctionBegin;
163c4762a1bSJed Brown   /* Objective  0.5*||Ax-b||_2^2 + lambda*||x||_2^2*/
164c4762a1bSJed Brown   ierr = MatMult(user->A,X,user->workM);CHKERRQ(ierr);
165c4762a1bSJed Brown   ierr = VecAXPY(user->workM,-1,user->b);CHKERRQ(ierr);
166c4762a1bSJed Brown   ierr = VecDot(user->workM,user->workM,f);CHKERRQ(ierr);
167c4762a1bSJed Brown   ierr = VecNorm(X,NORM_2,&f_reg);CHKERRQ(ierr);
168c4762a1bSJed Brown   *f  *= 0.5;
169c4762a1bSJed Brown   *f  += user->lambda*f_reg*f_reg;
170c4762a1bSJed Brown   /* Gradient. ATAx-ATb + 2*lambda*x */
171c4762a1bSJed Brown   ierr = MatMult(user->ATA,X,user->workN);CHKERRQ(ierr);
172c4762a1bSJed Brown   ierr = MatMultTranspose(user->A,user->b,user->workN2);CHKERRQ(ierr);
173c4762a1bSJed Brown   ierr = VecWAXPY(g,-1.,user->workN2,user->workN);CHKERRQ(ierr);
174c4762a1bSJed Brown   ierr = VecAXPY(g,2*user->lambda,X);CHKERRQ(ierr);
175c4762a1bSJed Brown   PetscFunctionReturn(0);
176c4762a1bSJed Brown }
177c4762a1bSJed Brown /*------------------------------------------------------------*/
178c4762a1bSJed Brown 
179c4762a1bSJed Brown static PetscErrorCode HessianFull(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr)
180c4762a1bSJed Brown {
181c4762a1bSJed Brown   PetscFunctionBegin;
182c4762a1bSJed Brown   PetscFunctionReturn(0);
183c4762a1bSJed Brown }
184c4762a1bSJed Brown /*------------------------------------------------------------*/
185c4762a1bSJed Brown 
186c4762a1bSJed Brown PetscErrorCode InitializeUserData(AppCtx *user)
187c4762a1bSJed Brown {
188c4762a1bSJed Brown   char           dataFile[] = "tomographyData_A_b_xGT";   /* Matrix A and vectors b, xGT(ground truth) binary files generated by Matlab. Debug: change from "tomographyData_A_b_xGT" to "cs1Data_A_b_xGT". */
189c4762a1bSJed Brown   PetscViewer    fd;   /* used to load data from file */
190c4762a1bSJed Brown   PetscErrorCode ierr;
191c4762a1bSJed Brown   PetscInt       k,n;
192c4762a1bSJed Brown   PetscScalar    v;
193c4762a1bSJed Brown   PetscFunctionBegin;
194c4762a1bSJed Brown 
195c4762a1bSJed Brown   /* Load the A matrix, b vector, and xGT vector from a binary file. */
196c4762a1bSJed Brown   ierr = PetscViewerBinaryOpen(PETSC_COMM_WORLD,dataFile,FILE_MODE_READ,&fd);CHKERRQ(ierr);
197c4762a1bSJed Brown   ierr = MatCreate(PETSC_COMM_WORLD,&user->A);CHKERRQ(ierr);
198c4762a1bSJed Brown   ierr = MatSetType(user->A,MATAIJ);CHKERRQ(ierr);
199c4762a1bSJed Brown   ierr = MatLoad(user->A,fd);CHKERRQ(ierr);
200c4762a1bSJed Brown   ierr = VecCreate(PETSC_COMM_WORLD,&user->b);CHKERRQ(ierr);
201c4762a1bSJed Brown   ierr = VecLoad(user->b,fd);CHKERRQ(ierr);
202c4762a1bSJed Brown   ierr = VecCreate(PETSC_COMM_WORLD,&user->xGT);CHKERRQ(ierr);
203c4762a1bSJed Brown   ierr = VecLoad(user->xGT,fd);CHKERRQ(ierr);
204c4762a1bSJed Brown   ierr = PetscViewerDestroy(&fd);CHKERRQ(ierr);
205c4762a1bSJed Brown 
206c4762a1bSJed Brown   ierr = MatGetSize(user->A,&user->M,&user->N);CHKERRQ(ierr);
207c4762a1bSJed Brown 
208c4762a1bSJed Brown   ierr = MatCreate(PETSC_COMM_WORLD,&user->D);CHKERRQ(ierr);
209c4762a1bSJed Brown   ierr = MatSetSizes(user->D,PETSC_DECIDE,PETSC_DECIDE,user->N,user->N);CHKERRQ(ierr);
210c4762a1bSJed Brown   ierr = MatSetFromOptions(user->D);CHKERRQ(ierr);
211c4762a1bSJed Brown   ierr = MatSetUp(user->D);CHKERRQ(ierr);
212c4762a1bSJed Brown   for (k=0; k<user->N; k++) {
213c4762a1bSJed Brown     v = 1.0;
214c4762a1bSJed Brown     n = k+1;
215c4762a1bSJed Brown     if (k< user->N -1) {
216c4762a1bSJed Brown       ierr = MatSetValues(user->D,1,&k,1,&n,&v,INSERT_VALUES);CHKERRQ(ierr);
217c4762a1bSJed Brown     }
218c4762a1bSJed Brown     v    = -1.0;
219c4762a1bSJed Brown     ierr = MatSetValues(user->D,1,&k,1,&k,&v,INSERT_VALUES);CHKERRQ(ierr);
220c4762a1bSJed Brown   }
221c4762a1bSJed Brown   ierr = MatAssemblyBegin(user->D,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
222c4762a1bSJed Brown   ierr = MatAssemblyEnd(user->D,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
223c4762a1bSJed Brown 
224c4762a1bSJed Brown   ierr = MatTransposeMatMult(user->D,user->D,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&user->DTD);CHKERRQ(ierr);
225c4762a1bSJed Brown 
226c4762a1bSJed Brown   ierr = MatCreate(PETSC_COMM_WORLD,&user->Hz);CHKERRQ(ierr);
227c4762a1bSJed Brown   ierr = MatSetSizes(user->Hz,PETSC_DECIDE,PETSC_DECIDE,user->N,user->N);CHKERRQ(ierr);
228c4762a1bSJed Brown   ierr = MatSetFromOptions(user->Hz);CHKERRQ(ierr);
229c4762a1bSJed Brown   ierr = MatSetUp(user->Hz);CHKERRQ(ierr);
230c4762a1bSJed Brown   ierr = MatAssemblyBegin(user->Hz,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
231c4762a1bSJed Brown   ierr = MatAssemblyEnd(user->Hz,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
232c4762a1bSJed Brown 
233c4762a1bSJed Brown   ierr = VecCreate(PETSC_COMM_WORLD,&(user->x));CHKERRQ(ierr);
234c4762a1bSJed Brown   ierr = VecCreate(PETSC_COMM_WORLD,&(user->workM));CHKERRQ(ierr);
235c4762a1bSJed Brown   ierr = VecCreate(PETSC_COMM_WORLD,&(user->workN));CHKERRQ(ierr);
236c4762a1bSJed Brown   ierr = VecCreate(PETSC_COMM_WORLD,&(user->workN2));CHKERRQ(ierr);
237c4762a1bSJed Brown   ierr = VecSetSizes(user->x,PETSC_DECIDE,user->N);CHKERRQ(ierr);
238c4762a1bSJed Brown   ierr = VecSetSizes(user->workM,PETSC_DECIDE,user->M);CHKERRQ(ierr);
239c4762a1bSJed Brown   ierr = VecSetSizes(user->workN,PETSC_DECIDE,user->N);CHKERRQ(ierr);
240c4762a1bSJed Brown   ierr = VecSetSizes(user->workN2,PETSC_DECIDE,user->N);CHKERRQ(ierr);
241c4762a1bSJed Brown   ierr = VecSetFromOptions(user->x);CHKERRQ(ierr);
242c4762a1bSJed Brown   ierr = VecSetFromOptions(user->workM);CHKERRQ(ierr);
243c4762a1bSJed Brown   ierr = VecSetFromOptions(user->workN);CHKERRQ(ierr);
244c4762a1bSJed Brown   ierr = VecSetFromOptions(user->workN2);CHKERRQ(ierr);
245c4762a1bSJed Brown 
246c4762a1bSJed Brown   ierr = VecDuplicate(user->workN,&(user->workN3));CHKERRQ(ierr);
247c4762a1bSJed Brown   ierr = VecDuplicate(user->x,&(user->xlb));CHKERRQ(ierr);
248c4762a1bSJed Brown   ierr = VecDuplicate(user->x,&(user->xub));CHKERRQ(ierr);
249c4762a1bSJed Brown   ierr = VecDuplicate(user->x,&(user->c));CHKERRQ(ierr);
250c4762a1bSJed Brown   ierr = VecSet(user->xlb,0.0);CHKERRQ(ierr);
251c4762a1bSJed Brown   ierr = VecSet(user->c,0.0);CHKERRQ(ierr);
252c4762a1bSJed Brown   ierr = VecSet(user->xub,PETSC_INFINITY);CHKERRQ(ierr);
253c4762a1bSJed Brown 
254c4762a1bSJed Brown   ierr = MatTransposeMatMult(user->A,user->A, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(user->ATA));CHKERRQ(ierr);
255c4762a1bSJed Brown   ierr = MatTransposeMatMult(user->A,user->A, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(user->Hx));CHKERRQ(ierr);
256c4762a1bSJed Brown   ierr = MatTransposeMatMult(user->A,user->A, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(user->HF));CHKERRQ(ierr);
257c4762a1bSJed Brown 
258c4762a1bSJed Brown   ierr = MatAssemblyBegin(user->ATA,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
259c4762a1bSJed Brown   ierr = MatAssemblyEnd(user->ATA,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
260c4762a1bSJed Brown   ierr = MatAssemblyBegin(user->Hx,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
261c4762a1bSJed Brown   ierr = MatAssemblyEnd(user->Hx,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
262c4762a1bSJed Brown   ierr = MatAssemblyBegin(user->HF,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
263c4762a1bSJed Brown   ierr = MatAssemblyEnd(user->HF,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
264c4762a1bSJed Brown 
265c4762a1bSJed Brown   user->lambda = 1.e-8;
266c4762a1bSJed Brown   user->eps    = 1.e-3;
267c4762a1bSJed Brown   user->reg    = 2;
268c4762a1bSJed Brown   user->mumin  = 5.e-6;
269c4762a1bSJed Brown 
270c4762a1bSJed Brown   ierr = PetscOptionsBegin(PETSC_COMM_WORLD, NULL, "Configure separable objection example", "tomographyADMM.c");CHKERRQ(ierr);
271c4762a1bSJed Brown   ierr = PetscOptionsInt("-reg","Regularization scheme for z solver (1,2)", "tomographyADMM.c", user->reg, &(user->reg), NULL);CHKERRQ(ierr);
272c4762a1bSJed Brown   ierr = PetscOptionsReal("-lambda", "The regularization multiplier. 1 default", "tomographyADMM.c", user->lambda, &(user->lambda), NULL);CHKERRQ(ierr);
273c4762a1bSJed Brown   ierr = PetscOptionsReal("-eps", "L1 norm epsilon padding", "tomographyADMM.c", user->eps, &(user->eps), NULL);CHKERRQ(ierr);
274c4762a1bSJed Brown   ierr = PetscOptionsReal("-mumin", "Minimum value for ADMM spectral penalty", "tomographyADMM.c", user->mumin, &(user->mumin), NULL);CHKERRQ(ierr);
275c4762a1bSJed Brown   ierr = PetscOptionsEnd();CHKERRQ(ierr);
276c4762a1bSJed Brown   PetscFunctionReturn(0);
277c4762a1bSJed Brown }
278c4762a1bSJed Brown 
279c4762a1bSJed Brown /*------------------------------------------------------------*/
280c4762a1bSJed Brown 
281c4762a1bSJed Brown PetscErrorCode DestroyContext(AppCtx *user)
282c4762a1bSJed Brown {
283c4762a1bSJed Brown   PetscErrorCode ierr;
284c4762a1bSJed Brown 
285c4762a1bSJed Brown   PetscFunctionBegin;
286c4762a1bSJed Brown   ierr = MatDestroy(&user->A);CHKERRQ(ierr);
287c4762a1bSJed Brown   ierr = MatDestroy(&user->ATA);CHKERRQ(ierr);
288c4762a1bSJed Brown   ierr = MatDestroy(&user->Hx);CHKERRQ(ierr);
289c4762a1bSJed Brown   ierr = MatDestroy(&user->Hz);CHKERRQ(ierr);
290c4762a1bSJed Brown   ierr = MatDestroy(&user->HF);CHKERRQ(ierr);
291c4762a1bSJed Brown   ierr = MatDestroy(&user->D);CHKERRQ(ierr);
292c4762a1bSJed Brown   ierr = MatDestroy(&user->DTD);CHKERRQ(ierr);
293c4762a1bSJed Brown   ierr = VecDestroy(&user->xGT);CHKERRQ(ierr);
294c4762a1bSJed Brown   ierr = VecDestroy(&user->xlb);CHKERRQ(ierr);
295c4762a1bSJed Brown   ierr = VecDestroy(&user->xub);CHKERRQ(ierr);
296c4762a1bSJed Brown   ierr = VecDestroy(&user->b);CHKERRQ(ierr);
297c4762a1bSJed Brown   ierr = VecDestroy(&user->x);CHKERRQ(ierr);
298c4762a1bSJed Brown   ierr = VecDestroy(&user->c);CHKERRQ(ierr);
299c4762a1bSJed Brown   ierr = VecDestroy(&user->workN3);CHKERRQ(ierr);
300c4762a1bSJed Brown   ierr = VecDestroy(&user->workN2);CHKERRQ(ierr);
301c4762a1bSJed Brown   ierr = VecDestroy(&user->workN);CHKERRQ(ierr);
302c4762a1bSJed Brown   ierr = VecDestroy(&user->workM);CHKERRQ(ierr);
303c4762a1bSJed Brown   PetscFunctionReturn(0);
304c4762a1bSJed Brown }
305c4762a1bSJed Brown 
306c4762a1bSJed Brown /*------------------------------------------------------------*/
307c4762a1bSJed Brown 
308c4762a1bSJed Brown int main(int argc,char **argv)
309c4762a1bSJed Brown {
310c4762a1bSJed Brown   PetscErrorCode ierr;
311c4762a1bSJed Brown   Tao            tao,misfit,reg;
312c4762a1bSJed Brown   PetscReal      v1,v2;
313c4762a1bSJed Brown   AppCtx*        user;
314c4762a1bSJed Brown   PetscViewer    fd;
315c4762a1bSJed Brown   char           resultFile[] = "tomographyResult_x";
316c4762a1bSJed Brown 
317c4762a1bSJed Brown   ierr = PetscInitialize(&argc,&argv,(char*)0,help);if (ierr) return ierr;
318c4762a1bSJed Brown   ierr = PetscNew(&user);CHKERRQ(ierr);
319c4762a1bSJed Brown   ierr = InitializeUserData(user);CHKERRQ(ierr);
320c4762a1bSJed Brown 
321c4762a1bSJed Brown   ierr = TaoCreate(PETSC_COMM_WORLD, &tao);CHKERRQ(ierr);
322c4762a1bSJed Brown   ierr = TaoSetType(tao, TAOADMM);CHKERRQ(ierr);
323c4762a1bSJed Brown   ierr = TaoSetInitialVector(tao, user->x);CHKERRQ(ierr);
324c4762a1bSJed Brown   /* f(x) + g(x) for parent tao */
325c4762a1bSJed Brown   ierr = TaoADMMSetSpectralPenalty(tao,1.);CHKERRQ(ierr);
326c4762a1bSJed Brown   ierr = TaoSetObjectiveAndGradientRoutine(tao, FullObjGrad, (void*)user);CHKERRQ(ierr);
327c4762a1bSJed Brown   ierr = MatShift(user->HF,user->lambda);CHKERRQ(ierr);
328c4762a1bSJed Brown   ierr = TaoSetHessianRoutine(tao, user->HF, user->HF, HessianFull, (void*)user);CHKERRQ(ierr);
329c4762a1bSJed Brown 
330c4762a1bSJed Brown   /* f(x) for misfit tao */
331c4762a1bSJed Brown   ierr = TaoADMMSetMisfitObjectiveAndGradientRoutine(tao, MisfitObjectiveAndGradient, (void*)user);CHKERRQ(ierr);
332c4762a1bSJed Brown   ierr = TaoADMMSetMisfitHessianRoutine(tao, user->Hx, user->Hx, HessianMisfit, (void*)user);CHKERRQ(ierr);
333c4762a1bSJed Brown   ierr = TaoADMMSetMisfitHessianChangeStatus(tao,PETSC_FALSE);CHKERRQ(ierr);
334c4762a1bSJed Brown   ierr = TaoADMMSetMisfitConstraintJacobian(tao,user->D,user->D,NullJacobian,(void*)user);CHKERRQ(ierr);
335c4762a1bSJed Brown 
336c4762a1bSJed Brown   /* g(x) for regularizer tao */
337c4762a1bSJed Brown   if (user->reg == 1) {
338c4762a1bSJed Brown     ierr = TaoADMMSetRegularizerObjectiveAndGradientRoutine(tao, RegularizerObjectiveAndGradient1, (void*)user);CHKERRQ(ierr);
339c4762a1bSJed Brown     ierr = TaoADMMSetRegularizerHessianRoutine(tao, user->Hz, user->Hz, HessianReg, (void*)user);CHKERRQ(ierr);
340c4762a1bSJed Brown     ierr = TaoADMMSetRegHessianChangeStatus(tao,PETSC_TRUE);CHKERRQ(ierr);
341c4762a1bSJed Brown   } else if (user->reg == 2) {
342c4762a1bSJed Brown     ierr = TaoADMMSetRegularizerObjectiveAndGradientRoutine(tao, RegularizerObjectiveAndGradient2, (void*)user);CHKERRQ(ierr);
343c4762a1bSJed Brown     ierr = MatShift(user->Hz,1);CHKERRQ(ierr);
344c4762a1bSJed Brown     ierr = MatScale(user->Hz,user->lambda);CHKERRQ(ierr);
345c4762a1bSJed Brown     ierr = TaoADMMSetRegularizerHessianRoutine(tao, user->Hz, user->Hz, HessianMisfit, (void*)user);CHKERRQ(ierr);
346c4762a1bSJed Brown     ierr = TaoADMMSetRegHessianChangeStatus(tao,PETSC_TRUE);CHKERRQ(ierr);
347d8185827SBarry Smith   } else if (user->reg != 3) SETERRQ(PETSC_COMM_WORLD, PETSC_ERR_ARG_UNKNOWN_TYPE, "Incorrect Reg type"); /* TaoShell case */
348c4762a1bSJed Brown 
349c4762a1bSJed Brown   /* Set type for the misfit solver */
350c4762a1bSJed Brown   ierr = TaoADMMGetMisfitSubsolver(tao, &misfit);CHKERRQ(ierr);
351c4762a1bSJed Brown   ierr = TaoADMMGetRegularizationSubsolver(tao, &reg);CHKERRQ(ierr);
352c4762a1bSJed Brown   ierr = TaoSetType(misfit,TAONLS);CHKERRQ(ierr);
353c4762a1bSJed Brown   if (user->reg == 3) {
354c4762a1bSJed Brown     ierr = TaoSetType(reg,TAOSHELL);CHKERRQ(ierr);
355c4762a1bSJed Brown     ierr = TaoShellSetContext(reg, (void*) user);CHKERRQ(ierr);
356c4762a1bSJed Brown     ierr = TaoShellSetSolve(reg, TaoShellSolve_SoftThreshold);CHKERRQ(ierr);
357c4762a1bSJed Brown   } else {
358c4762a1bSJed Brown     ierr = TaoSetType(reg,TAONLS);CHKERRQ(ierr);
359c4762a1bSJed Brown   }
360c4762a1bSJed Brown   ierr = TaoSetVariableBounds(misfit,user->xlb,user->xub);CHKERRQ(ierr);
361c4762a1bSJed Brown 
362c4762a1bSJed Brown   /* Soft Thresholding solves the ADMM problem with the L1 regularizer lambda*||z||_1 and the x-z=0 constraint */
363c4762a1bSJed Brown   ierr = TaoADMMSetRegularizerCoefficient(tao, user->lambda);CHKERRQ(ierr);
364c4762a1bSJed Brown   ierr = TaoADMMSetRegularizerConstraintJacobian(tao,NULL,NULL,NullJacobian,(void*)user);CHKERRQ(ierr);
365c4762a1bSJed Brown   ierr = TaoADMMSetMinimumSpectralPenalty(tao,user->mumin);CHKERRQ(ierr);
366c4762a1bSJed Brown 
367c4762a1bSJed Brown   ierr = TaoADMMSetConstraintVectorRHS(tao,user->c);CHKERRQ(ierr);
368c4762a1bSJed Brown   ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);
369c4762a1bSJed Brown   ierr = TaoSolve(tao);CHKERRQ(ierr);
370c4762a1bSJed Brown 
371c4762a1bSJed Brown   /* Save x (reconstruction of object) vector to a binary file, which maybe read from Matlab and convert to a 2D image for comparison. */
372c4762a1bSJed Brown   ierr = PetscViewerBinaryOpen(PETSC_COMM_WORLD,resultFile,FILE_MODE_WRITE,&fd);CHKERRQ(ierr);
373c4762a1bSJed Brown   ierr = VecView(user->x,fd);CHKERRQ(ierr);
374c4762a1bSJed Brown   ierr = PetscViewerDestroy(&fd);CHKERRQ(ierr);
375c4762a1bSJed Brown 
376c4762a1bSJed Brown   /* compute the error */
377c4762a1bSJed Brown   ierr = VecAXPY(user->x,-1,user->xGT);CHKERRQ(ierr);
378c4762a1bSJed Brown   ierr = VecNorm(user->x,NORM_2,&v1);CHKERRQ(ierr);
379c4762a1bSJed Brown   ierr = VecNorm(user->xGT,NORM_2,&v2);CHKERRQ(ierr);
380c4762a1bSJed Brown   ierr = PetscPrintf(PETSC_COMM_WORLD, "relative reconstruction error: ||x-xGT||/||xGT|| = %6.4e.\n", (double)(v1/v2));CHKERRQ(ierr);
381c4762a1bSJed Brown 
382c4762a1bSJed Brown   /* Free TAO data structures */
383c4762a1bSJed Brown   ierr = TaoDestroy(&tao);CHKERRQ(ierr);
384c4762a1bSJed Brown   ierr = DestroyContext(user);CHKERRQ(ierr);
385c4762a1bSJed Brown   ierr = PetscFree(user);CHKERRQ(ierr);
386c4762a1bSJed Brown   ierr = PetscFinalize();
387c4762a1bSJed Brown   return ierr;
388c4762a1bSJed Brown }
389c4762a1bSJed Brown 
390c4762a1bSJed Brown /*TEST
391c4762a1bSJed Brown 
392c4762a1bSJed Brown    build:
393*dfd57a17SPierre Jolivet       requires: !complex !single !__float128 !defined(PETSC_USE_64BIT_INDICES)
394c4762a1bSJed Brown 
395c4762a1bSJed Brown    test:
396c4762a1bSJed Brown       suffix: 1
397c4762a1bSJed Brown       localrunfiles: tomographyData_A_b_xGT
398c4762a1bSJed Brown       args:  -lambda 1.e-8 -tao_monitor -tao_type nls -tao_nls_pc_type icc
399c4762a1bSJed Brown 
400c4762a1bSJed Brown    test:
401c4762a1bSJed Brown       suffix: 2
402c4762a1bSJed Brown       localrunfiles: tomographyData_A_b_xGT
403c4762a1bSJed Brown       args:  -reg 2 -lambda 1.e-8 -tao_admm_dual_update update_basic -tao_admm_regularizer_type regularizer_user -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8  -misfit_tao_nls_pc_type icc -misfit_tao_monitor -reg_tao_monitor
404c4762a1bSJed Brown 
405c4762a1bSJed Brown    test:
406c4762a1bSJed Brown       suffix: 3
407c4762a1bSJed Brown       localrunfiles: tomographyData_A_b_xGT
408c4762a1bSJed Brown       args:  -lambda 1.e-8 -tao_admm_dual_update update_basic -tao_admm_regularizer_type regularizer_soft_thresh -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8 -misfit_tao_nls_pc_type icc -misfit_tao_monitor
409c4762a1bSJed Brown 
410c4762a1bSJed Brown    test:
411c4762a1bSJed Brown       suffix: 4
412c4762a1bSJed Brown       localrunfiles: tomographyData_A_b_xGT
413c4762a1bSJed Brown       args:  -lambda 1.e-8 -tao_admm_dual_update update_adaptive -tao_admm_regularizer_type regularizer_soft_thresh -tao_max_it 20 -tao_monitor -misfit_tao_monitor -misfit_tao_nls_pc_type icc
414c4762a1bSJed Brown 
415c4762a1bSJed Brown    test:
416c4762a1bSJed Brown       suffix: 5
417c4762a1bSJed Brown       localrunfiles: tomographyData_A_b_xGT
418c4762a1bSJed Brown       args:  -reg 2 -lambda 1.e-8 -tao_admm_dual_update update_adaptive -tao_admm_regularizer_type regularizer_user -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8 -misfit_tao_monitor -reg_tao_monitor -misfit_tao_nls_pc_type icc
419c4762a1bSJed Brown 
420c4762a1bSJed Brown    test:
421c4762a1bSJed Brown       suffix: 6
422c4762a1bSJed Brown       localrunfiles: tomographyData_A_b_xGT
423c4762a1bSJed Brown       args:  -reg 3 -lambda 1.e-8 -tao_admm_dual_update update_adaptive -tao_admm_regularizer_type regularizer_user -tao_max_it 20 -tao_monitor -tao_admm_tolerance_update_factor 1.e-8 -misfit_tao_monitor -reg_tao_monitor -misfit_tao_nls_pc_type icc
424c4762a1bSJed Brown 
425c4762a1bSJed Brown TEST*/
426