xref: /petsc/src/tao/leastsquares/tutorials/chwirut2.c (revision 732aec7a18f2199fb53bb9a2f3aef439a834ce31)

/*
   Include "petsctao.h" so that we can use TAO solvers.  Note that this
   file automatically includes libraries such as:
     petsc.h       - base PETSc routines   petscvec.h - vectors
     petscsys.h    - system routines        petscmat.h - matrices
     petscis.h     - index sets            petscksp.h - Krylov subspace methods
     petscviewer.h - viewers               petscpc.h  - preconditioners

*/

#include <petsctao.h>

/*
Description:   These data are the result of a NIST study involving
               ultrasonic calibration.  The response variable is
               ultrasonic response, and the predictor variable is
               metal distance.

Reference:     Chwirut, D., NIST (197?).
               Ultrasonic Reference Block Study.
*/

static char help[] = "Finds the nonlinear least-squares solution to the model \n\
            y = exp[-b1*x]/(b2+b3*x)  +  e \n";

#define NOBSERVATIONS 214
#define NPARAMETERS   3

#define DIE_TAG  2000
#define IDLE_TAG 1000

/* User-defined application context */
typedef struct {
  /* Working space */
  PetscReal   t[NOBSERVATIONS]; /* array of independent variables of observation */
  PetscReal   y[NOBSERVATIONS]; /* array of dependent variables */
  PetscMPIInt size, rank;
} AppCtx;

/* User provided Routines */
PetscErrorCode InitializeData(AppCtx *user);
PetscErrorCode FormStartingPoint(Vec);
PetscErrorCode EvaluateFunction(Tao, Vec, Vec, void *);
PetscErrorCode TaskWorker(AppCtx *user);
PetscErrorCode StopWorkers(AppCtx *user);
PetscErrorCode RunSimulation(PetscReal *x, PetscInt i, PetscReal *f, AppCtx *user);

/*--------------------------------------------------------------------*/
int main(int argc, char **argv)
{
  Vec    x, f; /* solution, function */
  Tao    tao;  /* Tao solver context */
  AppCtx user; /* user-defined work context */

  /* Initialize TAO and PETSc */
  PetscFunctionBeginUser;
  PetscCall(PetscInitialize(&argc, &argv, NULL, help));
  MPI_Comm_size(MPI_COMM_WORLD, &user.size);
  MPI_Comm_rank(MPI_COMM_WORLD, &user.rank);
  PetscCall(InitializeData(&user));

  /* Run optimization on rank 0 */
  if (user.rank == 0) {
    /* Allocate vectors */
    PetscCall(VecCreateSeq(PETSC_COMM_SELF, NPARAMETERS, &x));
    PetscCall(VecCreateSeq(PETSC_COMM_SELF, NOBSERVATIONS, &f));

    /* TAO code begins here */

    /* Create TAO solver and set desired solution method */
    PetscCall(TaoCreate(PETSC_COMM_SELF, &tao));
    PetscCall(TaoSetType(tao, TAOPOUNDERS));

    /* Set the function and Jacobian routines. */
    PetscCall(FormStartingPoint(x));
    PetscCall(TaoSetSolution(tao, x));
    PetscCall(TaoSetResidualRoutine(tao, f, EvaluateFunction, (void *)&user));

    /* Check for any TAO command line arguments */
    PetscCall(TaoSetFromOptions(tao));

    /* Perform the Solve */
    PetscCall(TaoSolve(tao));

    /* Free TAO data structures */
    PetscCall(TaoDestroy(&tao));

    /* Free PETSc data structures */
    PetscCall(VecDestroy(&x));
    PetscCall(VecDestroy(&f));
    PetscCall(StopWorkers(&user));
  } else {
    PetscCall(TaskWorker(&user));
  }
  PetscCall(PetscFinalize());
  return 0;
}

/*--------------------------------------------------------------------*/
PetscErrorCode EvaluateFunction(Tao tao, Vec X, Vec F, void *ptr)
{
  AppCtx    *user = (AppCtx *)ptr;
  PetscInt   i;
  PetscReal *x, *f;

  PetscFunctionBegin;
  PetscCall(VecGetArray(X, &x));
  PetscCall(VecGetArray(F, &f));
  if (user->size == 1) {
    /* Single processor */
    for (i = 0; i < NOBSERVATIONS; i++) PetscCall(RunSimulation(x, i, &f[i], user));
  } else {
    /* Multiprocessor main */
    PetscMPIInt tag;
    PetscInt    finishedtasks, next_task, checkedin;
    PetscReal   f_i = 0.0;
    MPI_Status  status;

    next_task     = 0;
    finishedtasks = 0;
    checkedin     = 0;

    while (finishedtasks < NOBSERVATIONS || checkedin < user->size - 1) {
      PetscCallMPI(MPI_Recv(&f_i, 1, MPIU_REAL, MPI_ANY_SOURCE, MPI_ANY_TAG, PETSC_COMM_WORLD, &status));
      if (status.MPI_TAG == IDLE_TAG) {
        checkedin++;
      } else {
        tag    = status.MPI_TAG;
        f[tag] = (PetscReal)f_i;
        finishedtasks++;
      }

      if (next_task < NOBSERVATIONS) {
        PetscCallMPI(MPI_Send(x, NPARAMETERS, MPIU_REAL, status.MPI_SOURCE, (PetscMPIInt)next_task, PETSC_COMM_WORLD));
        next_task++;

      } else {
        /* Send idle message */
        PetscCallMPI(MPI_Send(x, NPARAMETERS, MPIU_REAL, status.MPI_SOURCE, IDLE_TAG, PETSC_COMM_WORLD));
      }
    }
  }
  PetscCall(VecRestoreArray(X, &x));
  PetscCall(VecRestoreArray(F, &f));
  PetscCall(PetscLogFlops(6 * NOBSERVATIONS));
  PetscFunctionReturn(PETSC_SUCCESS);
}

/* ------------------------------------------------------------ */
PetscErrorCode FormStartingPoint(Vec X)
{
  PetscReal *x;

  PetscFunctionBegin;
  PetscCall(VecGetArray(X, &x));
  x[0] = 0.15;
  x[1] = 0.008;
  x[2] = 0.010;
  PetscCall(VecRestoreArray(X, &x));
  PetscFunctionReturn(PETSC_SUCCESS);
}

/* ---------------------------------------------------------------------- */
PetscErrorCode InitializeData(AppCtx *user)
{
  PetscReal *t = user->t, *y = user->y;
  PetscInt   i = 0;

  PetscFunctionBegin;
  y[i]   = 92.9000;
  t[i++] = 0.5000;
  y[i]   = 78.7000;
  t[i++] = 0.6250;
  y[i]   = 64.2000;
  t[i++] = 0.7500;
  y[i]   = 64.9000;
  t[i++] = 0.8750;
  y[i]   = 57.1000;
  t[i++] = 1.0000;
  y[i]   = 43.3000;
  t[i++] = 1.2500;
  y[i]   = 31.1000;
  t[i++] = 1.7500;
  y[i]   = 23.6000;
  t[i++] = 2.2500;
  y[i]   = 31.0500;
  t[i++] = 1.7500;
  y[i]   = 23.7750;
  t[i++] = 2.2500;
  y[i]   = 17.7375;
  t[i++] = 2.7500;
  y[i]   = 13.8000;
  t[i++] = 3.2500;
  y[i]   = 11.5875;
  t[i++] = 3.7500;
  y[i]   = 9.4125;
  t[i++] = 4.2500;
  y[i]   = 7.7250;
  t[i++] = 4.7500;
  y[i]   = 7.3500;
  t[i++] = 5.2500;
  y[i]   = 8.0250;
  t[i++] = 5.7500;
  y[i]   = 90.6000;
  t[i++] = 0.5000;
  y[i]   = 76.9000;
  t[i++] = 0.6250;
  y[i]   = 71.6000;
  t[i++] = 0.7500;
  y[i]   = 63.6000;
  t[i++] = 0.8750;
  y[i]   = 54.0000;
  t[i++] = 1.0000;
  y[i]   = 39.2000;
  t[i++] = 1.2500;
  y[i]   = 29.3000;
  t[i++] = 1.7500;
  y[i]   = 21.4000;
  t[i++] = 2.2500;
  y[i]   = 29.1750;
  t[i++] = 1.7500;
  y[i]   = 22.1250;
  t[i++] = 2.2500;
  y[i]   = 17.5125;
  t[i++] = 2.7500;
  y[i]   = 14.2500;
  t[i++] = 3.2500;
  y[i]   = 9.4500;
  t[i++] = 3.7500;
  y[i]   = 9.1500;
  t[i++] = 4.2500;
  y[i]   = 7.9125;
  t[i++] = 4.7500;
  y[i]   = 8.4750;
  t[i++] = 5.2500;
  y[i]   = 6.1125;
  t[i++] = 5.7500;
  y[i]   = 80.0000;
  t[i++] = 0.5000;
  y[i]   = 79.0000;
  t[i++] = 0.6250;
  y[i]   = 63.8000;
  t[i++] = 0.7500;
  y[i]   = 57.2000;
  t[i++] = 0.8750;
  y[i]   = 53.2000;
  t[i++] = 1.0000;
  y[i]   = 42.5000;
  t[i++] = 1.2500;
  y[i]   = 26.8000;
  t[i++] = 1.7500;
  y[i]   = 20.4000;
  t[i++] = 2.2500;
  y[i]   = 26.8500;
  t[i++] = 1.7500;
  y[i]   = 21.0000;
  t[i++] = 2.2500;
  y[i]   = 16.4625;
  t[i++] = 2.7500;
  y[i]   = 12.5250;
  t[i++] = 3.2500;
  y[i]   = 10.5375;
  t[i++] = 3.7500;
  y[i]   = 8.5875;
  t[i++] = 4.2500;
  y[i]   = 7.1250;
  t[i++] = 4.7500;
  y[i]   = 6.1125;
  t[i++] = 5.2500;
  y[i]   = 5.9625;
  t[i++] = 5.7500;
  y[i]   = 74.1000;
  t[i++] = 0.5000;
  y[i]   = 67.3000;
  t[i++] = 0.6250;
  y[i]   = 60.8000;
  t[i++] = 0.7500;
  y[i]   = 55.5000;
  t[i++] = 0.8750;
  y[i]   = 50.3000;
  t[i++] = 1.0000;
  y[i]   = 41.0000;
  t[i++] = 1.2500;
  y[i]   = 29.4000;
  t[i++] = 1.7500;
  y[i]   = 20.4000;
  t[i++] = 2.2500;
  y[i]   = 29.3625;
  t[i++] = 1.7500;
  y[i]   = 21.1500;
  t[i++] = 2.2500;
  y[i]   = 16.7625;
  t[i++] = 2.7500;
  y[i]   = 13.2000;
  t[i++] = 3.2500;
  y[i]   = 10.8750;
  t[i++] = 3.7500;
  y[i]   = 8.1750;
  t[i++] = 4.2500;
  y[i]   = 7.3500;
  t[i++] = 4.7500;
  y[i]   = 5.9625;
  t[i++] = 5.2500;
  y[i]   = 5.6250;
  t[i++] = 5.7500;
  y[i]   = 81.5000;
  t[i++] = .5000;
  y[i]   = 62.4000;
  t[i++] = .7500;
  y[i]   = 32.5000;
  t[i++] = 1.5000;
  y[i]   = 12.4100;
  t[i++] = 3.0000;
  y[i]   = 13.1200;
  t[i++] = 3.0000;
  y[i]   = 15.5600;
  t[i++] = 3.0000;
  y[i]   = 5.6300;
  t[i++] = 6.0000;
  y[i]   = 78.0000;
  t[i++] = .5000;
  y[i]   = 59.9000;
  t[i++] = .7500;
  y[i]   = 33.2000;
  t[i++] = 1.5000;
  y[i]   = 13.8400;
  t[i++] = 3.0000;
  y[i]   = 12.7500;
  t[i++] = 3.0000;
  y[i]   = 14.6200;
  t[i++] = 3.0000;
  y[i]   = 3.9400;
  t[i++] = 6.0000;
  y[i]   = 76.8000;
  t[i++] = .5000;
  y[i]   = 61.0000;
  t[i++] = .7500;
  y[i]   = 32.9000;
  t[i++] = 1.5000;
  y[i]   = 13.8700;
  t[i++] = 3.0000;
  y[i]   = 11.8100;
  t[i++] = 3.0000;
  y[i]   = 13.3100;
  t[i++] = 3.0000;
  y[i]   = 5.4400;
  t[i++] = 6.0000;
  y[i]   = 78.0000;
  t[i++] = .5000;
  y[i]   = 63.5000;
  t[i++] = .7500;
  y[i]   = 33.8000;
  t[i++] = 1.5000;
  y[i]   = 12.5600;
  t[i++] = 3.0000;
  y[i]   = 5.6300;
  t[i++] = 6.0000;
  y[i]   = 12.7500;
  t[i++] = 3.0000;
  y[i]   = 13.1200;
  t[i++] = 3.0000;
  y[i]   = 5.4400;
  t[i++] = 6.0000;
  y[i]   = 76.8000;
  t[i++] = .5000;
  y[i]   = 60.0000;
  t[i++] = .7500;
  y[i]   = 47.8000;
  t[i++] = 1.0000;
  y[i]   = 32.0000;
  t[i++] = 1.5000;
  y[i]   = 22.2000;
  t[i++] = 2.0000;
  y[i]   = 22.5700;
  t[i++] = 2.0000;
  y[i]   = 18.8200;
  t[i++] = 2.5000;
  y[i]   = 13.9500;
  t[i++] = 3.0000;
  y[i]   = 11.2500;
  t[i++] = 4.0000;
  y[i]   = 9.0000;
  t[i++] = 5.0000;
  y[i]   = 6.6700;
  t[i++] = 6.0000;
  y[i]   = 75.8000;
  t[i++] = .5000;
  y[i]   = 62.0000;
  t[i++] = .7500;
  y[i]   = 48.8000;
  t[i++] = 1.0000;
  y[i]   = 35.2000;
  t[i++] = 1.5000;
  y[i]   = 20.0000;
  t[i++] = 2.0000;
  y[i]   = 20.3200;
  t[i++] = 2.0000;
  y[i]   = 19.3100;
  t[i++] = 2.5000;
  y[i]   = 12.7500;
  t[i++] = 3.0000;
  y[i]   = 10.4200;
  t[i++] = 4.0000;
  y[i]   = 7.3100;
  t[i++] = 5.0000;
  y[i]   = 7.4200;
  t[i++] = 6.0000;
  y[i]   = 70.5000;
  t[i++] = .5000;
  y[i]   = 59.5000;
  t[i++] = .7500;
  y[i]   = 48.5000;
  t[i++] = 1.0000;
  y[i]   = 35.8000;
  t[i++] = 1.5000;
  y[i]   = 21.0000;
  t[i++] = 2.0000;
  y[i]   = 21.6700;
  t[i++] = 2.0000;
  y[i]   = 21.0000;
  t[i++] = 2.5000;
  y[i]   = 15.6400;
  t[i++] = 3.0000;
  y[i]   = 8.1700;
  t[i++] = 4.0000;
  y[i]   = 8.5500;
  t[i++] = 5.0000;
  y[i]   = 10.1200;
  t[i++] = 6.0000;
  y[i]   = 78.0000;
  t[i++] = .5000;
  y[i]   = 66.0000;
  t[i++] = .6250;
  y[i]   = 62.0000;
  t[i++] = .7500;
  y[i]   = 58.0000;
  t[i++] = .8750;
  y[i]   = 47.7000;
  t[i++] = 1.0000;
  y[i]   = 37.8000;
  t[i++] = 1.2500;
  y[i]   = 20.2000;
  t[i++] = 2.2500;
  y[i]   = 21.0700;
  t[i++] = 2.2500;
  y[i]   = 13.8700;
  t[i++] = 2.7500;
  y[i]   = 9.6700;
  t[i++] = 3.2500;
  y[i]   = 7.7600;
  t[i++] = 3.7500;
  y[i]   = 5.4400;
  t[i++] = 4.2500;
  y[i]   = 4.8700;
  t[i++] = 4.7500;
  y[i]   = 4.0100;
  t[i++] = 5.2500;
  y[i]   = 3.7500;
  t[i++] = 5.7500;
  y[i]   = 24.1900;
  t[i++] = 3.0000;
  y[i]   = 25.7600;
  t[i++] = 3.0000;
  y[i]   = 18.0700;
  t[i++] = 3.0000;
  y[i]   = 11.8100;
  t[i++] = 3.0000;
  y[i]   = 12.0700;
  t[i++] = 3.0000;
  y[i]   = 16.1200;
  t[i++] = 3.0000;
  y[i]   = 70.8000;
  t[i++] = .5000;
  y[i]   = 54.7000;
  t[i++] = .7500;
  y[i]   = 48.0000;
  t[i++] = 1.0000;
  y[i]   = 39.8000;
  t[i++] = 1.5000;
  y[i]   = 29.8000;
  t[i++] = 2.0000;
  y[i]   = 23.7000;
  t[i++] = 2.5000;
  y[i]   = 29.6200;
  t[i++] = 2.0000;
  y[i]   = 23.8100;
  t[i++] = 2.5000;
  y[i]   = 17.7000;
  t[i++] = 3.0000;
  y[i]   = 11.5500;
  t[i++] = 4.0000;
  y[i]   = 12.0700;
  t[i++] = 5.0000;
  y[i]   = 8.7400;
  t[i++] = 6.0000;
  y[i]   = 80.7000;
  t[i++] = .5000;
  y[i]   = 61.3000;
  t[i++] = .7500;
  y[i]   = 47.5000;
  t[i++] = 1.0000;
  y[i]   = 29.0000;
  t[i++] = 1.5000;
  y[i]   = 24.0000;
  t[i++] = 2.0000;
  y[i]   = 17.7000;
  t[i++] = 2.5000;
  y[i]   = 24.5600;
  t[i++] = 2.0000;
  y[i]   = 18.6700;
  t[i++] = 2.5000;
  y[i]   = 16.2400;
  t[i++] = 3.0000;
  y[i]   = 8.7400;
  t[i++] = 4.0000;
  y[i]   = 7.8700;
  t[i++] = 5.0000;
  y[i]   = 8.5100;
  t[i++] = 6.0000;
  y[i]   = 66.7000;
  t[i++] = .5000;
  y[i]   = 59.2000;
  t[i++] = .7500;
  y[i]   = 40.8000;
  t[i++] = 1.0000;
  y[i]   = 30.7000;
  t[i++] = 1.5000;
  y[i]   = 25.7000;
  t[i++] = 2.0000;
  y[i]   = 16.3000;
  t[i++] = 2.5000;
  y[i]   = 25.9900;
  t[i++] = 2.0000;
  y[i]   = 16.9500;
  t[i++] = 2.5000;
  y[i]   = 13.3500;
  t[i++] = 3.0000;
  y[i]   = 8.6200;
  t[i++] = 4.0000;
  y[i]   = 7.2000;
  t[i++] = 5.0000;
  y[i]   = 6.6400;
  t[i++] = 6.0000;
  y[i]   = 13.6900;
  t[i++] = 3.0000;
  y[i]   = 81.0000;
  t[i++] = .5000;
  y[i]   = 64.5000;
  t[i++] = .7500;
  y[i]   = 35.5000;
  t[i++] = 1.5000;
  y[i]   = 13.3100;
  t[i++] = 3.0000;
  y[i]   = 4.8700;
  t[i++] = 6.0000;
  y[i]   = 12.9400;
  t[i++] = 3.0000;
  y[i]   = 5.0600;
  t[i++] = 6.0000;
  y[i]   = 15.1900;
  t[i++] = 3.0000;
  y[i]   = 14.6200;
  t[i++] = 3.0000;
  y[i]   = 15.6400;
  t[i++] = 3.0000;
  y[i]   = 25.5000;
  t[i++] = 1.7500;
  y[i]   = 25.9500;
  t[i++] = 1.7500;
  y[i]   = 81.7000;
  t[i++] = .5000;
  y[i]   = 61.6000;
  t[i++] = .7500;
  y[i]   = 29.8000;
  t[i++] = 1.7500;
  y[i]   = 29.8100;
  t[i++] = 1.7500;
  y[i]   = 17.1700;
  t[i++] = 2.7500;
  y[i]   = 10.3900;
  t[i++] = 3.7500;
  y[i]   = 28.4000;
  t[i++] = 1.7500;
  y[i]   = 28.6900;
  t[i++] = 1.7500;
  y[i]   = 81.3000;
  t[i++] = .5000;
  y[i]   = 60.9000;
  t[i++] = .7500;
  y[i]   = 16.6500;
  t[i++] = 2.7500;
  y[i]   = 10.0500;
  t[i++] = 3.7500;
  y[i]   = 28.9000;
  t[i++] = 1.7500;
  y[i]   = 28.9500;
  t[i++] = 1.7500;
  PetscFunctionReturn(PETSC_SUCCESS);
}

PetscErrorCode TaskWorker(AppCtx *user)
{
  PetscReal   x[NPARAMETERS], f = 0.0;
  PetscMPIInt tag = IDLE_TAG;
  PetscInt    index;
  MPI_Status  status;

  PetscFunctionBegin;
  /* Send check-in message to rank-0 */

  PetscCallMPI(MPI_Send(&f, 1, MPIU_REAL, 0, IDLE_TAG, PETSC_COMM_WORLD));
  while (tag != DIE_TAG) {
    PetscCallMPI(MPI_Recv(x, NPARAMETERS, MPIU_REAL, 0, MPI_ANY_TAG, PETSC_COMM_WORLD, &status));
    tag = status.MPI_TAG;
    if (tag == IDLE_TAG) {
      PetscCallMPI(MPI_Send(&f, 1, MPIU_REAL, 0, IDLE_TAG, PETSC_COMM_WORLD));
    } else if (tag != DIE_TAG) {
      index = (PetscInt)tag;
      PetscCall(RunSimulation(x, index, &f, user));
      PetscCallMPI(MPI_Send(&f, 1, MPIU_REAL, 0, tag, PETSC_COMM_WORLD));
    }
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

PetscErrorCode RunSimulation(PetscReal *x, PetscInt i, PetscReal *f, AppCtx *user)
{
  PetscReal *t = user->t;
  PetscReal *y = user->y;

  PetscFunctionBeginUser;
#if defined(PETSC_USE_REAL_SINGLE)
  *f = y[i] - exp(-x[0] * t[i]) / (x[1] + x[2] * t[i]); /* expf() for single-precision breaks this example on Freebsd, Valgrind errors on Linux */
#else
  *f = y[i] - PetscExpScalar(-x[0] * t[i]) / (x[1] + x[2] * t[i]);
#endif
  PetscFunctionReturn(PETSC_SUCCESS);
}

PetscErrorCode StopWorkers(AppCtx *user)
{
  PetscInt   checkedin;
  MPI_Status status;
  PetscReal  f, x[NPARAMETERS];

  PetscFunctionBeginUser;
  checkedin = 0;
  while (checkedin < user->size - 1) {
    PetscCallMPI(MPI_Recv(&f, 1, MPIU_REAL, MPI_ANY_SOURCE, MPI_ANY_TAG, PETSC_COMM_WORLD, &status));
    checkedin++;
    PetscCall(PetscArrayzero(x, NPARAMETERS));
    PetscCallMPI(MPI_Send(x, NPARAMETERS, MPIU_REAL, status.MPI_SOURCE, DIE_TAG, PETSC_COMM_WORLD));
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*TEST

   build:
      requires: !complex

   test:
      nsize: 3
      requires: !single
      args: -tao_monitor_short -tao_max_it 100 -tao_type pounders -tao_gatol 1.e-5

TEST*/