Actual source code: rosenbrock2.c
1: /* Program usage: mpiexec -n 1 rosenbrock2 [-help] [all TAO options] */
3: /* Include "petsctao.h" so we can use TAO solvers. */
4: #include <petsctao.h>
6: static char help[] = "This example demonstrates use of the TAO package to \n\
7: solve an unconstrained minimization problem on a single processor. We \n\
8: minimize the extended Rosenbrock function: \n\
9: sum_{i=0}^{n/2-1} (alpha*(x_{2i+1}-x_{2i}^2)^2 + (1-x_{2i})^2) \n\
10: or the chained Rosenbrock function:\n\
11: sum_{i=0}^{n-1} alpha*(x_{i+1} - x_i^2)^2 + (1 - x_i)^2\n";
13: /*
14: User-defined application context - contains data needed by the
15: application-provided call-back routines that evaluate the function,
16: gradient, and hessian.
17: */
18: typedef struct {
19: PetscInt n; /* dimension */
20: PetscReal alpha; /* condition parameter */
21: PetscBool chained;
22: } AppCtx;
24: /* -------------- User-defined routines ---------- */
25: PetscErrorCode FormFunctionGradient(Tao, Vec, PetscReal *, Vec, void *);
26: PetscErrorCode FormHessian(Tao, Vec, Mat, Mat, void *);
28: int main(int argc, char **argv)
29: {
30: PetscReal zero = 0.0;
31: Vec x; /* solution vector */
32: Mat H;
33: Tao tao; /* Tao solver context */
34: PetscBool flg, test_lmvm = PETSC_FALSE;
35: PetscMPIInt size; /* number of processes running */
36: AppCtx user; /* user-defined application context */
37: TaoConvergedReason reason;
38: PetscInt its, recycled_its = 0, oneshot_its = 0;
40: /* Initialize TAO and PETSc */
41: PetscFunctionBeginUser;
42: PetscCall(PetscInitialize(&argc, &argv, NULL, help));
43: PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size));
44: PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "Incorrect number of processors");
46: /* Initialize problem parameters */
47: user.n = 2;
48: user.alpha = 99.0;
49: user.chained = PETSC_FALSE;
50: /* Check for command line arguments to override defaults */
51: PetscCall(PetscOptionsGetInt(NULL, NULL, "-n", &user.n, &flg));
52: PetscCall(PetscOptionsGetReal(NULL, NULL, "-alpha", &user.alpha, &flg));
53: PetscCall(PetscOptionsGetBool(NULL, NULL, "-chained", &user.chained, &flg));
54: PetscCall(PetscOptionsGetBool(NULL, NULL, "-test_lmvm", &test_lmvm, &flg));
56: /* Allocate vectors for the solution and gradient */
57: PetscCall(VecCreateSeq(PETSC_COMM_SELF, user.n, &x));
58: PetscCall(MatCreateSeqBAIJ(PETSC_COMM_SELF, 2, user.n, user.n, 1, NULL, &H));
60: /* The TAO code begins here */
62: /* Create TAO solver with desired solution method */
63: PetscCall(TaoCreate(PETSC_COMM_SELF, &tao));
64: PetscCall(TaoSetType(tao, TAOLMVM));
66: /* Set solution vec and an initial guess */
67: PetscCall(VecSet(x, zero));
68: PetscCall(TaoSetSolution(tao, x));
70: /* Set routines for function, gradient, hessian evaluation */
71: PetscCall(TaoSetObjectiveAndGradient(tao, NULL, FormFunctionGradient, &user));
72: PetscCall(TaoSetHessian(tao, H, H, FormHessian, &user));
74: /* Check for TAO command line options */
75: PetscCall(TaoSetFromOptions(tao));
77: /* Solve the problem */
78: PetscCall(TaoSetTolerances(tao, 1.e-5, 0.0, 0.0));
79: PetscCall(TaoSetMaximumIterations(tao, 5));
80: PetscCall(TaoLMVMRecycle(tao, PETSC_TRUE));
81: reason = TAO_CONTINUE_ITERATING;
82: while (reason != TAO_CONVERGED_GATOL) {
83: PetscCall(TaoSolve(tao));
84: PetscCall(TaoGetConvergedReason(tao, &reason));
85: PetscCall(TaoGetIterationNumber(tao, &its));
86: recycled_its += its;
87: PetscCall(PetscPrintf(PETSC_COMM_SELF, "-----------------------\n"));
88: }
90: /* Disable recycling and solve again! */
91: PetscCall(TaoSetMaximumIterations(tao, 100));
92: PetscCall(TaoLMVMRecycle(tao, PETSC_FALSE));
93: PetscCall(VecSet(x, zero));
94: PetscCall(TaoSolve(tao));
95: PetscCall(TaoGetConvergedReason(tao, &reason));
96: PetscCheck(reason == TAO_CONVERGED_GATOL, PETSC_COMM_SELF, PETSC_ERR_NOT_CONVERGED, "Solution failed to converge!");
97: PetscCall(TaoGetIterationNumber(tao, &oneshot_its));
98: PetscCall(PetscPrintf(PETSC_COMM_SELF, "-----------------------\n"));
99: PetscCall(PetscPrintf(PETSC_COMM_SELF, "recycled its: %" PetscInt_FMT " | oneshot its: %" PetscInt_FMT "\n", recycled_its, oneshot_its));
100: PetscCheck(recycled_its == oneshot_its, PETSC_COMM_SELF, PETSC_ERR_NOT_CONVERGED, "LMVM recycling does not work!");
102: PetscCall(TaoDestroy(&tao));
103: PetscCall(VecDestroy(&x));
104: PetscCall(MatDestroy(&H));
106: PetscCall(PetscFinalize());
107: return 0;
108: }
110: /* -------------------------------------------------------------------- */
111: /*
112: FormFunctionGradient - Evaluates the function, f(X), and gradient, G(X).
114: Input Parameters:
115: . tao - the Tao context
116: . X - input vector
117: . ptr - optional user-defined context, as set by TaoSetFunctionGradient()
119: Output Parameters:
120: . G - vector containing the newly evaluated gradient
121: . f - function value
123: Note:
124: Some optimization methods ask for the function and the gradient evaluation
125: at the same time. Evaluating both at once may be more efficient that
126: evaluating each separately.
127: */
128: PetscErrorCode FormFunctionGradient(Tao tao, Vec X, PetscReal *f, Vec G, void *ptr)
129: {
130: AppCtx *user = (AppCtx *)ptr;
131: PetscInt i, nn = user->n / 2;
132: PetscReal ff = 0, t1, t2, alpha = user->alpha;
133: PetscScalar *g;
134: const PetscScalar *x;
136: PetscFunctionBeginUser;
137: /* Get pointers to vector data */
138: PetscCall(VecGetArrayRead(X, &x));
139: PetscCall(VecGetArray(G, &g));
141: /* Compute G(X) */
142: if (user->chained) {
143: g[0] = 0;
144: for (i = 0; i < user->n - 1; i++) {
145: t1 = x[i + 1] - x[i] * x[i];
146: ff += PetscSqr(1 - x[i]) + alpha * t1 * t1;
147: g[i] += -2 * (1 - x[i]) + 2 * alpha * t1 * (-2 * x[i]);
148: g[i + 1] = 2 * alpha * t1;
149: }
150: } else {
151: for (i = 0; i < nn; i++) {
152: t1 = x[2 * i + 1] - x[2 * i] * x[2 * i];
153: t2 = 1 - x[2 * i];
154: ff += alpha * t1 * t1 + t2 * t2;
155: g[2 * i] = -4 * alpha * t1 * x[2 * i] - 2.0 * t2;
156: g[2 * i + 1] = 2 * alpha * t1;
157: }
158: }
160: /* Restore vectors */
161: PetscCall(VecRestoreArrayRead(X, &x));
162: PetscCall(VecRestoreArray(G, &g));
163: *f = ff;
165: PetscCall(PetscLogFlops(15.0 * nn));
166: PetscFunctionReturn(PETSC_SUCCESS);
167: }
169: /* ------------------------------------------------------------------- */
170: /*
171: FormHessian - Evaluates Hessian matrix.
173: Input Parameters:
174: . tao - the Tao context
175: . x - input vector
176: . ptr - optional user-defined context, as set by TaoSetHessian()
178: Output Parameters:
179: . H - Hessian matrix
181: Note: Providing the Hessian may not be necessary. Only some solvers
182: require this matrix.
183: */
184: PetscErrorCode FormHessian(Tao tao, Vec X, Mat H, Mat Hpre, void *ptr)
185: {
186: AppCtx *user = (AppCtx *)ptr;
187: PetscInt i, ind[2];
188: PetscReal alpha = user->alpha;
189: PetscReal v[2][2];
190: const PetscScalar *x;
191: PetscBool assembled;
193: PetscFunctionBeginUser;
194: /* Zero existing matrix entries */
195: PetscCall(MatAssembled(H, &assembled));
196: if (assembled) PetscCall(MatZeroEntries(H));
198: /* Get a pointer to vector data */
199: PetscCall(VecGetArrayRead(X, &x));
201: /* Compute H(X) entries */
202: if (user->chained) {
203: PetscCall(MatZeroEntries(H));
204: for (i = 0; i < user->n - 1; i++) {
205: PetscScalar t1 = x[i + 1] - x[i] * x[i];
206: v[0][0] = 2 + 2 * alpha * (t1 * (-2) - 2 * x[i]);
207: v[0][1] = 2 * alpha * (-2 * x[i]);
208: v[1][0] = 2 * alpha * (-2 * x[i]);
209: v[1][1] = 2 * alpha * t1;
210: ind[0] = i;
211: ind[1] = i + 1;
212: PetscCall(MatSetValues(H, 2, ind, 2, ind, v[0], ADD_VALUES));
213: }
214: } else {
215: for (i = 0; i < user->n / 2; i++) {
216: v[1][1] = 2 * alpha;
217: v[0][0] = -4 * alpha * (x[2 * i + 1] - 3 * x[2 * i] * x[2 * i]) + 2;
218: v[1][0] = v[0][1] = -4.0 * alpha * x[2 * i];
219: ind[0] = 2 * i;
220: ind[1] = 2 * i + 1;
221: PetscCall(MatSetValues(H, 2, ind, 2, ind, v[0], INSERT_VALUES));
222: }
223: }
224: PetscCall(VecRestoreArrayRead(X, &x));
226: /* Assemble matrix */
227: PetscCall(MatAssemblyBegin(H, MAT_FINAL_ASSEMBLY));
228: PetscCall(MatAssemblyEnd(H, MAT_FINAL_ASSEMBLY));
229: PetscCall(PetscLogFlops(9.0 * user->n / 2.0));
230: PetscFunctionReturn(PETSC_SUCCESS);
231: }
233: /*TEST
235: build:
236: requires: !complex
238: test:
239: args: -tao_type lmvm -tao_monitor
240: requires: !single
242: TEST*/