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// Copyright (C) 2014 Tianyi Li
//
// This file is part of DOLFIN.
//
// DOLFIN is free software: you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// DOLFIN is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with DOLFIN. If not, see <http://www.gnu.org/licenses/>.
//
// First added: 2014-06-22
// Last changed: 2014-07-27
#ifdef HAS_PETSC
#include <map>
#include <string>
#include <utility>
#include <petscsys.h>
#include <petscversion.h>
#include <dolfin/common/MPI.h>
#include <dolfin/common/Timer.h>
#include <dolfin/la/KrylovSolver.h>
#include <dolfin/la/PETScKrylovSolver.h>
#include <dolfin/la/PETScMatrix.h>
#include <dolfin/la/PETScLUSolver.h>
#include <dolfin/la/PETScPreconditioner.h>
#include <dolfin/la/PETScVector.h>
#include "OptimisationProblem.h"
#include "PETScTAOSolver.h"
using namespace dolfin;
//-----------------------------------------------------------------------------
const std::map<std::string, std::pair<std::string, const TaoType>>
PETScTAOSolver::_methods
= { {"default", {"Default TAO method (ntl or tron)", TAOTRON}},
{"tron", {"Newton Trust Region method", TAOTRON}},
{"bqpip", {"Interior-Point Newton's method", TAOBQPIP}},
{"gpcg", {"Gradient projection conjugate gradient method", TAOGPCG}},
{"blmvm", {"Limited memory variable metric method", TAOBLMVM}},
{"nls", {"Newton's method with line search", TAONLS}},
{"ntr", {"Newton's method with trust region", TAONTR}},
{"ntl", {"Newton's method with trust region and line search", TAONTL}},
{"cg", {"Nonlinear conjugate gradient method", TAOCG}},
{"nm", {"Nelder-Mead algorithm", TAONM}} };
//-----------------------------------------------------------------------------
std::vector<std::pair<std::string, std::string>> PETScTAOSolver::methods()
{
std::vector<std::pair<std::string, std::string>> available_methods;
for (auto it = _methods.begin(); it != _methods.end(); ++it)
available_methods.push_back(std::make_pair(it->first, it->second.first));
return available_methods;
}
//-----------------------------------------------------------------------------
Parameters PETScTAOSolver::default_parameters()
{
Parameters p("tao_solver");
p.add("monitor_convergence" , false);
p.add("report" , false);
p.add("gradient_absolute_tol" , 1.0e-08);
p.add("gradient_relative_tol" , 1.0e-08);
p.add("gradient_t_tol" , 0.0);
p.add("error_on_nonconvergence", true);
p.add("maximum_iterations" , 100);
p.add("options_prefix" , "default");
p.add("method" , "default");
p.add("linear_solver" , "default");
p.add("preconditioner" , "default");
std::set<std::string> line_searches = {"default", "unit", "more-thuente",
"gpcg", "armijo", "owarmijo", "ipm"};
p.add("line_search", "default", line_searches);
p.add(KrylovSolver::default_parameters());
return p;
}
//-----------------------------------------------------------------------------
PETScTAOSolver::PETScTAOSolver(MPI_Comm comm,
std::string tao_type,
std::string ksp_type,
std::string pc_type)
: _tao(nullptr), _has_bounds(false), _matH(comm), _matP(comm)
{
// Create TAO object
PetscErrorCode ierr = TaoCreate(comm, &_tao);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoCreate");
// Set Hessian and preconditioner only once
ierr = TaoSetHessianRoutine(_tao, _matH.mat(), _matP.mat(), nullptr, nullptr);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetHessianRoutine");
// Set parameter values
parameters = default_parameters();
// Update parameters when tao/ksp/pc_types are explictly given
update_parameters(tao_type, ksp_type, pc_type);
}
//-----------------------------------------------------------------------------
PETScTAOSolver::PETScTAOSolver(std::string tao_type,
std::string ksp_type,
std::string pc_type)
: PETScTAOSolver(MPI_COMM_WORLD, tao_type, ksp_type, pc_type) { }
//-----------------------------------------------------------------------------
PETScTAOSolver::~PETScTAOSolver()
{
if (_tao)
TaoDestroy(&_tao);
}
//-----------------------------------------------------------------------------
void PETScTAOSolver::update_parameters(std::string tao_type,
std::string ksp_type,
std::string pc_type)
{
// Update parameters when tao/ksp/pc_types are explictly given
if (tao_type != "default")
parameters["method"] = tao_type;
if (ksp_type != "default")
parameters["linear_solver"] = ksp_type;
if (pc_type != "default")
parameters["preconditioner"] = pc_type;
}
//-----------------------------------------------------------------------------
void PETScTAOSolver::set_tao(const std::string tao_type)
{
dolfin_assert(_tao);
PetscErrorCode ierr;
// Check that the requested method is known
if (_methods.count(tao_type) == 0)
{
dolfin_error("PETScTAOSolver.cpp",
"set PETSc TAO solver",
"Unknown TAO method \"%s\"", tao_type.c_str());
}
// In case of an unconstrained minimisation problem, set the TAO
// method to TAONTL
if (!_has_bounds && tao_type == "default")
{
ierr = TaoSetType(_tao, TAONTL);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetType");
}
else
{
// Set solver type
std::map<std::string, std::pair<std::string,
const TaoType>>::const_iterator it;
it = _methods.find(tao_type);
dolfin_assert(it != _methods.end());
ierr = TaoSetType(_tao, it->second.second);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetType");
}
}
//-----------------------------------------------------------------------------
MPI_Comm PETScTAOSolver::mpi_comm() const
{
dolfin_assert(_tao);
MPI_Comm mpi_comm = MPI_COMM_NULL;
PetscObjectGetComm((PetscObject)_tao, &mpi_comm);
return mpi_comm;
}
//-----------------------------------------------------------------------------
std::pair<std::size_t, bool>
PETScTAOSolver::solve(OptimisationProblem& optimisation_problem,
GenericVector& x,
const GenericVector& lb,
const GenericVector& ub)
{
// Bound-constrained minimisation problem
_has_bounds = true;
return solve(optimisation_problem, as_type<PETScVector>(x),
as_type<const PETScVector>(lb), as_type<const PETScVector>(ub));
}
//-----------------------------------------------------------------------------
std::pair<std::size_t, bool>
PETScTAOSolver::solve(OptimisationProblem& optimisation_problem,
GenericVector& x)
{
// Unconstrained minimisation problem
_has_bounds = false;
PETScVector lb(this->mpi_comm());
PETScVector ub(this->mpi_comm());
return solve(optimisation_problem, as_type<PETScVector>(x), lb, ub);
}
//-----------------------------------------------------------------------------
void PETScTAOSolver::init(OptimisationProblem& optimisation_problem,
PETScVector& x)
{
// Unconstrained minimisation problem
_has_bounds = false;
PETScVector lb(this->mpi_comm());
PETScVector ub(this->mpi_comm());
init(optimisation_problem, as_type<PETScVector>(x), lb, ub);
}
//-----------------------------------------------------------------------------
void PETScTAOSolver::init(OptimisationProblem& optimisation_problem,
PETScVector& x,
const PETScVector& lb,
const PETScVector& ub)
{
Timer timer("PETSc TAO solver init");
PetscErrorCode ierr;
// Form the optimisation problem object
_tao_ctx.optimisation_problem = &optimisation_problem;
// Set TAO/KSP parameters
set_tao_options();
set_ksp_options();
// Set initial vector
ierr = TaoSetInitialVector(_tao, x.vec());
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetInitialVector");
// Set the bounds in case of a bound-constrained minimisation problem
if (_has_bounds)
{
ierr = TaoSetVariableBounds(_tao, lb.vec(), ub.vec());
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetVariableBounds");
}
// Set the objective function, gradient and Hessian evaluation routines
ierr = TaoSetObjectiveAndGradientRoutine(_tao, FormFunctionGradient, &_tao_ctx);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetObjectiveAndGradientRoutine");
ierr = TaoSetHessianRoutine(_tao, nullptr, nullptr, FormHessian, &_tao_ctx);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetHessianRoutine");
// Clear previous monitors
ierr = TaoCancelMonitors(_tao);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoCancelMonitors");
// Set the monitor
if (parameters["monitor_convergence"])
{
ierr = TaoSetMonitor(_tao,
#if PETSC_VERSION_MAJOR == 3 && PETSC_VERSION_MINOR <= 8 && PETSC_VERSION_RELEASE == 1
TaoDefaultMonitor,
#else
TaoMonitorDefault,
#endif
PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)_tao)),
NULL);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetMonitor");
}
// Check for any TAO command line options
std::string prefix = std::string(parameters["options_prefix"]);
if (prefix != "default")
{
// Make sure that the prefix has a '_' at the end if the user
// didn't provide it
char lastchar = *prefix.rbegin();
if (lastchar != '_')
prefix += "_";
ierr = TaoSetOptionsPrefix(_tao, prefix.c_str());
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetOptionsPrefix");
}
ierr = TaoSetFromOptions(_tao);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetFromOptions");
// Set the convergence test
ierr = TaoSetConvergenceTest(_tao, TaoConvergenceTest, this);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetConvergenceTest");
}
//-----------------------------------------------------------------------------
std::pair<std::size_t, bool>
PETScTAOSolver::solve(OptimisationProblem& optimisation_problem,
PETScVector& x,
const PETScVector& lb,
const PETScVector& ub)
{
Timer timer("PETSc TAO solver execution");
PetscErrorCode ierr;
// Initialise the TAO solver
PETScVector x_copy(x);
init(optimisation_problem, x_copy, lb, ub);
// Solve
ierr = TaoSolve(_tao);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSolve");
// Get the solution vector
x.zero();
x.axpy(1.0, x_copy);
// Update ghost values
x.update_ghost_values();
// Print the report on convergence and methods used
if (parameters["report"])
{
ierr = TaoView(_tao, PETSC_VIEWER_STDOUT_WORLD);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoView");
}
// Check for convergence
TaoConvergedReason reason;
ierr = TaoGetConvergedReason(_tao, &reason);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoGetConvergedReason");
// Get the number of iterations
PetscInt its = 0;
ierr = TaoGetIterationNumber(_tao, &its);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoGetIterationNumber");
// Report number of iterations
if (reason >= 0)
log(PROGRESS, "TAO solver converged\n");
else
{
bool error_on_nonconvergence = parameters["error_on_nonconvergence"];
if (error_on_nonconvergence)
{
ierr = TaoView(_tao, PETSC_VIEWER_STDOUT_WORLD);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoView");
dolfin_error("PETScTAOSolver.cpp",
"solve nonlinear optimisation problem",
"Solution failed to converge in %i iterations (TAO reason %d)",
its, reason);
}
else
{
log(WARNING, "TAO solver failed to converge. Try a different TAO method" \
" or adjust some parameters.");
}
}
return std::make_pair(its, reason > 0);
}
//-----------------------------------------------------------------------------
PetscErrorCode PETScTAOSolver::FormFunctionGradient(Tao tao, Vec x,
PetscReal *fobj, Vec g,
void *ctx)
{
// Get the optimisation problem object
struct tao_ctx_t tao_ctx = *(struct tao_ctx_t*) ctx;
OptimisationProblem* optimisation_problem = tao_ctx.optimisation_problem;
// Wrap the PETSc objects
PETScVector x_wrap(x);
PETScVector g_wrap(g);
// Compute the objective function f and its gradient g = f'
PETScMatrix H(x_wrap.mpi_comm());
PETScMatrix P(x_wrap.mpi_comm());
*fobj = optimisation_problem->f(x_wrap);
optimisation_problem->form(H, P, g_wrap, x_wrap);
optimisation_problem->F(g_wrap, x_wrap);
return 0;
}
//-----------------------------------------------------------------------------
PetscErrorCode PETScTAOSolver::FormHessian(Tao tao, Vec x, Mat H, Mat P,
void *ctx)
{
// Get the optimisation problem object
struct tao_ctx_t tao_ctx = *(struct tao_ctx_t*) ctx;
OptimisationProblem* optimisation_problem = tao_ctx.optimisation_problem;
// Wrap the PETSc objects
PETScMatrix H_wrap(H);
PETScMatrix P_wrap(P);
PETScVector x_wrap(x);
// Compute the hessian H(x) = f''(x)
PETScVector g(x_wrap.mpi_comm());
optimisation_problem->form(H_wrap, P_wrap, g, x_wrap);
optimisation_problem->J(H_wrap, x_wrap);
if (H != P)
optimisation_problem->J_pc(P_wrap, x_wrap);
// Use Hessian as preconditioner if not provided
if (P_wrap.empty())
{
log(TRACE, "TAO FormHessian: using Hessian as preconditioner matrix");
PetscErrorCode ierr = TaoSetHessianRoutine(tao, nullptr, H,
nullptr, nullptr);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetHessianRoutine");
}
return 0;
}
//-----------------------------------------------------------------------------
PetscErrorCode PETScTAOSolver::TaoConvergenceTest(Tao tao, void *ctx)
{
PetscInt its;
PetscReal f, gnorm, cnorm, xdiff;
TaoConvergedReason reason;
PetscErrorCode ierr;
ierr = TaoGetSolutionStatus(tao, &its, &f, &gnorm, &cnorm, &xdiff, &reason);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoGetSolutionStatus");
// We enforce Tao to do at least one iteration
if (its < 1)
{
ierr = TaoSetConvergedReason(tao, TAO_CONTINUE_ITERATING);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetConvergedReason");
}
else
{
ierr = TaoDefaultConvergenceTest(tao, &ctx);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoDefaultConvergenceTest");
}
return 0;
}
//------------------------------------------------------------------------------
void PETScTAOSolver::set_tao_options()
{
dolfin_assert(_tao);
PetscErrorCode ierr;
// Set the TAO solver
set_tao(parameters["method"]);
// Set tolerances
ierr = TaoSetTolerances(_tao, parameters["gradient_absolute_tol"],
parameters["gradient_relative_tol"],
parameters["gradient_t_tol"]);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetTolerances");
// Set TAO solver maximum iterations
int maxits = parameters["maximum_iterations"];
ierr = TaoSetMaximumIterations(_tao, maxits);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoSetMaximumIterations");
// Set TAO line search
const std::string line_search_type = parameters["line_search"];
if (line_search_type != "default")
{
TaoLineSearch linesearch;
ierr = TaoGetLineSearch(_tao, &linesearch);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoGetLineSearch");
ierr = TaoLineSearchSetType(linesearch, line_search_type.c_str());
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoLineSearchSetType");
}
}
//-----------------------------------------------------------------------------
void PETScTAOSolver::set_ksp_options()
{
dolfin_assert(_tao);
PetscErrorCode ierr;
KSP ksp;
ierr = TaoGetKSP(_tao, &ksp);
if (ierr != 0) petsc_error(ierr, __FILE__, "TaoGetKSP");
const std::string ksp_type = parameters["linear_solver"];
const std::string pc_type = parameters["preconditioner"];
// Set the KSP solver and its options
if (ksp)
{
PC pc;
ierr = KSPGetPC(ksp, &pc);
if (ierr != 0) petsc_error(ierr, __FILE__, "KSPGetPC");
if (ksp_type == "default")
{
// Do nothing
}
// Set type for iterative Krylov solver
else if (PETScKrylovSolver::_methods.count(ksp_type) != 0)
{
std::map<std::string, const KSPType>::const_iterator ksp_pair
= PETScKrylovSolver::_methods.find(ksp_type);
dolfin_assert(ksp_pair != PETScKrylovSolver::_methods.end());
ierr = KSPSetType(ksp, ksp_pair->second);
if (ierr != 0) petsc_error(ierr, __FILE__, "KSPSetType");
if (pc_type != "default")
{
std::map<std::string, const PCType>::const_iterator pc_pair
= PETScPreconditioner::_methods.find(pc_type);
dolfin_assert(pc_pair != PETScPreconditioner::_methods.end());
ierr = PCSetType(pc, pc_pair->second);
if (ierr != 0) petsc_error(ierr, __FILE__, "PCSetType");
}
}
else if (ksp_type == "lu" || PETScLUSolver::lumethods.count(ksp_type) != 0)
{
std::string lu_method;
if (PETScLUSolver::lumethods.find(ksp_type) != PETScLUSolver::lumethods.end())
{
lu_method = ksp_type;
}
else
{
MPI_Comm comm = MPI_COMM_NULL;
PetscObjectGetComm((PetscObject)_tao, &comm);
if (MPI::size(comm) == 1)
{
#if PETSC_HAVE_UMFPACK
lu_method = "umfpack";
#elif PETSC_HAVE_MUMPS
lu_method = "mumps";
#elif PETSC_HAVE_PASTIX
lu_method = "pastix";
#elif PETSC_HAVE_SUPERLU
lu_method = "superlu";
#else
lu_method = "petsc";
warning("Using PETSc native LU solver. Consider configuring PETSc with an efficient LU solver (e.g. UMFPACK, MUMPS).");
#endif
}
else
{
#if PETSC_HAVE_PASTIX
lu_method = "pastix";
#elif PETSC_HAVE_MUMPS
lu_method = "mumps";
#elif PETSC_HAVE_SUPERLU_DIST
lu_method = "superlu_dist";
#else
dolfin_error("PETScTAOSolver.cpp",
"solve linear system using PETSc LU solver",
"No suitable solver for parallel LU found. Consider configuring PETSc with MUMPS (preferred) or SuperLU_dist");
#endif
}
}
ierr = KSPSetType(ksp, KSPPREONLY);
if (ierr != 0) petsc_error(ierr, __FILE__, "KSPSetType");
ierr = PCSetType(pc, PCLU);
if (ierr != 0) petsc_error(ierr, __FILE__, "PCSetType");
std::map<std::string, const MatSolverType>::const_iterator lu_pair
= PETScLUSolver::lumethods.find(lu_method);
dolfin_assert(lu_pair != PETScLUSolver::lumethods.end());
ierr = PCFactorSetMatSolverType(pc, lu_pair->second);
if (ierr != 0) petsc_error(ierr, __FILE__, "PCFactorSetMatSolverType");
}
else // Unknown KSP method
{
dolfin_error("PETScTAOSolver.cpp",
"set linear solver options",
"Unknown KSP method \"%s\"", ksp_type.c_str());
}
// In any case, set the KSP options specified by the user
Parameters krylov_parameters = parameters("krylov_solver");
// Non-zero initial guess
bool nonzero_guess = false;
if (krylov_parameters["nonzero_initial_guess"].is_set())
nonzero_guess = krylov_parameters["nonzero_initial_guess"];
if (nonzero_guess)
{
ierr = KSPSetInitialGuessNonzero(ksp, PETSC_TRUE);
if (ierr != 0) petsc_error(ierr, __FILE__, "KSPSetInitialGuessNonzero");
}
else
{
ierr = KSPSetInitialGuessNonzero(ksp, PETSC_FALSE);
if (ierr != 0) petsc_error(ierr, __FILE__, "KSPSetInitialGuessNonzero");
}
// KSP monitor
if (krylov_parameters["monitor_convergence"].is_set())
{
if (krylov_parameters["monitor_convergence"])
{
PetscViewer viewer = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)ksp));
PetscViewerFormat format = PETSC_VIEWER_DEFAULT;
PetscViewerAndFormat *vf;
ierr = PetscViewerAndFormatCreate(viewer,format,&vf);
ierr = KSPMonitorSet(ksp,
(PetscErrorCode (*)(KSP,PetscInt,PetscReal,void*)) KSPMonitorTrueResidualNorm,
vf,
(PetscErrorCode (*)(void**))PetscViewerAndFormatDestroy);
if (ierr != 0) petsc_error(ierr, __FILE__, "KSPMonitorSet");
}
}
// Set tolerances
const double rtol = krylov_parameters["relative_tolerance"].is_set() ? (double)krylov_parameters["relative_tolerance"] : PETSC_DEFAULT;
const double atol = krylov_parameters["absolute_tolerance"].is_set() ? (double)krylov_parameters["absolute_tolerance"] : PETSC_DEFAULT;
const double dtol = krylov_parameters["divergence_limit"].is_set() ? (double)krylov_parameters["divergence_limit"] : PETSC_DEFAULT;
const int max_it = krylov_parameters["maximum_iterations"].is_set() ? (int)krylov_parameters["maximum_iterations"] : PETSC_DEFAULT;
ierr = KSPSetTolerances(ksp, rtol, atol, dtol, max_it);
if (ierr != 0) petsc_error(ierr, __FILE__, "KSPSetTolerances");
}
else
{
warning("The underlying linear solver cannot be modified for this specified TAO solver. The options are all ignored.");
}
}
//-----------------------------------------------------------------------------
#endif
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