Actual source code: admm.c

  1: #include <../src/tao/constrained/impls/admm/admm.h>
  2: #include <petsctao.h>
  3: #include <petsc/private/petscimpl.h>

  5: /* Updates terminating criteria
  6:  *
  7:  * 1  ||r_k|| = ||Ax+Bz-c|| =< catol_admm* max{||Ax||,||Bz||,||c||}
  8:  *
  9:  * 2. Updates dual residual, d_k
 10:  *
 11:  * 3. ||d_k|| = ||mu*A^T*B(z_k-z_{k-1})|| =< gatol_admm * ||A^Ty||   */

 13: static PetscBool  cited      = PETSC_FALSE;
 14: static const char citation[] = "@misc{xu2017adaptive,\n"
 15:                                "   title={Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation},\n"
 16:                                "   author={Zheng Xu and Mario A. T. Figueiredo and Xiaoming Yuan and Christoph Studer and Tom Goldstein},\n"
 17:                                "   year={2017},\n"
 18:                                "   eprint={1704.02712},\n"
 19:                                "   archivePrefix={arXiv},\n"
 20:                                "   primaryClass={cs.CV}\n"
 21:                                "}  \n";

 23: const char *const TaoADMMRegularizerTypes[] = {"REGULARIZER_USER", "REGULARIZER_SOFT_THRESH", "TaoADMMRegularizerType", "TAO_ADMM_", NULL};
 24: const char *const TaoADMMUpdateTypes[]      = {"UPDATE_BASIC", "UPDATE_ADAPTIVE", "UPDATE_ADAPTIVE_RELAXED", "TaoADMMUpdateType", "TAO_ADMM_", NULL};
 25: const char *const TaoALMMTypes[]            = {"CLASSIC", "PHR", "TaoALMMType", "TAO_ALMM_", NULL};

 27: static PetscErrorCode TaoADMMToleranceUpdate(Tao tao)
 28: {
 29:   TAO_ADMM *am = (TAO_ADMM *)tao->data;
 30:   PetscReal Axnorm, Bznorm, ATynorm, temp;
 31:   Vec       tempJR, tempL;
 32:   Tao       mis;

 34:   PetscFunctionBegin;
 35:   mis    = am->subsolverX;
 36:   tempJR = am->workJacobianRight;
 37:   tempL  = am->workLeft;
 38:   /* ATy */
 39:   PetscCall(TaoComputeJacobianEquality(mis, am->y, mis->jacobian_equality, mis->jacobian_equality_pre));
 40:   PetscCall(MatMultTranspose(mis->jacobian_equality, am->y, tempJR));
 41:   PetscCall(VecNorm(tempJR, NORM_2, &ATynorm));
 42:   /* dualres = mu * ||AT(Bz-Bzold)||_2 */
 43:   PetscCall(VecWAXPY(tempJR, -1., am->Bzold, am->Bz));
 44:   PetscCall(MatMultTranspose(mis->jacobian_equality, tempJR, tempL));
 45:   PetscCall(VecNorm(tempL, NORM_2, &am->dualres));
 46:   am->dualres *= am->mu;

 48:   /* ||Ax||_2, ||Bz||_2 */
 49:   PetscCall(VecNorm(am->Ax, NORM_2, &Axnorm));
 50:   PetscCall(VecNorm(am->Bz, NORM_2, &Bznorm));

 52:   /* Set catol to be catol_admm *  max{||Ax||,||Bz||,||c||} *
 53:    * Set gatol to be gatol_admm *  ||A^Ty|| *
 54:    * while cnorm is ||r_k||_2, and gnorm is ||d_k||_2 */
 55:   temp = am->catol_admm * PetscMax(Axnorm, (!am->const_norm) ? Bznorm : PetscMax(Bznorm, am->const_norm));
 56:   PetscCall(TaoSetConstraintTolerances(tao, temp, PETSC_DEFAULT));
 57:   PetscCall(TaoSetTolerances(tao, am->gatol_admm * ATynorm, PETSC_DEFAULT, PETSC_DEFAULT));
 58:   PetscFunctionReturn(PETSC_SUCCESS);
 59: }

 61: /* Penaly Update for Adaptive ADMM. */
 62: static PetscErrorCode AdaptiveADMMPenaltyUpdate(Tao tao)
 63: {
 64:   TAO_ADMM *am = (TAO_ADMM *)tao->data;
 65:   PetscReal ydiff_norm, yhatdiff_norm, Axdiff_norm, Bzdiff_norm, Axyhat, Bzy, a_sd, a_mg, a_k, b_sd, b_mg, b_k;
 66:   PetscBool hflag, gflag;
 67:   Vec       tempJR, tempJR2;

 69:   PetscFunctionBegin;
 70:   tempJR  = am->workJacobianRight;
 71:   tempJR2 = am->workJacobianRight2;
 72:   hflag   = PETSC_FALSE;
 73:   gflag   = PETSC_FALSE;
 74:   a_k     = -1;
 75:   b_k     = -1;

 77:   PetscCall(VecWAXPY(tempJR, -1., am->Axold, am->Ax));
 78:   PetscCall(VecWAXPY(tempJR2, -1., am->yhatold, am->yhat));
 79:   PetscCall(VecNorm(tempJR, NORM_2, &Axdiff_norm));
 80:   PetscCall(VecNorm(tempJR2, NORM_2, &yhatdiff_norm));
 81:   PetscCall(VecDot(tempJR, tempJR2, &Axyhat));

 83:   PetscCall(VecWAXPY(tempJR, -1., am->Bz0, am->Bz));
 84:   PetscCall(VecWAXPY(tempJR2, -1., am->y, am->y0));
 85:   PetscCall(VecNorm(tempJR, NORM_2, &Bzdiff_norm));
 86:   PetscCall(VecNorm(tempJR2, NORM_2, &ydiff_norm));
 87:   PetscCall(VecDot(tempJR, tempJR2, &Bzy));

 89:   if (Axyhat > am->orthval * Axdiff_norm * yhatdiff_norm + am->mueps) {
 90:     hflag = PETSC_TRUE;
 91:     a_sd  = PetscSqr(yhatdiff_norm) / Axyhat; /* alphaSD */
 92:     a_mg  = Axyhat / PetscSqr(Axdiff_norm);   /* alphaMG */
 93:     a_k   = (a_mg / a_sd) > 0.5 ? a_mg : a_sd - 0.5 * a_mg;
 94:   }
 95:   if (Bzy > am->orthval * Bzdiff_norm * ydiff_norm + am->mueps) {
 96:     gflag = PETSC_TRUE;
 97:     b_sd  = PetscSqr(ydiff_norm) / Bzy;  /* betaSD */
 98:     b_mg  = Bzy / PetscSqr(Bzdiff_norm); /* betaMG */
 99:     b_k   = (b_mg / b_sd) > 0.5 ? b_mg : b_sd - 0.5 * b_mg;
100:   }
101:   am->muold = am->mu;
102:   if (gflag && hflag) {
103:     am->mu = PetscSqrtReal(a_k * b_k);
104:   } else if (hflag) {
105:     am->mu = a_k;
106:   } else if (gflag) {
107:     am->mu = b_k;
108:   }
109:   if (am->mu > am->muold) am->mu = am->muold;
110:   if (am->mu < am->mumin) am->mu = am->mumin;
111:   PetscFunctionReturn(PETSC_SUCCESS);
112: }

114: static PetscErrorCode TaoADMMSetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType type)
115: {
116:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

118:   PetscFunctionBegin;
119:   am->regswitch = type;
120:   PetscFunctionReturn(PETSC_SUCCESS);
121: }

123: static PetscErrorCode TaoADMMGetRegularizerType_ADMM(Tao tao, TaoADMMRegularizerType *type)
124: {
125:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

127:   PetscFunctionBegin;
128:   *type = am->regswitch;
129:   PetscFunctionReturn(PETSC_SUCCESS);
130: }

132: static PetscErrorCode TaoADMMSetUpdateType_ADMM(Tao tao, TaoADMMUpdateType type)
133: {
134:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

136:   PetscFunctionBegin;
137:   am->update = type;
138:   PetscFunctionReturn(PETSC_SUCCESS);
139: }

141: static PetscErrorCode TaoADMMGetUpdateType_ADMM(Tao tao, TaoADMMUpdateType *type)
142: {
143:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

145:   PetscFunctionBegin;
146:   *type = am->update;
147:   PetscFunctionReturn(PETSC_SUCCESS);
148: }

150: /* This routine updates Jacobians with new x,z vectors,
151:  * and then updates Ax and Bz vectors, then computes updated residual vector*/
152: static PetscErrorCode ADMMUpdateConstraintResidualVector(Tao tao, Vec x, Vec z, Vec Ax, Vec Bz, Vec residual)
153: {
154:   TAO_ADMM *am = (TAO_ADMM *)tao->data;
155:   Tao       mis, reg;

157:   PetscFunctionBegin;
158:   mis = am->subsolverX;
159:   reg = am->subsolverZ;
160:   PetscCall(TaoComputeJacobianEquality(mis, x, mis->jacobian_equality, mis->jacobian_equality_pre));
161:   PetscCall(MatMult(mis->jacobian_equality, x, Ax));
162:   PetscCall(TaoComputeJacobianEquality(reg, z, reg->jacobian_equality, reg->jacobian_equality_pre));
163:   PetscCall(MatMult(reg->jacobian_equality, z, Bz));

165:   PetscCall(VecWAXPY(residual, 1., Bz, Ax));
166:   if (am->constraint != NULL) PetscCall(VecAXPY(residual, -1., am->constraint));
167:   PetscFunctionReturn(PETSC_SUCCESS);
168: }

170: /* Updates Augmented Lagrangians to given routines *
171:  * For subsolverX, routine needs to be ComputeObjectiveAndGraidnet
172:  * Separate Objective and Gradient routines are not supported.  */
173: static PetscErrorCode SubObjGradUpdate(Tao tao, Vec x, PetscReal *f, Vec g, void *ptr)
174: {
175:   Tao       parent = (Tao)ptr;
176:   TAO_ADMM *am     = (TAO_ADMM *)parent->data;
177:   PetscReal temp, temp2;
178:   Vec       tempJR;

180:   PetscFunctionBegin;
181:   tempJR = am->workJacobianRight;
182:   PetscCall(ADMMUpdateConstraintResidualVector(parent, x, am->subsolverZ->solution, am->Ax, am->Bz, am->residual));
183:   PetscCall((*am->ops->misfitobjgrad)(am->subsolverX, x, f, g, am->misfitobjgradP));

185:   am->last_misfit_val = *f;
186:   /* Objective  Add + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */
187:   PetscCall(VecTDot(am->residual, am->y, &temp));
188:   PetscCall(VecTDot(am->residual, am->residual, &temp2));
189:   *f += temp + (am->mu / 2) * temp2;

191:   /* Gradient. Add + mu*AT(Ax+Bz-c) + yTA*/
192:   PetscCall(MatMultTranspose(tao->jacobian_equality, am->residual, tempJR));
193:   PetscCall(VecAXPY(g, am->mu, tempJR));
194:   PetscCall(MatMultTranspose(tao->jacobian_equality, am->y, tempJR));
195:   PetscCall(VecAXPY(g, 1., tempJR));
196:   PetscFunctionReturn(PETSC_SUCCESS);
197: }

199: /* Updates Augmented Lagrangians to given routines
200:  * For subsolverZ, routine needs to be ComputeObjectiveAndGraidnet
201:  * Separate Objective and Gradient routines are not supported.  */
202: static PetscErrorCode RegObjGradUpdate(Tao tao, Vec z, PetscReal *f, Vec g, void *ptr)
203: {
204:   Tao       parent = (Tao)ptr;
205:   TAO_ADMM *am     = (TAO_ADMM *)parent->data;
206:   PetscReal temp, temp2;
207:   Vec       tempJR;

209:   PetscFunctionBegin;
210:   tempJR = am->workJacobianRight;
211:   PetscCall(ADMMUpdateConstraintResidualVector(parent, am->subsolverX->solution, z, am->Ax, am->Bz, am->residual));
212:   PetscCall((*am->ops->regobjgrad)(am->subsolverZ, z, f, g, am->regobjgradP));
213:   am->last_reg_val = *f;
214:   /* Objective  Add  + yT(Ax+Bz-c) + mu/2*||Ax+Bz-c||_2^2 */
215:   PetscCall(VecTDot(am->residual, am->y, &temp));
216:   PetscCall(VecTDot(am->residual, am->residual, &temp2));
217:   *f += temp + (am->mu / 2) * temp2;

219:   /* Gradient. Add + mu*BT(Ax+Bz-c) + yTB*/
220:   PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->residual, tempJR));
221:   PetscCall(VecAXPY(g, am->mu, tempJR));
222:   PetscCall(MatMultTranspose(am->subsolverZ->jacobian_equality, am->y, tempJR));
223:   PetscCall(VecAXPY(g, 1., tempJR));
224:   PetscFunctionReturn(PETSC_SUCCESS);
225: }

227: /* Computes epsilon padded L1 norm lambda*sum(sqrt(x^2+eps^2)-eps */
228: static PetscErrorCode ADMML1EpsilonNorm(Tao tao, Vec x, PetscReal eps, PetscReal *norm)
229: {
230:   TAO_ADMM *am = (TAO_ADMM *)tao->data;
231:   PetscInt  N;

233:   PetscFunctionBegin;
234:   PetscCall(VecGetSize(am->workLeft, &N));
235:   PetscCall(VecPointwiseMult(am->workLeft, x, x));
236:   PetscCall(VecShift(am->workLeft, am->l1epsilon * am->l1epsilon));
237:   PetscCall(VecSqrtAbs(am->workLeft));
238:   PetscCall(VecSum(am->workLeft, norm));
239:   *norm += N * am->l1epsilon;
240:   *norm *= am->lambda;
241:   PetscFunctionReturn(PETSC_SUCCESS);
242: }

244: static PetscErrorCode ADMMInternalHessianUpdate(Mat H, Mat Constraint, PetscBool Identity, void *ptr)
245: {
246:   TAO_ADMM *am = (TAO_ADMM *)ptr;

248:   PetscFunctionBegin;
249:   switch (am->update) {
250:   case (TAO_ADMM_UPDATE_BASIC):
251:     break;
252:   case (TAO_ADMM_UPDATE_ADAPTIVE):
253:   case (TAO_ADMM_UPDATE_ADAPTIVE_RELAXED):
254:     if (H && (am->muold != am->mu)) {
255:       if (!Identity) {
256:         PetscCall(MatAXPY(H, am->mu - am->muold, Constraint, DIFFERENT_NONZERO_PATTERN));
257:       } else {
258:         PetscCall(MatShift(H, am->mu - am->muold));
259:       }
260:     }
261:     break;
262:   }
263:   PetscFunctionReturn(PETSC_SUCCESS);
264: }

266: /* Updates Hessian - adds second derivative of augmented Lagrangian
267:  * H \gets H + \rho*ATA
268:   Here, \rho does not change in TAO_ADMM_UPDATE_BASIC - thus no-op
269:   For ADAPTAIVE,ADAPTIVE_RELAXED,
270:   H \gets H + (\rho-\rhoold)*ATA
271:   Here, we assume that A is linear constraint i.e., does not change.
272:   Thus, for both ADAPTIVE, and RELAXED, ATA matrix is pre-set (except for A=I (null case)) see TaoSetUp_ADMM */
273: static PetscErrorCode SubHessianUpdate(Tao tao, Vec x, Mat H, Mat Hpre, void *ptr)
274: {
275:   Tao       parent = (Tao)ptr;
276:   TAO_ADMM *am     = (TAO_ADMM *)parent->data;

278:   PetscFunctionBegin;
279:   if (am->Hxchange) {
280:     /* Case where Hessian gets updated with respect to x vector input. */
281:     PetscCall((*am->ops->misfithess)(am->subsolverX, x, H, Hpre, am->misfithessP));
282:     PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am));
283:   } else if (am->Hxbool) {
284:     /* Hessian doesn't get updated. H(x) = c */
285:     /* Update Lagrangian only only per TAO call */
286:     PetscCall(ADMMInternalHessianUpdate(am->subsolverX->hessian, am->ATA, am->xJI, am));
287:     am->Hxbool = PETSC_FALSE;
288:   }
289:   PetscFunctionReturn(PETSC_SUCCESS);
290: }

292: /* Same as SubHessianUpdate, except for B matrix instead of A matrix */
293: static PetscErrorCode RegHessianUpdate(Tao tao, Vec z, Mat H, Mat Hpre, void *ptr)
294: {
295:   Tao       parent = (Tao)ptr;
296:   TAO_ADMM *am     = (TAO_ADMM *)parent->data;

298:   PetscFunctionBegin;

300:   if (am->Hzchange) {
301:     /* Case where Hessian gets updated with respect to x vector input. */
302:     PetscCall((*am->ops->reghess)(am->subsolverZ, z, H, Hpre, am->reghessP));
303:     PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am));
304:   } else if (am->Hzbool) {
305:     /* Hessian doesn't get updated. H(x) = c */
306:     /* Update Lagrangian only only per TAO call */
307:     PetscCall(ADMMInternalHessianUpdate(am->subsolverZ->hessian, am->BTB, am->zJI, am));
308:     am->Hzbool = PETSC_FALSE;
309:   }
310:   PetscFunctionReturn(PETSC_SUCCESS);
311: }

313: /* Shell Matrix routine for A matrix.
314:  * This gets used when user puts NULL for
315:  * TaoSetJacobianEqualityRoutine(tao, NULL,NULL, ...)
316:  * Essentially sets A=I*/
317: static PetscErrorCode JacobianIdentity(Mat mat, Vec in, Vec out)
318: {
319:   PetscFunctionBegin;
320:   PetscCall(VecCopy(in, out));
321:   PetscFunctionReturn(PETSC_SUCCESS);
322: }

324: /* Shell Matrix routine for B matrix.
325:  * This gets used when user puts NULL for
326:  * TaoADMMSetRegularizerConstraintJacobian(tao, NULL,NULL, ...)
327:  * Sets B=-I */
328: static PetscErrorCode JacobianIdentityB(Mat mat, Vec in, Vec out)
329: {
330:   PetscFunctionBegin;
331:   PetscCall(VecCopy(in, out));
332:   PetscCall(VecScale(out, -1.));
333:   PetscFunctionReturn(PETSC_SUCCESS);
334: }

336: /* Solve f(x) + g(z) s.t. Ax + Bz = c */
337: static PetscErrorCode TaoSolve_ADMM(Tao tao)
338: {
339:   TAO_ADMM *am = (TAO_ADMM *)tao->data;
340:   PetscInt  N;
341:   PetscReal reg_func;
342:   PetscBool is_reg_shell;
343:   Vec       tempL;

345:   PetscFunctionBegin;
346:   if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) {
347:     PetscCheck(am->subsolverX->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetMisfitConstraintJacobian() first");
348:     PetscCheck(am->subsolverZ->ops->computejacobianequality, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoADMMSetRegularizerConstraintJacobian() first");
349:     if (am->constraint != NULL) PetscCall(VecNorm(am->constraint, NORM_2, &am->const_norm));
350:   }
351:   tempL = am->workLeft;
352:   PetscCall(VecGetSize(tempL, &N));

354:   if (am->Hx && am->ops->misfithess) PetscCall(TaoSetHessian(am->subsolverX, am->Hx, am->Hx, SubHessianUpdate, tao));

356:   if (!am->zJI) {
357:     /* Currently, B is assumed to be a linear system, i.e., not getting updated*/
358:     PetscCall(MatTransposeMatMult(am->JB, am->JB, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(am->BTB)));
359:   }
360:   if (!am->xJI) {
361:     /* Currently, A is assumed to be a linear system, i.e., not getting updated*/
362:     PetscCall(MatTransposeMatMult(am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &(am->ATA)));
363:   }

365:   is_reg_shell = PETSC_FALSE;

367:   PetscCall(PetscObjectTypeCompare((PetscObject)am->subsolverZ, TAOSHELL, &is_reg_shell));

369:   if (!is_reg_shell) {
370:     switch (am->regswitch) {
371:     case (TAO_ADMM_REGULARIZER_USER):
372:       break;
373:     case (TAO_ADMM_REGULARIZER_SOFT_THRESH):
374:       /* Soft Threshold. */
375:       break;
376:     }
377:     if (am->ops->regobjgrad) PetscCall(TaoSetObjectiveAndGradient(am->subsolverZ, NULL, RegObjGradUpdate, tao));
378:     if (am->Hz && am->ops->reghess) PetscCall(TaoSetHessian(am->subsolverZ, am->Hz, am->Hzpre, RegHessianUpdate, tao));
379:   }

381:   switch (am->update) {
382:   case TAO_ADMM_UPDATE_BASIC:
383:     if (am->subsolverX->hessian) {
384:       /* In basic case, Hessian does not get updated w.r.t. to spectral penalty
385:        * Here, when A is set, i.e., am->xJI, add mu*ATA to Hessian*/
386:       if (!am->xJI) {
387:         PetscCall(MatAXPY(am->subsolverX->hessian, am->mu, am->ATA, DIFFERENT_NONZERO_PATTERN));
388:       } else {
389:         PetscCall(MatShift(am->subsolverX->hessian, am->mu));
390:       }
391:     }
392:     if (am->subsolverZ->hessian && am->regswitch == TAO_ADMM_REGULARIZER_USER) {
393:       if (am->regswitch == TAO_ADMM_REGULARIZER_USER && !am->zJI) {
394:         PetscCall(MatAXPY(am->subsolverZ->hessian, am->mu, am->BTB, DIFFERENT_NONZERO_PATTERN));
395:       } else {
396:         PetscCall(MatShift(am->subsolverZ->hessian, am->mu));
397:       }
398:     }
399:     break;
400:   case TAO_ADMM_UPDATE_ADAPTIVE:
401:   case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED:
402:     break;
403:   }

405:   PetscCall(PetscCitationsRegister(citation, &cited));
406:   tao->reason = TAO_CONTINUE_ITERATING;

408:   while (tao->reason == TAO_CONTINUE_ITERATING) {
409:     PetscTryTypeMethod(tao, update, tao->niter, tao->user_update);
410:     PetscCall(VecCopy(am->Bz, am->Bzold));

412:     /* x update */
413:     PetscCall(TaoSolve(am->subsolverX));
414:     PetscCall(TaoComputeJacobianEquality(am->subsolverX, am->subsolverX->solution, am->subsolverX->jacobian_equality, am->subsolverX->jacobian_equality_pre));
415:     PetscCall(MatMult(am->subsolverX->jacobian_equality, am->subsolverX->solution, am->Ax));

417:     am->Hxbool = PETSC_TRUE;

419:     /* z update */
420:     switch (am->regswitch) {
421:     case TAO_ADMM_REGULARIZER_USER:
422:       PetscCall(TaoSolve(am->subsolverZ));
423:       break;
424:     case TAO_ADMM_REGULARIZER_SOFT_THRESH:
425:       /* L1 assumes A,B jacobians are identity nxn matrix */
426:       PetscCall(VecWAXPY(am->workJacobianRight, 1 / am->mu, am->y, am->Ax));
427:       PetscCall(TaoSoftThreshold(am->workJacobianRight, -am->lambda / am->mu, am->lambda / am->mu, am->subsolverZ->solution));
428:       break;
429:     }
430:     am->Hzbool = PETSC_TRUE;
431:     /* Returns Ax + Bz - c with updated Ax,Bz vectors */
432:     PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual));
433:     /* Dual variable, y += y + mu*(Ax+Bz-c) */
434:     PetscCall(VecWAXPY(am->y, am->mu, am->residual, am->yold));

436:     /* stopping tolerance update */
437:     PetscCall(TaoADMMToleranceUpdate(tao));

439:     /* Updating Spectral Penalty */
440:     switch (am->update) {
441:     case TAO_ADMM_UPDATE_BASIC:
442:       am->muold = am->mu;
443:       break;
444:     case TAO_ADMM_UPDATE_ADAPTIVE:
445:     case TAO_ADMM_UPDATE_ADAPTIVE_RELAXED:
446:       if (tao->niter == 0) {
447:         PetscCall(VecCopy(am->y, am->y0));
448:         PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold));
449:         if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint));
450:         PetscCall(VecWAXPY(am->yhatold, -am->mu, am->residual, am->yold));
451:         PetscCall(VecCopy(am->Ax, am->Axold));
452:         PetscCall(VecCopy(am->Bz, am->Bz0));
453:         am->muold = am->mu;
454:       } else if (tao->niter % am->T == 1) {
455:         /* we have compute Bzold in a previous iteration, and we computed Ax above */
456:         PetscCall(VecWAXPY(am->residual, 1., am->Ax, am->Bzold));
457:         if (am->constraint) PetscCall(VecAXPY(am->residual, -1., am->constraint));
458:         PetscCall(VecWAXPY(am->yhat, -am->mu, am->residual, am->yold));
459:         PetscCall(AdaptiveADMMPenaltyUpdate(tao));
460:         PetscCall(VecCopy(am->Ax, am->Axold));
461:         PetscCall(VecCopy(am->Bz, am->Bz0));
462:         PetscCall(VecCopy(am->yhat, am->yhatold));
463:         PetscCall(VecCopy(am->y, am->y0));
464:       } else {
465:         am->muold = am->mu;
466:       }
467:       break;
468:     default:
469:       break;
470:     }
471:     tao->niter++;

473:     /* Calculate original function values. misfit part was done in TaoADMMToleranceUpdate*/
474:     switch (am->regswitch) {
475:     case TAO_ADMM_REGULARIZER_USER:
476:       if (is_reg_shell) {
477:         PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, &reg_func));
478:       } else {
479:         PetscCall((*am->ops->regobjgrad)(am->subsolverZ, am->subsolverX->solution, &reg_func, tempL, am->regobjgradP));
480:       }
481:       break;
482:     case TAO_ADMM_REGULARIZER_SOFT_THRESH:
483:       PetscCall(ADMML1EpsilonNorm(tao, am->subsolverZ->solution, am->l1epsilon, &reg_func));
484:       break;
485:     }
486:     PetscCall(VecCopy(am->y, am->yold));
487:     PetscCall(ADMMUpdateConstraintResidualVector(tao, am->subsolverX->solution, am->subsolverZ->solution, am->Ax, am->Bz, am->residual));
488:     PetscCall(VecNorm(am->residual, NORM_2, &am->resnorm));
489:     PetscCall(TaoLogConvergenceHistory(tao, am->last_misfit_val + reg_func, am->dualres, am->resnorm, tao->ksp_its));

491:     PetscCall(TaoMonitor(tao, tao->niter, am->last_misfit_val + reg_func, am->dualres, am->resnorm, 1.0));
492:     PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
493:   }
494:   /* Update vectors */
495:   PetscCall(VecCopy(am->subsolverX->solution, tao->solution));
496:   PetscCall(VecCopy(am->subsolverX->gradient, tao->gradient));
497:   PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", NULL));
498:   PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", NULL));
499:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL));
500:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL));
501:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL));
502:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL));
503:   PetscFunctionReturn(PETSC_SUCCESS);
504: }

506: static PetscErrorCode TaoSetFromOptions_ADMM(Tao tao, PetscOptionItems *PetscOptionsObject)
507: {
508:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

510:   PetscFunctionBegin;
511:   PetscOptionsHeadBegin(PetscOptionsObject, "ADMM problem that solves f(x) in a form of f(x) + g(z) subject to x - z = 0. Norm 1 and 2 are supported. Different subsolver routines can be selected. ");
512:   PetscCall(PetscOptionsReal("-tao_admm_regularizer_coefficient", "regularizer constant", "", am->lambda, &am->lambda, NULL));
513:   PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty", "Constant for Augmented Lagrangian term.", "", am->mu, &am->mu, NULL));
514:   PetscCall(PetscOptionsReal("-tao_admm_relaxation_parameter", "x relaxation parameter for Z update.", "", am->gamma, &am->gamma, NULL));
515:   PetscCall(PetscOptionsReal("-tao_admm_tolerance_update_factor", "ADMM dynamic tolerance update factor.", "", am->tol, &am->tol, NULL));
516:   PetscCall(PetscOptionsReal("-tao_admm_spectral_penalty_update_factor", "ADMM spectral penalty update curvature safeguard value.", "", am->orthval, &am->orthval, NULL));
517:   PetscCall(PetscOptionsReal("-tao_admm_minimum_spectral_penalty", "Set ADMM minimum spectral penalty.", "", am->mumin, &am->mumin, NULL));
518:   PetscCall(PetscOptionsEnum("-tao_admm_dual_update", "Lagrangian dual update policy", "TaoADMMUpdateType", TaoADMMUpdateTypes, (PetscEnum)am->update, (PetscEnum *)&am->update, NULL));
519:   PetscCall(PetscOptionsEnum("-tao_admm_regularizer_type", "ADMM regularizer update rule", "TaoADMMRegularizerType", TaoADMMRegularizerTypes, (PetscEnum)am->regswitch, (PetscEnum *)&am->regswitch, NULL));
520:   PetscOptionsHeadEnd();
521:   PetscCall(TaoSetFromOptions(am->subsolverX));
522:   if (am->regswitch != TAO_ADMM_REGULARIZER_SOFT_THRESH) PetscCall(TaoSetFromOptions(am->subsolverZ));
523:   PetscFunctionReturn(PETSC_SUCCESS);
524: }

526: static PetscErrorCode TaoView_ADMM(Tao tao, PetscViewer viewer)
527: {
528:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

530:   PetscFunctionBegin;
531:   PetscCall(PetscViewerASCIIPushTab(viewer));
532:   PetscCall(TaoView(am->subsolverX, viewer));
533:   PetscCall(TaoView(am->subsolverZ, viewer));
534:   PetscCall(PetscViewerASCIIPopTab(viewer));
535:   PetscFunctionReturn(PETSC_SUCCESS);
536: }

538: static PetscErrorCode TaoSetUp_ADMM(Tao tao)
539: {
540:   TAO_ADMM *am = (TAO_ADMM *)tao->data;
541:   PetscInt  n, N, M;

543:   PetscFunctionBegin;
544:   PetscCall(VecGetLocalSize(tao->solution, &n));
545:   PetscCall(VecGetSize(tao->solution, &N));
546:   /* If Jacobian is given as NULL, it means Jacobian is identity matrix with size of solution vector */
547:   if (!am->JB) {
548:     am->zJI = PETSC_TRUE;
549:     PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JB));
550:     PetscCall(MatShellSetOperation(am->JB, MATOP_MULT, (void (*)(void))JacobianIdentityB));
551:     PetscCall(MatShellSetOperation(am->JB, MATOP_MULT_TRANSPOSE, (void (*)(void))JacobianIdentityB));
552:     am->JBpre = am->JB;
553:   }
554:   if (!am->JA) {
555:     am->xJI = PETSC_TRUE;
556:     PetscCall(MatCreateShell(PetscObjectComm((PetscObject)tao), n, n, PETSC_DETERMINE, PETSC_DETERMINE, NULL, &am->JA));
557:     PetscCall(MatShellSetOperation(am->JA, MATOP_MULT, (void (*)(void))JacobianIdentity));
558:     PetscCall(MatShellSetOperation(am->JA, MATOP_MULT_TRANSPOSE, (void (*)(void))JacobianIdentity));
559:     am->JApre = am->JA;
560:   }
561:   PetscCall(MatCreateVecs(am->JA, NULL, &am->Ax));
562:   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient));
563:   PetscCall(TaoSetSolution(am->subsolverX, tao->solution));
564:   if (!am->z) {
565:     PetscCall(VecDuplicate(tao->solution, &am->z));
566:     PetscCall(VecSet(am->z, 0.0));
567:   }
568:   PetscCall(TaoSetSolution(am->subsolverZ, am->z));
569:   if (!am->workLeft) PetscCall(VecDuplicate(tao->solution, &am->workLeft));
570:   if (!am->Axold) PetscCall(VecDuplicate(am->Ax, &am->Axold));
571:   if (!am->workJacobianRight) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight));
572:   if (!am->workJacobianRight2) PetscCall(VecDuplicate(am->Ax, &am->workJacobianRight2));
573:   if (!am->Bz) PetscCall(VecDuplicate(am->Ax, &am->Bz));
574:   if (!am->Bzold) PetscCall(VecDuplicate(am->Ax, &am->Bzold));
575:   if (!am->Bz0) PetscCall(VecDuplicate(am->Ax, &am->Bz0));
576:   if (!am->y) {
577:     PetscCall(VecDuplicate(am->Ax, &am->y));
578:     PetscCall(VecSet(am->y, 0.0));
579:   }
580:   if (!am->yold) {
581:     PetscCall(VecDuplicate(am->Ax, &am->yold));
582:     PetscCall(VecSet(am->yold, 0.0));
583:   }
584:   if (!am->y0) {
585:     PetscCall(VecDuplicate(am->Ax, &am->y0));
586:     PetscCall(VecSet(am->y0, 0.0));
587:   }
588:   if (!am->yhat) {
589:     PetscCall(VecDuplicate(am->Ax, &am->yhat));
590:     PetscCall(VecSet(am->yhat, 0.0));
591:   }
592:   if (!am->yhatold) {
593:     PetscCall(VecDuplicate(am->Ax, &am->yhatold));
594:     PetscCall(VecSet(am->yhatold, 0.0));
595:   }
596:   if (!am->residual) {
597:     PetscCall(VecDuplicate(am->Ax, &am->residual));
598:     PetscCall(VecSet(am->residual, 0.0));
599:   }
600:   if (!am->constraint) {
601:     am->constraint = NULL;
602:   } else {
603:     PetscCall(VecGetSize(am->constraint, &M));
604:     PetscCheck(M == N, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Solution vector and constraint vector must be of same size!");
605:   }

607:   /* Save changed tao tolerance for adaptive tolerance */
608:   if (tao->gatol_changed) am->gatol_admm = tao->gatol;
609:   if (tao->catol_changed) am->catol_admm = tao->catol;

611:   /*Update spectral and dual elements to X subsolver */
612:   PetscCall(TaoSetObjectiveAndGradient(am->subsolverX, NULL, SubObjGradUpdate, tao));
613:   PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverX, am->JA, am->JApre, am->ops->misfitjac, am->misfitjacobianP));
614:   PetscCall(TaoSetJacobianEqualityRoutine(am->subsolverZ, am->JB, am->JBpre, am->ops->regjac, am->regjacobianP));
615:   PetscFunctionReturn(PETSC_SUCCESS);
616: }

618: static PetscErrorCode TaoDestroy_ADMM(Tao tao)
619: {
620:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

622:   PetscFunctionBegin;
623:   PetscCall(VecDestroy(&am->z));
624:   PetscCall(VecDestroy(&am->Ax));
625:   PetscCall(VecDestroy(&am->Axold));
626:   PetscCall(VecDestroy(&am->Bz));
627:   PetscCall(VecDestroy(&am->Bzold));
628:   PetscCall(VecDestroy(&am->Bz0));
629:   PetscCall(VecDestroy(&am->residual));
630:   PetscCall(VecDestroy(&am->y));
631:   PetscCall(VecDestroy(&am->yold));
632:   PetscCall(VecDestroy(&am->y0));
633:   PetscCall(VecDestroy(&am->yhat));
634:   PetscCall(VecDestroy(&am->yhatold));
635:   PetscCall(VecDestroy(&am->workLeft));
636:   PetscCall(VecDestroy(&am->workJacobianRight));
637:   PetscCall(VecDestroy(&am->workJacobianRight2));

639:   PetscCall(MatDestroy(&am->JA));
640:   PetscCall(MatDestroy(&am->JB));
641:   if (!am->xJI) PetscCall(MatDestroy(&am->JApre));
642:   if (!am->zJI) PetscCall(MatDestroy(&am->JBpre));
643:   if (am->Hx) {
644:     PetscCall(MatDestroy(&am->Hx));
645:     PetscCall(MatDestroy(&am->Hxpre));
646:   }
647:   if (am->Hz) {
648:     PetscCall(MatDestroy(&am->Hz));
649:     PetscCall(MatDestroy(&am->Hzpre));
650:   }
651:   PetscCall(MatDestroy(&am->ATA));
652:   PetscCall(MatDestroy(&am->BTB));
653:   PetscCall(TaoDestroy(&am->subsolverX));
654:   PetscCall(TaoDestroy(&am->subsolverZ));
655:   am->parent = NULL;
656:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", NULL));
657:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", NULL));
658:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", NULL));
659:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", NULL));
660:   PetscCall(PetscFree(tao->data));
661:   PetscFunctionReturn(PETSC_SUCCESS);
662: }

664: /*MC

666:   TAOADMM - Alternating direction method of multipliers method fo solving linear problems with
667:             constraints. in a min_x f(x) + g(z)  s.t. Ax+Bz=c.
668:             This algorithm employs two sub Tao solvers, of which type can be specified
669:             by the user. User need to provide ObjectiveAndGradient routine, and/or HessianRoutine for both subsolvers.
670:             Hessians can be given boolean flag determining whether they change with respect to a input vector. This can be set via
671:             TaoADMMSet{Misfit,Regularizer}HessianChangeStatus.
672:             Second subsolver does support TAOSHELL. It should be noted that L1-norm is used for objective value for TAOSHELL type.
673:             There is option to set regularizer option, and currently soft-threshold is implemented. For spectral penalty update,
674:             currently there are basic option and adaptive option.
675:             Constraint is set at Ax+Bz=c, and A and B can be set with TaoADMMSet{Misfit,Regularizer}ConstraintJacobian.
676:             c can be set with TaoADMMSetConstraintVectorRHS.
677:             The user can also provide regularizer weight for second subsolver.

679:   References:
680: . * - Xu, Zheng and Figueiredo, Mario A. T. and Yuan, Xiaoming and Studer, Christoph and Goldstein, Tom
681:           "Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation"
682:           The IEEE Conference on Computer Vision and Pattern Recognition (CVPR), July, 2017.

684:   Options Database Keys:
685: + -tao_admm_regularizer_coefficient        - regularizer constant (default 1.e-6)
686: . -tao_admm_spectral_penalty               - Constant for Augmented Lagrangian term (default 1.)
687: . -tao_admm_relaxation_parameter           - relaxation parameter for Z update (default 1.)
688: . -tao_admm_tolerance_update_factor        - ADMM dynamic tolerance update factor (default 1.e-12)
689: . -tao_admm_spectral_penalty_update_factor - ADMM spectral penalty update curvature safeguard value (default 0.2)
690: . -tao_admm_minimum_spectral_penalty       - Set ADMM minimum spectral penalty (default 0)
691: . -tao_admm_dual_update                    - Lagrangian dual update policy ("basic","adaptive","adaptive-relaxed") (default "basic")
692: - -tao_admm_regularizer_type               - ADMM regularizer update rule ("user","soft-threshold") (default "soft-threshold")

694:   Level: beginner

696: .seealso: `TaoADMMSetMisfitHessianChangeStatus()`, `TaoADMMSetRegHessianChangeStatus()`, `TaoADMMGetSpectralPenalty()`,
697:           `TaoADMMGetMisfitSubsolver()`, `TaoADMMGetRegularizationSubsolver()`, `TaoADMMSetConstraintVectorRHS()`,
698:           `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetRegularizerCoefficient()`,
699:           `TaoADMMSetRegularizerConstraintJacobian()`, `TaoADMMSetMisfitConstraintJacobian()`,
700:           `TaoADMMSetMisfitObjectiveAndGradientRoutine()`, `TaoADMMSetMisfitHessianRoutine()`,
701:           `TaoADMMSetRegularizerObjectiveAndGradientRoutine()`, `TaoADMMSetRegularizerHessianRoutine()`,
702:           `TaoGetADMMParentTao()`, `TaoADMMGetDualVector()`, `TaoADMMSetRegularizerType()`,
703:           `TaoADMMGetRegularizerType()`, `TaoADMMSetUpdateType()`, `TaoADMMGetUpdateType()`
704: M*/

706: PETSC_EXTERN PetscErrorCode TaoCreate_ADMM(Tao tao)
707: {
708:   TAO_ADMM *am;

710:   PetscFunctionBegin;
711:   PetscCall(PetscNew(&am));

713:   tao->ops->destroy        = TaoDestroy_ADMM;
714:   tao->ops->setup          = TaoSetUp_ADMM;
715:   tao->ops->setfromoptions = TaoSetFromOptions_ADMM;
716:   tao->ops->view           = TaoView_ADMM;
717:   tao->ops->solve          = TaoSolve_ADMM;

719:   tao->data           = (void *)am;
720:   am->l1epsilon       = 1e-6;
721:   am->lambda          = 1e-4;
722:   am->mu              = 1.;
723:   am->muold           = 0.;
724:   am->mueps           = PETSC_MACHINE_EPSILON;
725:   am->mumin           = 0.;
726:   am->orthval         = 0.2;
727:   am->T               = 2;
728:   am->parent          = tao;
729:   am->update          = TAO_ADMM_UPDATE_BASIC;
730:   am->regswitch       = TAO_ADMM_REGULARIZER_SOFT_THRESH;
731:   am->tol             = PETSC_SMALL;
732:   am->const_norm      = 0;
733:   am->resnorm         = 0;
734:   am->dualres         = 0;
735:   am->ops->regobjgrad = NULL;
736:   am->ops->reghess    = NULL;
737:   am->gamma           = 1;
738:   am->regobjgradP     = NULL;
739:   am->reghessP        = NULL;
740:   am->gatol_admm      = 1e-8;
741:   am->catol_admm      = 0;
742:   am->Hxchange        = PETSC_TRUE;
743:   am->Hzchange        = PETSC_TRUE;
744:   am->Hzbool          = PETSC_TRUE;
745:   am->Hxbool          = PETSC_TRUE;

747:   PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverX));
748:   PetscCall(TaoSetOptionsPrefix(am->subsolverX, "misfit_"));
749:   PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverX, (PetscObject)tao, 1));
750:   PetscCall(TaoCreate(PetscObjectComm((PetscObject)tao), &am->subsolverZ));
751:   PetscCall(TaoSetOptionsPrefix(am->subsolverZ, "reg_"));
752:   PetscCall(PetscObjectIncrementTabLevel((PetscObject)am->subsolverZ, (PetscObject)tao, 1));

754:   PetscCall(TaoSetType(am->subsolverX, TAONLS));
755:   PetscCall(TaoSetType(am->subsolverZ, TAONLS));
756:   PetscCall(PetscObjectCompose((PetscObject)am->subsolverX, "TaoGetADMMParentTao_ADMM", (PetscObject)tao));
757:   PetscCall(PetscObjectCompose((PetscObject)am->subsolverZ, "TaoGetADMMParentTao_ADMM", (PetscObject)tao));
758:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetRegularizerType_C", TaoADMMSetRegularizerType_ADMM));
759:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetRegularizerType_C", TaoADMMGetRegularizerType_ADMM));
760:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMSetUpdateType_C", TaoADMMSetUpdateType_ADMM));
761:   PetscCall(PetscObjectComposeFunction((PetscObject)tao, "TaoADMMGetUpdateType_C", TaoADMMGetUpdateType_ADMM));
762:   PetscFunctionReturn(PETSC_SUCCESS);
763: }

765: /*@
766:   TaoADMMSetMisfitHessianChangeStatus - Set boolean that determines  whether Hessian matrix of misfit subsolver changes with respect to input vector.

768:   Collective

770:   Input Parameters:
771: +  tao - the Tao solver context.
772: -  b - the Hessian matrix change status boolean, `PETSC_FALSE`  when the Hessian matrix does not change, `PETSC_TRUE` otherwise.

774:   Level: advanced

776: .seealso: `TAOADMM`
777: @*/
778: PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao tao, PetscBool b)
779: {
780:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

782:   PetscFunctionBegin;
783:   am->Hxchange = b;
784:   PetscFunctionReturn(PETSC_SUCCESS);
785: }

787: /*@
788:   TaoADMMSetRegHessianChangeStatus - Set boolean that determines whether Hessian matrix of regularization subsolver changes with respect to input vector.

790:   Collective

792:   Input Parameters:
793: +  tao - the `Tao` solver context
794: -  b - the Hessian matrix change status boolean, `PETSC_FALSE` when the Hessian matrix does not change, `PETSC_TRUE` otherwise.

796:   Level: advanced

798: .seealso: `TAOADMM`
799: @*/
800: PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao tao, PetscBool b)
801: {
802:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

804:   PetscFunctionBegin;
805:   am->Hzchange = b;
806:   PetscFunctionReturn(PETSC_SUCCESS);
807: }

809: /*@
810:   TaoADMMSetSpectralPenalty - Set the spectral penalty (mu) value

812:   Collective

814:   Input Parameters:
815: +  tao - the `Tao` solver context
816: -  mu - spectral penalty

818:   Level: advanced

820: .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TAOADMM`
821: @*/
822: PetscErrorCode TaoADMMSetSpectralPenalty(Tao tao, PetscReal mu)
823: {
824:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

826:   PetscFunctionBegin;
827:   am->mu = mu;
828:   PetscFunctionReturn(PETSC_SUCCESS);
829: }

831: /*@
832:   TaoADMMGetSpectralPenalty - Get the spectral penalty (mu) value

834:   Collective

836:   Input Parameter:
837: .  tao - the `Tao` solver context

839:   Output Parameter:
840: .  mu - spectral penalty

842:   Level: advanced

844: .seealso: `TaoADMMSetMinimumSpectralPenalty()`, `TaoADMMSetSpectralPenalty()`, `TAOADMM`
845: @*/
846: PetscErrorCode TaoADMMGetSpectralPenalty(Tao tao, PetscReal *mu)
847: {
848:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

850:   PetscFunctionBegin;
853:   *mu = am->mu;
854:   PetscFunctionReturn(PETSC_SUCCESS);
855: }

857: /*@
858:   TaoADMMGetMisfitSubsolver - Get the pointer to the misfit subsolver inside `TAOADMM`

860:   Collective

862:   Input Parameter:
863: .  tao - the `Tao` solver context

865:    Output Parameter:
866: .  misfit - the `Tao` subsolver context

868:   Level: advanced

870: .seealso: `TAOADMM`, `Tao`
871: @*/
872: PetscErrorCode TaoADMMGetMisfitSubsolver(Tao tao, Tao *misfit)
873: {
874:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

876:   PetscFunctionBegin;
877:   *misfit = am->subsolverX;
878:   PetscFunctionReturn(PETSC_SUCCESS);
879: }

881: /*@
882:   TaoADMMGetRegularizationSubsolver - Get the pointer to the regularization subsolver inside `TAOADMM`

884:   Collective

886:   Input Parameter:
887: .  tao - the `Tao` solver context

889:   Output Parameter:
890: .  reg - the `Tao` subsolver context

892:   Level: advanced

894: .seealso: `TAOADMM`, `Tao`
895: @*/
896: PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao tao, Tao *reg)
897: {
898:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

900:   PetscFunctionBegin;
901:   *reg = am->subsolverZ;
902:   PetscFunctionReturn(PETSC_SUCCESS);
903: }

905: /*@
906:   TaoADMMSetConstraintVectorRHS - Set the RHS constraint vector for `TAOADMM`

908:   Collective

910:   Input Parameters:
911: + tao - the `Tao` solver context
912: - c - RHS vector

914:   Level: advanced

916: .seealso: `TAOADMM`
917: @*/
918: PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao tao, Vec c)
919: {
920:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

922:   PetscFunctionBegin;
923:   am->constraint = c;
924:   PetscFunctionReturn(PETSC_SUCCESS);
925: }

927: /*@
928:   TaoADMMSetMinimumSpectralPenalty - Set the minimum value for the spectral penalty

930:   Collective

932:   Input Parameters:
933: +  tao - the `Tao` solver context
934: -  mu  - minimum spectral penalty value

936:   Level: advanced

938: .seealso: `TaoADMMGetSpectralPenalty()`, `TAOADMM`
939: @*/
940: PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao tao, PetscReal mu)
941: {
942:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

944:   PetscFunctionBegin;
945:   am->mumin = mu;
946:   PetscFunctionReturn(PETSC_SUCCESS);
947: }

949: /*@
950:   TaoADMMSetRegularizerCoefficient - Set the regularization coefficient lambda for L1 norm regularization case

952:   Collective

954:   Input Parameters:
955: +  tao - the `Tao` solver context
956: -  lambda - L1-norm regularizer coefficient

958:   Level: advanced

960: .seealso: `TaoADMMSetMisfitConstraintJacobian()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM`
961: @*/
962: PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao tao, PetscReal lambda)
963: {
964:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

966:   PetscFunctionBegin;
967:   am->lambda = lambda;
968:   PetscFunctionReturn(PETSC_SUCCESS);
969: }

971: /*@C
972:   TaoADMMSetMisfitConstraintJacobian - Set the constraint matrix B for the `TAOADMM` algorithm. Matrix B constrains the z variable.

974:   Collective

976:   Input Parameters:
977: + tao - the Tao solver context
978: . J - user-created regularizer constraint Jacobian matrix
979: . Jpre - user-created regularizer Jacobian constraint matrix for constructing the preconditioner, often this is `J`
980: . func - function pointer for the regularizer constraint Jacobian update function
981: - ctx - user context for the regularizer Hessian

983:   Level: advanced

985: .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetRegularizerConstraintJacobian()`, `TAOADMM`
986: @*/
987: PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx)
988: {
989:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

991:   PetscFunctionBegin;
993:   if (J) {
995:     PetscCheckSameComm(tao, 1, J, 2);
996:   }
997:   if (Jpre) {
999:     PetscCheckSameComm(tao, 1, Jpre, 3);
1000:   }
1001:   if (ctx) am->misfitjacobianP = ctx;
1002:   if (func) am->ops->misfitjac = func;

1004:   if (J) {
1005:     PetscCall(PetscObjectReference((PetscObject)J));
1006:     PetscCall(MatDestroy(&am->JA));
1007:     am->JA = J;
1008:   }
1009:   if (Jpre) {
1010:     PetscCall(PetscObjectReference((PetscObject)Jpre));
1011:     PetscCall(MatDestroy(&am->JApre));
1012:     am->JApre = Jpre;
1013:   }
1014:   PetscFunctionReturn(PETSC_SUCCESS);
1015: }

1017: /*@C
1018:   TaoADMMSetRegularizerConstraintJacobian - Set the constraint matrix B for `TAOADMM` algorithm. Matrix B constraints z variable.

1020:   Collective

1022:   Input Parameters:
1023: + tao - the `Tao` solver context
1024: . J - user-created regularizer constraint Jacobian matrix
1025: . Jpre - user-created regularizer Jacobian constraint matrix for constructing the preconditioner, often this is `J`
1026: . func - function pointer for the regularizer constraint Jacobian update function
1027: - ctx - user context for the regularizer Hessian

1029:   Level: advanced

1031: .seealso: `TaoADMMSetRegularizerCoefficient()`, `TaoADMMSetMisfitConstraintJacobian()`, `TAOADMM`
1032: @*/
1033: PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx)
1034: {
1035:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

1037:   PetscFunctionBegin;
1039:   if (J) {
1041:     PetscCheckSameComm(tao, 1, J, 2);
1042:   }
1043:   if (Jpre) {
1045:     PetscCheckSameComm(tao, 1, Jpre, 3);
1046:   }
1047:   if (ctx) am->regjacobianP = ctx;
1048:   if (func) am->ops->regjac = func;

1050:   if (J) {
1051:     PetscCall(PetscObjectReference((PetscObject)J));
1052:     PetscCall(MatDestroy(&am->JB));
1053:     am->JB = J;
1054:   }
1055:   if (Jpre) {
1056:     PetscCall(PetscObjectReference((PetscObject)Jpre));
1057:     PetscCall(MatDestroy(&am->JBpre));
1058:     am->JBpre = Jpre;
1059:   }
1060:   PetscFunctionReturn(PETSC_SUCCESS);
1061: }

1063: /*@C
1064:    TaoADMMSetMisfitObjectiveAndGradientRoutine - Sets the user-defined misfit call-back function

1066:    Collective

1068:    Input Parameters:
1069: +    tao - the `Tao` context
1070: .    func - function pointer for the misfit value and gradient evaluation
1071: -    ctx - user context for the misfit

1073:    Level: advanced

1075: .seealso: `TAOADMM`
1076: @*/
1077: PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), void *ctx)
1078: {
1079:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

1081:   PetscFunctionBegin;
1083:   am->misfitobjgradP     = ctx;
1084:   am->ops->misfitobjgrad = func;
1085:   PetscFunctionReturn(PETSC_SUCCESS);
1086: }

1088: /*@C
1089:    TaoADMMSetMisfitHessianRoutine - Sets the user-defined misfit Hessian call-back
1090:    function into the algorithm, to be used for subsolverX.

1092:    Collective

1094:    Input Parameters:
1095: + tao - the `Tao` context
1096: . H - user-created matrix for the Hessian of the misfit term
1097: . Hpre - user-created matrix for the preconditioner of Hessian of the misfit term
1098: . func - function pointer for the misfit Hessian evaluation
1099: - ctx - user context for the misfit Hessian

1101:    Level: advanced

1103: .seealso: `TAOADMM`
1104: @*/
1105: PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx)
1106: {
1107:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

1109:   PetscFunctionBegin;
1111:   if (H) {
1113:     PetscCheckSameComm(tao, 1, H, 2);
1114:   }
1115:   if (Hpre) {
1117:     PetscCheckSameComm(tao, 1, Hpre, 3);
1118:   }
1119:   if (ctx) am->misfithessP = ctx;
1120:   if (func) am->ops->misfithess = func;
1121:   if (H) {
1122:     PetscCall(PetscObjectReference((PetscObject)H));
1123:     PetscCall(MatDestroy(&am->Hx));
1124:     am->Hx = H;
1125:   }
1126:   if (Hpre) {
1127:     PetscCall(PetscObjectReference((PetscObject)Hpre));
1128:     PetscCall(MatDestroy(&am->Hxpre));
1129:     am->Hxpre = Hpre;
1130:   }
1131:   PetscFunctionReturn(PETSC_SUCCESS);
1132: }

1134: /*@C
1135:    TaoADMMSetRegularizerObjectiveAndGradientRoutine - Sets the user-defined regularizer call-back function

1137:    Collective

1139:    Input Parameters:
1140: + tao - the Tao context
1141: . func - function pointer for the regularizer value and gradient evaluation
1142: - ctx - user context for the regularizer

1144:    Level: advanced

1146: .seealso: `TAOADMM`
1147: @*/
1148: PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void *), void *ctx)
1149: {
1150:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

1152:   PetscFunctionBegin;
1154:   am->regobjgradP     = ctx;
1155:   am->ops->regobjgrad = func;
1156:   PetscFunctionReturn(PETSC_SUCCESS);
1157: }

1159: /*@C
1160:    TaoADMMSetRegularizerHessianRoutine - Sets the user-defined regularizer Hessian call-back
1161:    function, to be used for subsolverZ.

1163:    Collective

1165:    Input Parameters:
1166: + tao - the `Tao` context
1167: . H - user-created matrix for the Hessian of the regularization term
1168: . Hpre - user-created matrix for the preconditioner of Hessian of the regularization term
1169: . func - function pointer for the regularizer Hessian evaluation
1170: - ctx - user context for the regularizer Hessian

1172:    Level: advanced

1174: .seealso: `TAOADMM`
1175: @*/
1176: PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void *), void *ctx)
1177: {
1178:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

1180:   PetscFunctionBegin;
1182:   if (H) {
1184:     PetscCheckSameComm(tao, 1, H, 2);
1185:   }
1186:   if (Hpre) {
1188:     PetscCheckSameComm(tao, 1, Hpre, 3);
1189:   }
1190:   if (ctx) am->reghessP = ctx;
1191:   if (func) am->ops->reghess = func;
1192:   if (H) {
1193:     PetscCall(PetscObjectReference((PetscObject)H));
1194:     PetscCall(MatDestroy(&am->Hz));
1195:     am->Hz = H;
1196:   }
1197:   if (Hpre) {
1198:     PetscCall(PetscObjectReference((PetscObject)Hpre));
1199:     PetscCall(MatDestroy(&am->Hzpre));
1200:     am->Hzpre = Hpre;
1201:   }
1202:   PetscFunctionReturn(PETSC_SUCCESS);
1203: }

1205: /*@
1206:    TaoGetADMMParentTao - Gets pointer to parent `TAOADMM`, used by inner subsolver.

1208:    Collective

1210:    Input Parameter:
1211: . tao - the `Tao` context

1213:    Output Parameter:
1214: . admm_tao - the parent `Tao` context

1216:    Level: advanced

1218: .seealso: `TAOADMM`
1219: @*/
1220: PetscErrorCode TaoGetADMMParentTao(Tao tao, Tao *admm_tao)
1221: {
1222:   PetscFunctionBegin;
1224:   PetscCall(PetscObjectQuery((PetscObject)tao, "TaoGetADMMParentTao_ADMM", (PetscObject *)admm_tao));
1225:   PetscFunctionReturn(PETSC_SUCCESS);
1226: }

1228: /*@
1229:   TaoADMMGetDualVector - Returns the dual vector associated with the current `TAOADMM` state

1231:   Not Collective

1233:   Input Parameter:
1234: . tao - the `Tao` context

1236:   Output Parameter:
1237: . Y - the current solution

1239:   Level: intermediate

1241: .seealso: `TAOADMM`
1242: @*/
1243: PetscErrorCode TaoADMMGetDualVector(Tao tao, Vec *Y)
1244: {
1245:   TAO_ADMM *am = (TAO_ADMM *)tao->data;

1247:   PetscFunctionBegin;
1249:   *Y = am->y;
1250:   PetscFunctionReturn(PETSC_SUCCESS);
1251: }

1253: /*@
1254:   TaoADMMSetRegularizerType - Set regularizer type for `TAOADMM` routine

1256:   Not Collective

1258:   Input Parameters:
1259: + tao  - the `Tao` context
1260: - type - regularizer type

1262:   Options Database Key:
1263: .  -tao_admm_regularizer_type <admm_regularizer_user,admm_regularizer_soft_thresh> - select the regularizer

1265:   Level: intermediate

1267: .seealso: `TaoADMMGetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM`
1268: @*/
1269: PetscErrorCode TaoADMMSetRegularizerType(Tao tao, TaoADMMRegularizerType type)
1270: {
1271:   PetscFunctionBegin;
1274:   PetscTryMethod(tao, "TaoADMMSetRegularizerType_C", (Tao, TaoADMMRegularizerType), (tao, type));
1275:   PetscFunctionReturn(PETSC_SUCCESS);
1276: }

1278: /*@
1279:    TaoADMMGetRegularizerType - Gets the type of regularizer routine for `TAOADMM`

1281:    Not Collective

1283:    Input Parameter:
1284: .  tao - the `Tao` context

1286:    Output Parameter:
1287: .  type - the type of regularizer

1289:    Level: intermediate

1291: .seealso: `TaoADMMSetRegularizerType()`, `TaoADMMRegularizerType`, `TAOADMM`
1292: @*/
1293: PetscErrorCode TaoADMMGetRegularizerType(Tao tao, TaoADMMRegularizerType *type)
1294: {
1295:   PetscFunctionBegin;
1297:   PetscUseMethod(tao, "TaoADMMGetRegularizerType_C", (Tao, TaoADMMRegularizerType *), (tao, type));
1298:   PetscFunctionReturn(PETSC_SUCCESS);
1299: }

1301: /*@
1302:   TaoADMMSetUpdateType - Set update routine for `TAOADMM` routine

1304:   Not Collective

1306:   Input Parameters:
1307: + tao  - the `Tao` context
1308: - type - spectral parameter update type

1310:   Level: intermediate

1312: .seealso: `TaoADMMGetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM`
1313: @*/
1314: PetscErrorCode TaoADMMSetUpdateType(Tao tao, TaoADMMUpdateType type)
1315: {
1316:   PetscFunctionBegin;
1319:   PetscTryMethod(tao, "TaoADMMSetUpdateType_C", (Tao, TaoADMMUpdateType), (tao, type));
1320:   PetscFunctionReturn(PETSC_SUCCESS);
1321: }

1323: /*@
1324:    TaoADMMGetUpdateType - Gets the type of spectral penalty update routine for `TAOADMM`

1326:    Not Collective

1328:    Input Parameter:
1329: .  tao - the `Tao` context

1331:    Output Parameter:
1332: .  type - the type of spectral penalty update routine

1334:    Level: intermediate

1336: .seealso: `TaoADMMSetUpdateType()`, `TaoADMMUpdateType`, `TAOADMM`
1337: @*/
1338: PetscErrorCode TaoADMMGetUpdateType(Tao tao, TaoADMMUpdateType *type)
1339: {
1340:   PetscFunctionBegin;
1342:   PetscUseMethod(tao, "TaoADMMGetUpdateType_C", (Tao, TaoADMMUpdateType *), (tao, type));
1343:   PetscFunctionReturn(PETSC_SUCCESS);
1344: }