Actual source code: admm.h
petsc-3.13.6 2020-09-29
1: #if !defined(TAOADMM_H)
2: #define TAOADMM_H
3: #include <petsc/private/taoimpl.h>
5: typedef struct _TaoADMMOps *TaoADMMOps;
7: struct _TaoADMMOps {
8: PetscErrorCode (*misfitobjgrad)(Tao, Vec, PetscReal*, Vec, void*);
9: PetscErrorCode (*misfithess)(Tao, Vec, Mat, Mat, void*);
10: PetscErrorCode (*misfitjac)(Tao, Vec, Mat, Mat, void*);
11: PetscErrorCode (*regobjgrad)(Tao, Vec, PetscReal*, Vec, void*);
12: PetscErrorCode (*reghess)(Tao, Vec, Mat, Mat, void*);
13: PetscErrorCode (*regjac)(Tao, Vec, Mat, Mat, void*);
14: };
16: typedef struct {
17: PETSCHEADER(struct _TaoADMMOps);
18: Tao subsolverX, subsolverZ, parent;
19: Vec residual,y,yold,y0,yhat,yhatold,constraint;
20: Vec z,zold,Ax,Bz,Axold,Bzold,Bz0;
21: Vec workLeft,workJacobianRight,workJacobianRight2; /*Ax,Bz,y,constraint are workJacobianRight sized. workLeft is solution sized */
22: Mat Hx,Hxpre,Hz,Hzpre,ATA,BTB,JA,JApre,JB,JBpre;
23: void* regobjgradP;
24: void* reghessP;
25: void* regjacobianP;
26: void* misfitobjgradP;
27: void* misfithessP;
28: void* misfitjacobianP;
29: PetscReal gamma,last_misfit_val,last_reg_val,l1epsilon;
30: PetscReal lambda,mu,muold,orthval,mueps,tol,mumin;
31: PetscReal Bzdiffnorm,dualres,resnorm,const_norm;
32: PetscReal gatol_admm,catol_admm;
33: PetscInt T; /* adaptive iteration cutoff */
34: PetscBool xJI, zJI; /* Bool to check whether A,B Jacobians are NULL-set identity */
35: PetscBool Hxchange, Hzchange; /* Bool to check whether Hx,Hz change wrt to x and z */
36: PetscBool Hxbool, Hzbool; /* Bool to make sure Hessian gets updated only once for Hchange False case */
37: TaoADMMUpdateType update; /* update policy for mu */
38: TaoADMMRegularizerType regswitch; /* regularization policy */
39: } TAO_ADMM;
41: #endif