Actual source code: matlab_ls_test.c

      1: static char help[] = "TAO/Pounders Matlab Testing on the More'-Wild Benchmark Problems\n\
      2: The interface calls:\n\
      3:     TestingInitialize.m to initialize the problem set\n\
      4:     ProblemInitialize.m to initialize each instance\n\
      5:     ProblemFinalize.m to store the performance data for the instance solved\n\
      6:     TestingFinalize.m to store the entire set of performance data\n\
      7: \n\
      8: TestingPlot.m is called outside of TAO/Pounders to produce a performance profile\n\
      9: of the results compared to the Matlab fminsearch algorithm.\n";

     11: #include <petsctao.h>
     12: #include <petscmatlab.h>

     14: typedef struct {
     15:   PetscMatlabEngine mengine;

     17:   double delta;           /* Initial trust region radius */

     19:   int n;                  /* Number of inputs */
     20:   int m;                  /* Number of outputs */
     21:   int nfmax;              /* Maximum function evaluations */
     22:   int npmax;              /* Maximum interpolation points */
     23: } AppCtx;

     25: static PetscErrorCode EvaluateResidual(Tao tao, Vec X, Vec F, void *ptr)
     26: {
     27:   AppCtx         *user = (AppCtx *)ptr;

     29:   PetscObjectSetName((PetscObject)X,"X");
     30:   PetscMatlabEnginePut(user->mengine,(PetscObject)X);
     31:   PetscMatlabEngineEvaluate(user->mengine,"F = func(X);");
     32:   PetscObjectSetName((PetscObject)F,"F");
     33:   PetscMatlabEngineGet(user->mengine,(PetscObject)F);
     34:   return 0;
     35: }

     37: static PetscErrorCode EvaluateJacobian(Tao tao, Vec X, Mat J, Mat JPre, void *ptr)
     38: {
     39:   AppCtx         *user = (AppCtx *)ptr;

     41:   PetscObjectSetName((PetscObject)X,"X");
     42:   PetscMatlabEnginePut(user->mengine,(PetscObject)X);
     43:   PetscMatlabEngineEvaluate(user->mengine,"J = jac(X);");
     44:   PetscObjectSetName((PetscObject)J,"J");
     45:   PetscMatlabEngineGet(user->mengine,(PetscObject)J);
     46:   return 0;
     47: }

     49: static PetscErrorCode TaoPounders(AppCtx *user)
     50: {
     51:   Tao            tao;
     52:   Vec            X, F;
     53:   Mat            J;
     54:   char           buf[1024];

     57:   /* Set the values for the algorithm options we want to use */
     58:   sprintf(buf,"%d",user->npmax);
     59:   PetscOptionsSetValue(NULL,"-tao_pounders_npmax",buf);
     60:   sprintf(buf,"%5.4e",user->delta);
     61:   PetscOptionsSetValue(NULL,"-tao_pounders_delta",buf);

     63:   /* Create the TAO objects and set the type */
     64:   TaoCreate(PETSC_COMM_SELF,&tao);

     66:   /* Create starting point and initialize */
     67:   VecCreateSeq(PETSC_COMM_SELF,user->n,&X);
     68:   PetscObjectSetName((PetscObject)X,"X0");
     69:   PetscMatlabEngineGet(user->mengine,(PetscObject)X);
     70:   TaoSetSolution(tao,X);

     72:   /* Create residuals vector and set residual function */
     73:   VecCreateSeq(PETSC_COMM_SELF,user->m,&F);
     74:   PetscObjectSetName((PetscObject)F,"F");
     75:   TaoSetResidualRoutine(tao,F,EvaluateResidual,(void*)user);

     77:   /* Create Jacobian matrix and set residual Jacobian routine */
     78:   MatCreateSeqAIJ(PETSC_COMM_WORLD,user->m,user->n,user->n,NULL,&J);
     79:   PetscObjectSetName((PetscObject)J,"J");
     80:   TaoSetJacobianResidualRoutine(tao,J,J,EvaluateJacobian,(void*)user);

     82:   /* Solve the problem */
     83:   TaoSetType(tao,TAOPOUNDERS);
     84:   TaoSetMaximumFunctionEvaluations(tao,user->nfmax);
     85:   TaoSetFromOptions(tao);
     86:   TaoSolve(tao);

     88:   /* Finish the problem */
     89:   MatDestroy(&J);
     90:   VecDestroy(&X);
     91:   VecDestroy(&F);
     92:   TaoDestroy(&tao);
     93:   return 0;
     94: }

     96: int main(int argc, char **argv)
     97: {
     98:   AppCtx         user;
     99:   PetscScalar    tmp;
    100:   PetscInt       prob_id = 0;
    101:   PetscBool      flg, testall = PETSC_FALSE;
    102:   int            i, i0, imax;

    104:   PetscInitialize(&argc,&argv,(char*)0,help);
    105:   PetscOptionsGetBool(NULL,NULL,"-test_all",&testall,NULL);
    106:   PetscOptionsGetInt(NULL,NULL,"-prob_id",&prob_id,&flg);
    107:   if (!testall) {
    108:     if (!flg) {
    109:       SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_NULL, "Problem number must be specified with -prob_id");
    110:     } else if ((prob_id < 1) || (prob_id > 53)) {
    111:       SETERRQ(PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Problem number must be between 1 and 53!");
    112:     } else {
    113:       PetscPrintf(PETSC_COMM_SELF,"Running problem %d\n",prob_id);
    114:     }
    115:   } else {
    116:     PetscPrintf(PETSC_COMM_SELF,"Running all problems\n");
    117:   }

    119:   PetscMatlabEngineCreate(PETSC_COMM_SELF,NULL,&user.mengine);
    120:   PetscMatlabEngineEvaluate(user.mengine,"TestingInitialize");

    122:   if (testall) {
    123:     i0 = 1;
    124:     imax = 53;
    125:   } else {
    126:     i0 = (int)prob_id;
    127:     imax = (int)prob_id;
    128:   }

    130:   for (i = i0; i <= imax; ++i) {
    131:       PetscPrintf(PETSC_COMM_SELF,"%d\n",i);
    132:       PetscMatlabEngineEvaluate(user.mengine,"np = %d; ProblemInitialize",i);
    133:       PetscMatlabEngineGetArray(user.mengine,1,1,&tmp,"n");
    134:       user.n = (int)tmp;
    135:       PetscMatlabEngineGetArray(user.mengine,1,1,&tmp,"m");
    136:       user.m = (int)tmp;
    137:       PetscMatlabEngineGetArray(user.mengine,1,1,&tmp,"nfmax");
    138:       user.nfmax = (int)tmp;
    139:       PetscMatlabEngineGetArray(user.mengine,1,1,&tmp,"npmax");
    140:       user.npmax = (int)tmp;
    141:       PetscMatlabEngineGetArray(user.mengine,1,1,&tmp,"delta");
    142:       user.delta = (double)tmp;

    144:       /* Ignore return code for now -- do not stop testing on inf or nan errors */
    145:       TaoPounders(&user);

    147:       PetscMatlabEngineEvaluate(user.mengine,"ProblemFinalize");
    148:     }

    150:   PetscMatlabEngineEvaluate(user.mengine,"TestingFinalize");
    151:   PetscMatlabEngineDestroy(&user.mengine);
    152:   PetscFinalize();
    153:   return 0;
    154: }

    156: /*TEST

    158:    build:
    159:       requires: matlab_engine

    161:    test:
    162:       localrunfiles: more_wild_probs TestingInitialize.m TestingFinalize.m ProblemInitialize.m ProblemFinalize.m
    163:       args: -tao_smonitor -prob_id 5

    165: TEST*/