Files
mfem/examples/hiop/ex9.cpp
T
2020-03-09 18:05:47 -07:00

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C++

// MFEM Example 9
// Nonlinear Constrained Optimization Modification
//
// Compile with: make ex9
//
// Sample runs:
// ex9 -m ../../data/periodic-segment.mesh -r 3 -p 0 -o 2 -dt 0.002 -opt 1
// ex9 -m ../../data/periodic-segment.mesh -r 3 -p 0 -o 2 -dt 0.002 -opt 2
//
// ex9 -m ../../data/periodic-square.mesh -p 0 -r 2 -dt 0.01 -tf 10 -opt 1
// ex9 -m ../../data/periodic-square.mesh -p 0 -r 2 -dt 0.01 -tf 10 -opt 2
//
// ex9 -m ../../data/periodic-square.mesh -p 1 -r 2 -dt 0.005 -tf 9 -opt 1
// ex9 -m ../../data/periodic-square.mesh -p 1 -r 2 -dt 0.005 -tf 9 -opt 2
//
// ex9 -m ../../data/amr-quad.mesh -p 1 -r 1 -dt 0.002 -tf 9 -opt 1
// ex9 -m ../../data/amr-quad.mesh -p 1 -r 1 -dt 0.002 -tf 9 -opt 2
//
// ex9 -m ../../data/disc-nurbs.mesh -p 1 -r 2 -dt 0.005 -tf 9 -opt 1
// ex9 -m ../../data/disc-nurbs.mesh -p 1 -r 2 -dt 0.005 -tf 9 -opt 2
//
// ex9 -m ../../data/disc-nurbs.mesh -p 2 -r 2 -dt 0.01 -tf 9 -opt 1
// ex9 -m ../../data/disc-nurbs.mesh -p 2 -r 2 -dt 0.01 -tf 9 -opt 2
//
// ex9 -m ../../data/periodic-square.mesh -p 3 -r 3 -dt 0.0025 -tf 9 -opt 1
// ex9 -m ../../data/periodic-square.mesh -p 3 -r 3 -dt 0.0025 -tf 9 -opt 2
//
// ex9 -m ../../data/periodic-cube.mesh -p 0 -r 2 -o 2 -dt 0.02 -tf 8 -opt 1
// ex9 -m ../../data/periodic-cube.mesh -p 0 -r 2 -o 2 -dt 0.02 -tf 8 -opt 2
// Description: This example modifies the standard MFEM ex9 by adding nonlinear
// constrained optimization capabilities through the SLBQP and
// HIOP solvers. It demonstrates how a user can define a custom
// class OptimizationProblem that includes linear/nonlinear
// equality/inequality constraints. This optimization is applied
// as post-processing to the solution of the transport equation.
//
// Description of ex9:
// This example code solves the time-dependent advection equation
// du/dt + v.grad(u) = 0, where v is a given fluid velocity, and
// u0(x)=u(0,x) is a given initial condition.
//
// The example demonstrates the use of Discontinuous Galerkin (DG)
// bilinear forms in MFEM (face integrators), the use of explicit
// ODE time integrators, the definition of periodic boundary
// conditions through periodic meshes, as well as the use of GLVis
// for persistent visualization of a time-evolving solution. The
// saving of time-dependent data files for external visualization
// with VisIt (visit.llnl.gov) is also illustrated.
#include "mfem.hpp"
#include <fstream>
#include <iostream>
using namespace std;
using namespace mfem;
// Choice for the problem setup. The fluid velocity, initial condition and
// inflow boundary condition are chosen based on this parameter.
int problem;
// Nonlinear optimizer.
int optimizer_type;
// Velocity coefficient
bool invert_velocity = false;
void velocity_function(const Vector &x, Vector &v);
// Initial condition
double u0_function(const Vector &x);
// Inflow boundary condition
double inflow_function(const Vector &x);
// Mesh bounding box
Vector bb_min, bb_max;
/// Computes C(x) = sum w_i x_i, where w is a given Vector.
class LinearScaleOperator : public Operator
{
private:
const Vector &w;
mutable DenseMatrix grad;
public:
LinearScaleOperator(const Vector &weight)
: Operator(1, weight.Size()), w(weight), grad(1, width)
{
for (int i = 0; i < width; i++) { grad(0, i) = w(i); }
}
virtual void Mult(const Vector &x, Vector &y) const
{
y(0) = w * x;
}
virtual Operator &GetGradient(const Vector &x) const
{
return grad;
}
};
/// Nonlinear monotone bounded operator to test nonlinear ineq constraints.
/// Computes D(x) = tanh(sum(x_i)).
class TanhSumOperator : public Operator
{
private:
mutable DenseMatrix grad;
public:
TanhSumOperator(int size) : Operator(1, size), grad(1, width) { }
virtual void Mult(const Vector &x, Vector &y) const
{
y(0) = std::tanh(x.Sum());
}
virtual Operator &GetGradient(const Vector &x) const
{
const double ts = std::tanh(x.Sum());
const double dtanh = 1.0 - ts * ts;
for (int i = 0; i < width; i++) { grad(0, i) = dtanh; }
return grad;
}
};
/** Monotone and conservative a-posteriori correction for transport solutions:
* Find x that minimizes 0.5 || x - x_HO ||^2, subject to
* sum w_i x_i = mass,
* tanh(sum(x_i_min)) <= tanh(sum(x_i)) <= tanh(sum(x_i_max)),
* x_i_min <= x_i <= x_i_max,
*/
class OptimizedTransportProblem : public OptimizationProblem
{
private:
const Vector &x_HO;
Vector massvec, d_lo, d_hi;
const LinearScaleOperator LSoper;
const TanhSumOperator TSoper;
public:
OptimizedTransportProblem(const Vector &xho, const Vector &w, double mass,
const Vector &xmin, const Vector &xmax)
: OptimizationProblem(xho.Size(), NULL, NULL),
x_HO(xho), massvec(1), d_lo(1), d_hi(1),
LSoper(w), TSoper(w.Size())
{
C = &LSoper;
massvec(0) = mass;
SetEqualityConstraint(massvec);
D = &TSoper;
d_lo(0) = std::tanh(xmin.Sum());
d_hi(0) = std::tanh(xmax.Sum());
MFEM_ASSERT(d_lo(0) < d_hi(0),
"The bounds produce an infeasible optimization problem");
SetInequalityConstraint(d_lo, d_hi);
SetSolutionBounds(xmin, xmax);
}
virtual double CalcObjective(const Vector &x) const
{
double res = 0.0;
for (int i = 0; i < input_size; i++)
{
const double d = x(i) - x_HO(i);
res += d * d;
}
return 0.5 * res;
}
virtual void CalcObjectiveGrad(const Vector &x, Vector &grad) const
{
for (int i = 0; i < input_size; i++) { grad(i) = x(i) - x_HO(i); }
}
};
/** A time-dependent operator for the right-hand side of the ODE. The DG weak
form of du/dt = -v.grad(u) is M du/dt = K u + b, where M and K are the mass
and advection matrices, and b describes the flow on the boundary. This can
be written as a general ODE, du/dt = M^{-1} (K u + b), and this class is
used to evaluate the right-hand side. */
class FE_Evolution : public TimeDependentOperator
{
private:
SparseMatrix &M, &K;
const Vector &b;
DSmoother M_prec;
CGSolver M_solver;
mutable Vector z;
double dt;
BilinearForm &bf;
Vector &M_rowsums;
public:
FE_Evolution(SparseMatrix &_M, SparseMatrix &_K, const Vector &_b,
BilinearForm &_bf, Vector &M_rs);
void SetTimeStep(double _dt) { dt = _dt; }
void SetK(SparseMatrix &_K) { K = _K; }
virtual void Mult(const Vector &x, Vector &y) const;
virtual ~FE_Evolution() { }
};
int main(int argc, char *argv[])
{
// 1. Parse command-line options.
problem = 0;
optimizer_type = 1;
const char *mesh_file = "../../data/periodic-hexagon.mesh";
int ref_levels = 2;
int order = 3;
int ode_solver_type = 3;
double t_final = 1.0;
double dt = 0.01;
bool visualization = true;
bool visit = false;
bool binary = false;
int vis_steps = 5;
int precision = 8;
cout.precision(precision);
OptionsParser args(argc, argv);
args.AddOption(&mesh_file, "-m", "--mesh",
"Mesh file to use.");
args.AddOption(&problem, "-p", "--problem",
"Problem setup to use. See options in velocity_function().");
args.AddOption(&ref_levels, "-r", "--refine",
"Number of times to refine the mesh uniformly.");
args.AddOption(&order, "-o", "--order",
"Order (degree) of the finite elements.");
args.AddOption(&optimizer_type, "-opt", "--optimizer",
"Nonlinear optimizer: 1 - SLBQP,\n\t"
" 2 - HIOP.");
args.AddOption(&ode_solver_type, "-s", "--ode-solver",
"ODE solver: 1 - Forward Euler,\n\t"
" 2 - RK2 SSP, 3 - RK3 SSP, 4 - RK4, 6 - RK6.");
args.AddOption(&t_final, "-tf", "--t-final",
"Final time; start time is 0.");
args.AddOption(&dt, "-dt", "--time-step",
"Time step.");
args.AddOption(&visualization, "-vis", "--visualization", "-no-vis",
"--no-visualization",
"Enable or disable GLVis visualization.");
args.AddOption(&visit, "-visit", "--visit-datafiles", "-no-visit",
"--no-visit-datafiles",
"Save data files for VisIt (visit.llnl.gov) visualization.");
args.AddOption(&binary, "-binary", "--binary-datafiles", "-ascii",
"--ascii-datafiles",
"Use binary (Sidre) or ascii format for VisIt data files.");
args.AddOption(&vis_steps, "-vs", "--visualization-steps",
"Visualize every n-th timestep.");
args.Parse();
if (!args.Good())
{
args.PrintUsage(cout);
return 1;
}
args.PrintOptions(cout);
// 2. Read the mesh from the given mesh file. We can handle geometrically
// periodic meshes in this code.
Mesh *mesh = new Mesh(mesh_file, 1, 1);
int dim = mesh->Dimension();
// 3. Define the ODE solver used for time integration. Several explicit
// Runge-Kutta methods are available.
ODESolver *ode_solver = NULL;
switch (ode_solver_type)
{
case 1: ode_solver = new ForwardEulerSolver; break;
case 2: ode_solver = new RK2Solver(1.0); break;
case 3: ode_solver = new RK3SSPSolver; break;
case 4: ode_solver = new RK4Solver; break;
case 6: ode_solver = new RK6Solver; break;
default:
cout << "Unknown ODE solver type: " << ode_solver_type << '\n';
delete mesh;
return 3;
}
// 4. Refine the mesh to increase the resolution. In this example we do
// 'ref_levels' of uniform refinement, where 'ref_levels' is a
// command-line parameter. If the mesh is of NURBS type, we convert it to
// a (piecewise-polynomial) high-order mesh.
for (int lev = 0; lev < ref_levels; lev++)
{
mesh->UniformRefinement();
}
if (mesh->NURBSext)
{
mesh->SetCurvature(max(order, 1));
}
mesh->GetBoundingBox(bb_min, bb_max, max(order, 1));
// 5. Define the discontinuous DG finite element space of the given
// polynomial order on the refined mesh.
DG_FECollection fec(order, dim, BasisType::Positive);
FiniteElementSpace fes(mesh, &fec);
cout << "Number of unknowns: " << fes.GetVSize() << endl;
// 6. Set up and assemble the bilinear and linear forms corresponding to the
// DG discretization. The DGTraceIntegrator involves integrals over mesh
// interior faces.
VectorFunctionCoefficient velocity(dim, velocity_function);
FunctionCoefficient inflow(inflow_function);
FunctionCoefficient u0(u0_function);
BilinearForm m(&fes);
m.AddDomainIntegrator(new MassIntegrator);
BilinearForm k(&fes);
k.AddDomainIntegrator(new ConvectionIntegrator(velocity, -1.0));
k.AddInteriorFaceIntegrator(
new TransposeIntegrator(new DGTraceIntegrator(velocity, 1.0, -0.5)));
k.AddBdrFaceIntegrator(
new TransposeIntegrator(new DGTraceIntegrator(velocity, 1.0, -0.5)));
LinearForm b(&fes);
b.AddBdrFaceIntegrator(
new BoundaryFlowIntegrator(inflow, velocity, -1.0, -0.5));
m.Assemble();
m.Finalize();
int skip_zeros = 0;
k.Assemble(skip_zeros);
k.Finalize(skip_zeros);
b.Assemble();
// 7. Define the initial conditions, save the corresponding grid function to
// a file and (optionally) save data in the VisIt format and initialize
// GLVis visualization.
GridFunction u(&fes);
u.ProjectCoefficient(u0);
{
ofstream omesh("ex9.mesh");
omesh.precision(precision);
mesh->Print(omesh);
ofstream osol("ex9-init.gf");
osol.precision(precision);
u.Save(osol);
}
// Create data collection for solution output: either VisItDataCollection for
// ascii data files, or SidreDataCollection for binary data files.
DataCollection *dc = NULL;
if (visit)
{
if (binary)
{
#ifdef MFEM_USE_SIDRE
dc = new SidreDataCollection("Example9", mesh);
#else
MFEM_ABORT("Must build with MFEM_USE_SIDRE=YES for binary output.");
#endif
}
else
{
dc = new VisItDataCollection("Example9", mesh);
dc->SetPrecision(precision);
}
dc->RegisterField("solution", &u);
dc->SetCycle(0);
dc->SetTime(0.0);
dc->Save();
}
socketstream sout;
if (visualization)
{
char vishost[] = "localhost";
int visport = 19916;
sout.open(vishost, visport);
if (!sout)
{
cout << "Unable to connect to GLVis server at "
<< vishost << ':' << visport << endl;
visualization = false;
cout << "GLVis visualization disabled.\n";
}
else
{
sout.precision(precision);
sout << "solution\n" << *mesh << u;
sout << "pause\n";
sout << flush;
cout << "GLVis visualization paused."
<< " Press space (in the GLVis window) to resume it.\n";
}
}
Vector M_rowsums(m.Size());
m.SpMat().GetRowSums(M_rowsums);
// 8. Define the time-dependent evolution operator describing the ODE
// right-hand side, and perform time-integration (looping over the time
// iterations, ti, with a time-step dt).
FE_Evolution adv(m.SpMat(), k.SpMat(), b, k, M_rowsums);
double t = 0.0;
adv.SetTime(t);
ode_solver->Init(adv);
// Compute initial volume.
const double vol0 = M_rowsums * u;
bool done = false;
for (int ti = 0; !done; )
{
double dt_real = min(dt, t_final - t);
adv.SetTimeStep(dt_real);
ode_solver->Step(u, t, dt_real);
ti++;
done = (t >= t_final - 1e-8*dt);
if (done || ti % vis_steps == 0)
{
cout << "time step: " << ti << ", time: " << t << endl;
if (visualization)
{
sout << "solution\n" << *mesh << u << flush;
}
if (visit)
{
dc->SetCycle(ti);
dc->SetTime(t);
dc->Save();
}
}
}
// Print the error vs exact solution.
const double max_error = u.ComputeMaxError(u0),
l1_error = u.ComputeL1Error(u0),
l2_error = u.ComputeL2Error(u0);
std::cout << "Linf error = " << max_error << endl
<< "L1 error = " << l1_error << endl
<< "L2 error = " << l2_error << endl;
// Print error in volume.
const double vol = M_rowsums * u;
std::cout << "Vol error = " << vol - vol0 << endl;
// 9. Save the final solution. This output can be viewed later using GLVis:
// "glvis -m ex9.mesh -g ex9-final.gf".
{
ofstream osol("ex9-final.gf");
osol.precision(precision);
u.Save(osol);
}
// 10. Free the used memory.
delete ode_solver;
delete dc;
delete mesh;
return 0;
}
// Implementation of class FE_Evolution
FE_Evolution::FE_Evolution(SparseMatrix &_M, SparseMatrix &_K,
const Vector &_b, BilinearForm &_bf, Vector &M_rs)
: TimeDependentOperator(_M.Size()),
M(_M), K(_K), b(_b), M_prec(), M_solver(), z(_M.Size()),
bf(_bf), M_rowsums(M_rs)
{
M_solver.SetPreconditioner(M_prec);
M_solver.SetOperator(M);
M_solver.iterative_mode = false;
M_solver.SetRelTol(1e-9);
M_solver.SetAbsTol(0.0);
M_solver.SetMaxIter(100);
M_solver.SetPrintLevel(0);
}
void FE_Evolution::Mult(const Vector &x, Vector &y) const
{
// Compute bounds y_min, y_max for y from x on the ldofs.
const int dofs = x.Size();
Vector y_min(dofs), y_max(dofs);
const int *In = bf.SpMat().GetI(), *Jn = bf.SpMat().GetJ();
for (int i = 0, k = 0; i < dofs; i++)
{
double x_i_min = +std::numeric_limits<double>::infinity();
double x_i_max = -std::numeric_limits<double>::infinity();
for (int end = In[i+1]; k < end; k++)
{
const int j = Jn[k];
if (x(j) > x_i_max) { x_i_max = x(j); }
if (x(j) < x_i_min) { x_i_min = x(j); }
}
y_min(i) = x_i_min;
y_max(i) = x_i_max;
}
for (int i = 0; i < dofs; i++)
{
y_min(i) = (y_min(i) - x(i) ) / dt;
y_max(i) = (y_max(i) - x(i) ) / dt;
}
// Compute the high-order solution y = M^{-1} (K x + b).
K.Mult(x, z);
z += b;
M_solver.Mult(z, y);
// The solution y is an increment; it should not introduce new mass.
const double mass_y = 0.0;
// Perform optimization.
Vector y_out(dofs);
const int max_iter = 500;
const double rtol = 1.e-7;
double atol = 1.e-7;
OptimizationSolver *optsolver = NULL;
if (optimizer_type == 2)
{
#ifdef MFEM_USE_HIOP
HiopNlpOptimizer *tmp_opt_ptr = new HiopNlpOptimizer();
optsolver = tmp_opt_ptr;
#else
MFEM_ABORT("MFEM is not built with HiOp support!");
#endif
}
else
{
SLBQPOptimizer *slbqp = new SLBQPOptimizer();
slbqp->SetBounds(y_min, y_max);
slbqp->SetLinearConstraint(M_rowsums, mass_y);
atol = 1.e-15;
optsolver = slbqp;
}
OptimizedTransportProblem ot_prob(y, M_rowsums, mass_y, y_min, y_max);
optsolver->SetOptimizationProblem(ot_prob);
optsolver->SetMaxIter(max_iter);
optsolver->SetAbsTol(atol);
optsolver->SetRelTol(rtol);
optsolver->SetPrintLevel(0);
optsolver->Mult(y, y_out);
y = y_out;
delete optsolver;
}
// Velocity coefficient
void velocity_function(const Vector &x, Vector &v)
{
int dim = x.Size();
// map to the reference [-1,1] domain
Vector X(dim);
for (int i = 0; i < dim; i++)
{
double center = (bb_min[i] + bb_max[i]) * 0.5;
X(i) = 2 * (x(i) - center) / (bb_max[i] - bb_min[i]);
}
switch (problem)
{
case 0:
{
// Translations in 1D, 2D, and 3D
switch (dim)
{
case 1: v(0) = (invert_velocity) ? -1.0 : 1.0; break;
case 2: v(0) = sqrt(2./3.); v(1) = sqrt(1./3.); break;
case 3: v(0) = sqrt(3./6.); v(1) = sqrt(2./6.); v(2) = sqrt(1./6.);
break;
}
break;
}
case 1:
case 2:
{
// Clockwise rotation in 2D around the origin
const double w = M_PI/2;
switch (dim)
{
case 1: v(0) = 1.0; break;
case 2: v(0) = w*X(1); v(1) = -w*X(0); break;
case 3: v(0) = w*X(1); v(1) = -w*X(0); v(2) = 0.0; break;
}
break;
}
case 3:
{
// Clockwise twisting rotation in 2D around the origin
const double w = M_PI/2;
double d = max((X(0)+1.)*(1.-X(0)),0.) * max((X(1)+1.)*(1.-X(1)),0.);
d = d*d;
switch (dim)
{
case 1: v(0) = 1.0; break;
case 2: v(0) = d*w*X(1); v(1) = -d*w*X(0); break;
case 3: v(0) = d*w*X(1); v(1) = -d*w*X(0); v(2) = 0.0; break;
}
break;
}
}
}
// Initial condition
double u0_function(const Vector &x)
{
int dim = x.Size();
// map to the reference [-1,1] domain
Vector X(dim);
for (int i = 0; i < dim; i++)
{
double center = (bb_min[i] + bb_max[i]) * 0.5;
X(i) = 2 * (x(i) - center) / (bb_max[i] - bb_min[i]);
}
switch (problem)
{
case 0:
case 1:
{
switch (dim)
{
case 1:
return (X(0) > -0.15 && X(0) < 0.15) ? 1.0 : 0.0;
//return exp(-40.*pow(X(0)-0.0,2));
case 2:
case 3:
{
double rx = 0.45, ry = 0.25, cx = 0., cy = -0.2, w = 10.;
if (dim == 3)
{
const double s = (1. + 0.25*cos(2*M_PI*X(2)));
rx *= s;
ry *= s;
}
return ( erfc(w*(X(0)-cx-rx))*erfc(-w*(X(0)-cx+rx)) *
erfc(w*(X(1)-cy-ry))*erfc(-w*(X(1)-cy+ry)) )/16;
}
}
}
case 2:
{
double x_ = X(0), y_ = X(1), rho, phi;
rho = hypot(x_, y_);
phi = atan2(y_, x_);
return pow(sin(M_PI*rho),2)*sin(3*phi);
}
case 3:
{
const double f = M_PI;
return sin(f*X(0))*sin(f*X(1));
}
}
return 0.0;
}
// Inflow boundary condition (zero for the problems considered in this example)
double inflow_function(const Vector &x)
{
switch (problem)
{
case 0:
case 1:
case 2:
case 3: return 0.0;
}
return 0.0;
}