[petsc-dev] coding style
Oxberry, Geoffrey Malcolm
oxberry1 at llnl.gov
Tue Aug 16 19:44:42 CDT 2016
> On Aug 16, 2016, at 5:03 PM, Barry Smith <bsmith at mcs.anl.gov> wrote:
>
>
>> On Aug 16, 2016, at 6:09 PM, Munson, Todd <tmunson at mcs.anl.gov> wrote:
>>
>>
>> Is there a reason to put flags into PETSc for linear or nonlinear equations? In PETSc
>> there is a natural difference between linear (KSP) and nonlinear (SNES) that is
>> reflected in the objects.
>
> The flags are for TS ODE solvers (not KSP or SNES); they can come into play for two reasons
>
> 1) whether Jacobian entries can be changed inside the solver or not (for nonlinear ODES they can usually be changed since the user provides new values at each Jacobian update; for linear the user won't normally be putting in the same values again so if the solver changes the values it has to have some way to recover the values; often but not always the changes are only on the diagonal). Note that this reason is JUST a question of optimizing memory and code (do you make a copy of matrices or not?), not correctness of results.
>
> 2) There may also be specialized ODE integrator only worked for a linear problem. (I don't know if we have any of those implemented or not). This is not just a question of optimizing the solver, it is a question of correctness. If I try to solve a nonlinear problem with a linear only solver I will get a wrong or meaningless answer.
>
> Similarly I think for TAO both reasons for wanting to know properties of the problem exist.
>>
>> Any thoughts on splitting up the TAO methods in a similar way and distinguish at
>> least between between quadratic and general nonlinear problems, rather than
>> putting in flags. This would be consistent with the rest of PETSc.
>>
>> For example, instead of having a single "bound" directory, having something
>> like a "bco" directory for generic nonlinear bound-constrained optimization
>> and a "bqp" directory for bound constrained quadratic programs.
>>
>> I'd do the same for "unconstrained" into "uco" and "uqp".
>>
>> General constraints then become more cumbersome with too many combinations.
>> Could probably get by with generic "lp", "qp", and "nlp" though.
>
> If you did this for the TAO user API then one could argue it should be done for TS also. But I don't think it should be done for TS.
>
> Two reasons for not having a separate API for linear and nonlinear problems is
>
> 1) I may want to use a "nonlinear" ODE integrator (that is an integrator that works for nonlinear problems also) on my linear problem and I shouldn't need to have ifs if my code to switch to use it. That is I don't want ugly code like
>
> if (using nonlinear integrator) {
> TSSetIJacobian(..)
> } else {
> TSSetConstantMatrix(...)
> }
> Now I could also have my "nonlinear integrators" support the TSSetConstantMatrix() API but that leads to more complex implementations that are more work to maintain. Why not just have something like
> TSSetIJacobian(ts, J,TSConstantJacobianFunction()) when you are doing a linear ODE?
>
> 2) I may spend 3 months writing my linear ODE problem using the linear interface and then realize I have to add a nonlinear term, now I have to change my app use the nonlinear interface of TS. This is why Matt argues we should just publicly support the SNES api even for linear problems.
>
> Dealing with changing or not changing matrices has another issue we have not dealt with properly in PETSc (or TAO). When the matrix entries are set. For linear ODE problems we kind of assume the matrix entries are set by the user before they ever call the TS code (and many users think this is a natural way to proceed), so essentially they compute the J matrix up front and then pass it to the TS which uses it. For nonlinear problems, of course, we cannot set the matrix entries up front, they MUST be set in the callback that TS calls to compute the matrix entries. But if the matrix structure is provided internally by a DM then the user does not have direct access to the matrix before calling TSSolve() so even for linear problems the code logic more naturally wants the (constant) Jacobian to be computed at the first timestep computation (and never again) rather than up front. Using the Matt Knepley consistency/simplicity argument we should just always use the callback approach and not even "support" the "linear only" approach. Then comes the nasty linear "flag" to indicate 1) if the user intends to provide the matrix only once and 2) to indicate the problem has special (linear) structure that only certain solvers will work correctly on.
>
> I'm rambling a bit but I need to in order to make clear these kind of design decisions are not straightforward.
It’s good to hear about the design process that goes on for TS. For TAO, linearity comes up in two places: the objective and constraints. In each of these functions, gradients and Hessians (or Hessian approximations) might be needed by an algorithm.
>
> In terms of organizing the implementation code and the names (TaoType) of the methods I think spitting them into categories makes good sense. But never with your horrible abbreviations that no one but you would be able to remember! We are not using Fortran IV with 6 char limits.
Agreed.
>
> Before doing anything let's try to generate a table that includes all (most of?) the cases.
>
> The function being optimized is linear, quadratic, or general (another case is separable).
These are probably the most common cases. Separable is an interesting case, but then I’d argue based on the design principles you laid out above that if I know my problem is separable and I later add linking constraints or objectives, I should be able to call a generic nonlinear programming solver instead.
> The equality constraints are linear?, quadratic? general? or something else?
Linear is the main special case. I’m not aware of quadratic being an interesting special case for equality constraints.
> The inequality constraints are simple bounds? linear? quadratic? general? something else?
Types of constraints would probably be: bounds, linear, second-order cone, semidefinite, maybe quadratic, general. Again, depending on what you want to do for the separable case, you could subdivide these into separable constraints and linking constraints.
> Is there a fourth (or even more) axis of problem properties?
Binary or mixed-integer constraints are another possibility; I assume Sven and Stefan would have more to say about this area, given their EMWG white paper. There are some powerful heuristics for certain problem classes that are somewhat scalable.
For optimization under uncertainty, there is robust optimization, as Todd mentioned, and also stochastic programming. Stochastic programming seems more tractable to me for more general cases of nonlinear programming, but there are certain robust optimization problems that are also tractable and useful. Stochastic programming is separable, but you may or may not want to have special support for different types of objective functions (e.g., mean, mean plus variance, conditional value at risk) or constraints (e.g., conditional value at risk again, chance constraints). Depending on how you go about solving the stochastic program, you might need to consider how to encode the probability measures, as in a stochastic collocation/polynomial chaos approach.
For PDE-constrained optimization, there is the full-space/reduced-space axis (aka the SAND/NAND axis).
There can also be many special cases for certain problem classes. In machine learning, first-order algorithms are good enough in many cases, and certain problem formulations occur often enough to have their own solver algorithms (least squares type problems, l1-regression, compressed sensing).
The last axis I can think of is the single versus multiple processor axis for different algorithms, if you’re interested in having more efficient single-processor (or direct solver) variants of algorithms. The SQP solver I wrote for TAO is probably crap if you set the KSP to PREONLY and the PC to LU with any mat solver that can tolerate zeros on the diagonal. Specializations of those algorithms would be useful for smaller problems if you want that capability in TAO; I wouldn’t blame you if you said instead that users should just use an off-the-shelf solver instead. These sorts of specializations would also come up for linear programs, quadratic programs, and their mixed-integer counterparts, where many specializations are useful for the single processor case, and have unclear (or definitely zero) utility in multiprocessor, distributed-memory settings.
Geoff
>
>
> Is this level of categories enough to organize the directories and naming of TAO solvers?
>
> Barry
>
>
>
>>
>> The methods would then explicitly mention the type of optimization problem
>> with, for example, TAO_UCO_LMVM, TAO_BCO_TRON, and TAO_BQP_GPCG.
>>
>> Thoughts?
>>
>> Todd.
>>
>>
>>> On Aug 16, 2016, at 4:32 PM, Oxberry, Geoffrey Malcolm <oxberry1 at llnl.gov> wrote:
>>>
>>> Definitely flags for linear problems would be helpful for TAO. Once there is an example up, I'd be happy to add that to the SQPTR pull request.
>>>
>>> ________________________________________
>>> From: petsc-dev-bounces at mcs.anl.gov [petsc-dev-bounces at mcs.anl.gov] on behalf of Barry Smith [bsmith at mcs.anl.gov]
>>> Sent: Monday, August 15, 2016 6:18 PM
>>> To: Munson, Todd
>>> Cc: petsc-dev
>>> Subject: Re: [petsc-dev] coding style
>>>
>>>> On Aug 15, 2016, at 8:08 PM, Munson, Todd <tmunson at mcs.anl.gov> wrote:
>>>>
>>>>
>>>> Since we are only doing diagonal modifications to the matrix in
>>>> my case, should I simply create a matnest in my part of the
>>>> code and apply the diagonal modification in the matnest
>>>> without directly modifying any of the matrices?
>>>> That might be cleaner for the users.
>>>
>>> It will be dependent on the solver how much of the matrix you need retain the parts you have modified.
>>>
>>> MatNest isn't the right thing here. I think you can do MatGetDiagonal() to keep the valid diagonal entries then MatDiagonalSet() to put back the valid entries.
>>>
>>> Barry
>>>
>>>
>>>>
>>>> Todd.
>>>>
>>>>> On Aug 15, 2016, at 7:55 PM, Barry Smith <bsmith at mcs.anl.gov> wrote:
>>>>>
>>>>>
>>>>>> On Aug 15, 2016, at 7:42 PM, Munson, Todd <tmunson at mcs.anl.gov> wrote:
>>>>>>
>>>>>>
>>>>>> Got it. I will get all the code fragments in the developer doc that
>>>>>> are not meant to be deliberately wrong fixed tomorrow; at least
>>>>>> that code will be compliant... :)
>>>>>>
>>>>>> Then its onto fixing bqpip.
>>>>>>
>>>>>> Was there a final say on the Hessian/Jacobian matrix when they are
>>>>>> modified? Were we adding a "dirty" bit or was I changing my code
>>>>>> to not modify those matrices?
>>>>>
>>>>> Changing email to petsc-dev since this is a general PETSc/TAO issue.
>>>>>
>>>>> This is why we don't wait months to fix something :-) I have completely forgot the context you are asking about.
>>>>>
>>>>> I think the general issue comes up when a problem is linear and the user just wants to set and forget the matrices while when the problem is nonlinear the user needs to reset values into the matrix anyways so it is fine for you to change the matrix internally. Unless there is a way for the user to explicitly indicate the system is linear your code cannot know if it needs to make a copy of the matrix.
>>>>>
>>>>> In TS we have typedef enum {TS_LINEAR,TS_NONLINEAR} TSProblemType; and TSSetProblemType() that can be used to indicate if the matrices can be changed or not (though I don't think we use it in this way, we have an open issue https://bitbucket.org/petsc/petsc/issues/135/memory-optimization-for-ts
>>>>>
>>>>> I think you should start by having a flag that indicates if it is safe to modify the matrices associated with the TAO object and if not safe keep a backup copy.
>>>>>
>>>>> Barry
>>>>>
>>>>>
>>>>>
>>>>>>
>>>>>> Todd.
>>>>>>
>>>>>>> On Aug 15, 2016, at 6:09 PM, Barry Smith <bsmith at mcs.anl.gov> wrote:
>>>>>>>
>>>>>>>
>>>>>>> Todd,
>>>>>>>
>>>>>>>> On Aug 15, 2016, at 10:26 AM, Satish Balay <balay at mcs.anl.gov> wrote:
>>>>>>>>
>>>>>>>> Todd,
>>>>>>>>
>>>>>>>> Forwarding this to Barry.
>>>>>>>>
>>>>>>>> Satish
>>>>>>>>
>>>>>>>> On Mon, 15 Aug 2016, Munson, Todd wrote:
>>>>>>>>
>>>>>>>>>
>>>>>>>>> I'm going through the developer documentation. There seems to be
>>>>>>>>> a few things missing from the coding style.
>>>>>>>>>
>>>>>>>>> For example, in function prototypes, is it:
>>>>>>>>>
>>>>>>>>> PetscErrorCode MyFunction(char *,const int *,int);
>>>>>>>>>
>>>>>>>>> or
>>>>>>>>>
>>>>>>>>> PetscErrorCode MyFunction(char*,const int*,int)
>>>>>>>
>>>>>>> The second one because the preference is to not have unnecessary space.
>>>>>>>
>>>>>>>>>
>>>>>>>>>
>>>>>>>>> Same thing in the definitions:
>>>>>>>>>
>>>>>>>>> PetscErrorCode MyFunction(char *c,const int *i,int j)
>>>>>>>>> {
>>>>>>>>> }
>>>>>>>>>
>>>>>>>>> or
>>>>>>>>>
>>>>>>>>> PetscErrorCode MyFunction(char* c,const int* i,int j)
>>>>>>>
>>>>>>> The * should always be attached to the variable.
>>>>>>>>> {
>>>>>>>>> }
>>>>>>>>>
>>>>>>>>> The same questions apply with * replaced by [].
>>>>>>>>>
>>>>>>>>>
>>>>>>>>> Next is in the types for variables. Are pointers grouped
>>>>>>>>> separately or together with the type:
>>>>>>>>>
>>>>>>>>> int *i,j,*k;
>>>>>>>>>
>>>>>>>>> or
>>>>>>>>>
>>>>>>>>> int *i,*k;
>>>>>>>>> int j;
>>>>>>>>>
>>>>>>>>> If grouped together, should they be ordered with pointers first
>>>>>>>>> and the others later?
>>>>>>>>>
>>>>>>>>> int *i,*k,j;
>>>>>>>
>>>>>>> There is no preference on the above; the pointers do not have to be on their own line.
>>>>>>>>>
>>>>>>>>> On the next topic, do you use
>>>>>>>>>
>>>>>>>>> char *blah;
>>>>>>>>>
>>>>>>>>> or
>>>>>>>>>
>>>>>>>>> char* blah;
>>>>>>>>>
>>>>>>>>> when there is only one of them?
>>>>>>>
>>>>>>> * belongs on the variable
>>>>>>>
>>>>>>>>>
>>>>>>>>> I have the same issues with the typedefs. Sometimes there is
>>>>>>>>>
>>>>>>>>> typedef struct _EH* EH;
>>>>>>>>>
>>>>>>>>> and other times
>>>>>>>>>
>>>>>>>>> typedef struct _EH *EH;
>>>>>>>
>>>>>>> Here the * belongs as in the first case
>>>>>>>>>
>>>>>>>>>
>>>>>>>>> My personal thought is to be consistent and use char * with a space
>>>>>>>>> everywhere, but you tell me. I will then go and fix the developer
>>>>>>>>> documentation to be consistent with the style guide as a test of
>>>>>>>>> my branch management.
>>>>>>>>>
>>>>>>>>> Todd.
>>>>>>>>>
>>>>>>>>>
>>>>>>>>
>>>>>>>
>>>>>>
>>>>>
>>>>
>>>
>>
>
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