[petsc-dev] Discussion about time-dependent optimization moved from PR

[Jed Brown]

Barry Smith <bsmith at mcs.anl.gov> writes:

>> On Oct 17, 2017, at 9:20 AM, Jed Brown <jed at jedbrown.org> wrote:
>> 
>> Barry Smith <bsmith at mcs.anl.gov> writes:
>> 
>>>> On Oct 17, 2017, at 7:43 AM, Stefano Zampini <stefano.zampini at gmail.com> wrote:
>>>> 
>>>> 
>>>> 
>>>> 
>>>>   What happens if you call TSCreateAdjointsTS() on a TS obtained with TSCreateAdjointsTS()? Is the resulting TS useful?
>>>> 
>>>> 
>>>> I don't think so.
>>> 
>>>   Hmm, this is rather bothersome. So the new TS that comes out is not
>>>   really a full-featured TS (using your new extended TS object that
>>>   knows about adjoints)? 
>> 
>> Is it useful to precondition Newton with Newton preconditioned with
>> Newton?  
>> 
>>>   It is like a subclass of TS that can only do timestepping? This
>>>   goes back to my concern that TS shouldn't be overloaded with all
>>>   the adjoint sensitivity stuff, there should be a higher level
>>>   PetscSensi object that does sensitivities and it contains multiple
>>>   TS for the ODE/DAE integrator and one for "reverse" mode.
>> 
>> Let's not mix together Stefano's TSComputeObjectiveAndGradient (which
>> could easily go into a helper PetscSensi) with the control flow needed
>> to create/integrate an adjoint system.
>
>    Jed,
>
>     I am not mixing them!  I am not even considering the TSComputeObjectiveAndGradient() at all I am only considering
> the "the control flow needed to create/integrate an adjoint system." My PetscSensi is not for TSComputeObjectiveAndGradient level stuff.

Okay, interesting.

>
>>  In my opinion, it must be
>> possible to have a comparable/same interface to create a discrete
>> adjoint (which depends on the forward implementation) as to create a
>> continuous adjoint (with customizable space and time discretization).
>
>    Absolutely and fundamentally. No argument at all about this.
>
>> 
>> I think we should postpone discussion of higher level convenience
>> functions like TSComputeObjectiveAndGradient or some new organization
>> thereof until we agree about the basic representation of adjoints.
>
>    Totally agree and that is what I have done. 
>
>>  My
>> preference is for TSCreateAdjointTS() which the user can customize to
>> use arbitrary time integration methods (thus becoming a
>> "continuous-in-time" adjoint) and to use different spatial
>> discretizations (for consistency with the adjoint PDE).
>
>    I understand, I think TSCreateAdjointTS() is not the right model. I think that the correct model is, for example
>
> PetscSensiCreate()
> PetscSensiSetObjective.... or whatever etc etc
> PetscSensiGetIntegrator(,&TS)
> PetscSensiGetAdjointIntegrator(,&TS).

How would PetscSensiGetAdjointIntegrator be implemented?  Since it needs
to be able to create a discrete adjoint (which depends on the forward TS
implementation), the control flow *must* go through TS.  What does that
interface look like?

> ...
>
>   Note I am not married to the current model of TSSolve/TSAdjointSolve().
>
>   Barry