[petsc-users] Tao iterations
Jason Sarich
jason.sarich at gmail.com
Wed Apr 29 10:39:13 CDT 2015
Hi Justin,
This expected behavior due to the accumulation of numerical round-offs. If
this is a problem or if you just want to confirm that this is the cause,
you can try configuring PETSc for quad precision
(--with-precision=__float128, works with GNU compilers) and the results
should match better.
Jason
On Tue, Apr 28, 2015 at 10:19 PM, Justin Chang <jchang27 at uh.edu> wrote:
> Jason (or anyone),
>
> I am noticing that the iteration numbers reported by
> TaoGetSolutionStatus() for blmvm differ whenever I change the number of
> processes. The solution seems to remain the same though. Is there a reason
> why this could be happening?
>
> Thanks,
>
> On Tue, Apr 21, 2015 at 10:40 AM, Jason Sarich <jason.sarich at gmail.com>
> wrote:
>
>> Justin,
>>
>> 1) The big difference between TRON and BLMVM is that TRON requires
>> hessian information, BLMVM only uses gradient information. Thus TRON will
>> usually converge faster, but requires more information, memory, and a KSP
>> solver. GPCG (gradient projected conjugate gradient) is another
>> gradient-only option, but usually performs worse than BLMVM.
>>
>> 2) TaoGetLinearSolveIterations() will get the total number of KSP
>> iterations per solve
>>
>> Jason
>>
>>
>> On Tue, Apr 21, 2015 at 10:33 AM, Justin Chang <jychang48 at gmail.com>
>> wrote:
>>
>>> Jason,
>>>
>>> Tightening the tolerances did the trick. Thanks. Though I do have a
>>> couple more related questions:
>>>
>>> 1) Is there a general guideline for choosing tron over blmvm or vice
>>> versa? Also is there another tao type that is also suitable given only
>>> bounded constraints?
>>>
>>> 2) Is it possible to obtain the total number of KSP and/or PG
>>> iterations from tron?
>>>
>>> Thanks,
>>> Justin
>>>
>>> On Tue, Apr 21, 2015 at 9:52 AM, Jason Sarich <jason.sarich at gmail.com>
>>> wrote:
>>>
>>>> Hi Justin,
>>>>
>>>> blmvm believes that it is already sufficiently close to a minimum, so
>>>> it doesn't do anything. You may need to tighten some of the tolerance to
>>>> force an iteration.
>>>>
>>>> Jason
>>>>
>>>>
>>>> On Tue, Apr 21, 2015 at 9:48 AM, Justin Chang <jychang48 at gmail.com>
>>>> wrote:
>>>>
>>>>> Time step 1:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0663148
>>>>> Objective value=-55.5945
>>>>> total number of iterations=35, (max: 2000)
>>>>> total number of function/gradient evaluations=37, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 2:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0682307
>>>>> Objective value=-66.9675
>>>>> total number of iterations=23, (max: 2000)
>>>>> total number of function/gradient evaluations=25, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 3:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0680522
>>>>> Objective value=-71.8211
>>>>> total number of iterations=19, (max: 2000)
>>>>> total number of function/gradient evaluations=22, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 4:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0551556
>>>>> Objective value=-75.1252
>>>>> total number of iterations=18, (max: 2000)
>>>>> total number of function/gradient evaluations=20, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 5:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0675667
>>>>> Objective value=-77.4414
>>>>> total number of iterations=6, (max: 2000)
>>>>> total number of function/gradient evaluations=8, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 6:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.059143
>>>>> Objective value=-79.5007
>>>>> total number of iterations=3, (max: 2000)
>>>>> total number of function/gradient evaluations=5, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 7:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0433683
>>>>> Objective value=-81.3546
>>>>> total number of iterations=5, (max: 2000)
>>>>> total number of function/gradient evaluations=8, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 8:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0840676
>>>>> Objective value=-82.9382
>>>>> total number of iterations=0, (max: 2000)
>>>>> total number of function/gradient evaluations=1, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 9:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0840676
>>>>> Objective value=-82.9382
>>>>> total number of iterations=0, (max: 2000)
>>>>> total number of function/gradient evaluations=1, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>> Time step 10:
>>>>>
>>>>> Tao Object: 1 MPI processes
>>>>> type: blmvm
>>>>> Gradient steps: 0
>>>>> TaoLineSearch Object: 1 MPI processes
>>>>> type: more-thuente
>>>>> Active Set subset type: subvec
>>>>> convergence tolerances: fatol=0.0001, frtol=0.0001
>>>>> convergence tolerances: gatol=0, steptol=0, gttol=0
>>>>> Residual in Function/Gradient:=0.0840676
>>>>> Objective value=-82.9382
>>>>> total number of iterations=0, (max: 2000)
>>>>> total number of function/gradient evaluations=1, (max: 4000)
>>>>> Solution converged: estimated |f(x)-f(X*)|/|f(X*)| <= frtol
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> On Tue, Apr 21, 2015 at 9:28 AM, Jason Sarich <jason.sarich at gmail.com>
>>>>> wrote:
>>>>>
>>>>>> Hi Justin,
>>>>>>
>>>>>> what reason is blmvm giving for stopping the solve? (you can use
>>>>>> -tao_view or -tao_converged_reason to get this)
>>>>>>
>>>>>> Jason
>>>>>>
>>>>>> On Mon, Apr 20, 2015 at 6:32 PM, Justin Chang <jychang48 at gmail.com>
>>>>>> wrote:
>>>>>>
>>>>>>> Jason,
>>>>>>>
>>>>>>> I am using TaoGetSolutionStatus(tao,&its, ...) and it gives me
>>>>>>> exactly what I want. However, I seem to be having an issue with blmvm
>>>>>>>
>>>>>>> I wrote my own backward euler code for a transient linear diffusion
>>>>>>> problem with lower bounds >= 0 and upper bounds <= 1. For the first several
>>>>>>> time steps I am getting its > 0, and it decreases over time due to the
>>>>>>> nature of the discrete maximum principles. However, at some point my its
>>>>>>> become 0 and the solution does not "update", which seems to me that
>>>>>>> TaoSolve is not doing anything after that. This doesn't happen if I were to
>>>>>>> use tron (my KSP and PC are cg and jacobi respectively).
>>>>>>>
>>>>>>> Do you know why this behavior may occur?
>>>>>>>
>>>>>>> Thanks,
>>>>>>>
>>>>>>> On Tue, Apr 14, 2015 at 9:35 AM, Jason Sarich <
>>>>>>> jason.sarich at gmail.com> wrote:
>>>>>>>
>>>>>>>> Hi Justin,
>>>>>>>>
>>>>>>>> I have pushed these changes to the "next" branch, your code
>>>>>>>> snippet should work fine there.
>>>>>>>>
>>>>>>>> Note that there is also available (since version 3.5.0) the
>>>>>>>> routine TaoGetSolutionStatus(tao,&its,NULL,NULL,NULL,NULL,NULL) which will
>>>>>>>> provide the
>>>>>>>> same information
>>>>>>>>
>>>>>>>> Jason
>>>>>>>>
>>>>>>>> On Fri, Apr 10, 2015 at 6:28 PM, Justin Chang <jychang48 at gmail.com>
>>>>>>>> wrote:
>>>>>>>>
>>>>>>>>> Whatever is convenient and/or follow the "PETSc" standards.
>>>>>>>>> Something similar to SNESGetIterationNumber() or KSPGetIterationNumber()
>>>>>>>>> would be nice. Ideally I want my code to look like this:
>>>>>>>>>
>>>>>>>>> ierr = TaoGetIterationNumber(tao,&its);CHKERRQ(ierr);
>>>>>>>>> ierr = PetscPrintf(PETSC_COMM_WORLD, "Number of Tao iterations =
>>>>>>>>> %D\n", its);
>>>>>>>>>
>>>>>>>>> Thanks :)
>>>>>>>>>
>>>>>>>>> On Fri, Apr 10, 2015 at 5:53 PM, Jason Sarich <
>>>>>>>>> jason.sarich at gmail.com> wrote:
>>>>>>>>>
>>>>>>>>>> Hi Justin, I'll get this in. I assume that displaying the number
>>>>>>>>>> of iterations with tao_converged_reason is what you are asking for in
>>>>>>>>>> particular? Or did you have something else in mind?
>>>>>>>>>>
>>>>>>>>>> Jason
>>>>>>>>>> On Apr 10, 2015 16:42, "Smith, Barry F." <bsmith at mcs.anl.gov>
>>>>>>>>>> wrote:
>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>>> Justin,
>>>>>>>>>>>
>>>>>>>>>>> Sorry TAO simply doesn't even collect this information
>>>>>>>>>>> currently. But yes we should definitely make it available!
>>>>>>>>>>>
>>>>>>>>>>> Jason,
>>>>>>>>>>>
>>>>>>>>>>> Could you please add this; almost all the TaoSolve_xxx()
>>>>>>>>>>> have a local variable iter; change that to tao->niter (I'm guess this is
>>>>>>>>>>> suppose to capture this information) and add a TaoGetIterationNumber() and
>>>>>>>>>>> the uses can access this. Also modify at the end of TaoSolve()
>>>>>>>>>>> -tao_converged_reason to also print the iteration count. At the same time
>>>>>>>>>>> since you add this you can add a tao->totalits which would accumulate all
>>>>>>>>>>> iterations over all the solves for that Tao object and the routine
>>>>>>>>>>> TaoGetTotalIterations() to access this. Note that TaoSolve() would
>>>>>>>>>>> initialize tao->niter = 0 at the top.
>>>>>>>>>>>
>>>>>>>>>>> Thanks
>>>>>>>>>>>
>>>>>>>>>>> Barry
>>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>>> > On Apr 10, 2015, at 4:16 PM, Justin Chang <jchang27 at uh.edu>
>>>>>>>>>>> wrote:
>>>>>>>>>>> >
>>>>>>>>>>> > Hi all,
>>>>>>>>>>> >
>>>>>>>>>>> > Is there a way to generically obtain the number of Tao
>>>>>>>>>>> iterations? I am looking through the -help options for Tao and I don't see
>>>>>>>>>>> any metric where you can output this quantity in the manner that you could
>>>>>>>>>>> for SNES or KSP solves. I am currently using blmvm and tron, and the only
>>>>>>>>>>> way I can see getting this metric is by outputting -tao_view and/or
>>>>>>>>>>> -tao_monitor and manually finding this number. I find this cumbersome
>>>>>>>>>>> especially for transient problems where I would like to simply have this
>>>>>>>>>>> number printed for each step instead of ending up with unnecessary info.
>>>>>>>>>>> >
>>>>>>>>>>> > Thanks,
>>>>>>>>>>> >
>>>>>>>>>>> >
>>>>>>>>>>> > --
>>>>>>>>>>> > Justin Chang
>>>>>>>>>>> > PhD Candidate, Civil Engineering - Computational Sciences
>>>>>>>>>>> > University of Houston, Department of Civil and Environmental
>>>>>>>>>>> Engineering
>>>>>>>>>>> > Houston, TX 77004
>>>>>>>>>>> > (512) 963-3262
>>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>
>>>>>>>>
>>>>>>>
>>>>>>
>>>>>
>>>>
>>>
>>
>
>
> --
> Justin Chang
> PhD Candidate, Civil Engineering - Computational Sciences
> University of Houston, Department of Civil and Environmental Engineering
> Houston, TX 77004
> (512) 963-3262
>
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