def solver(self,
opt,
ic,
start,
end,
Tn,
algorithm='scipy_lbfgs',
options=None):
h = self.mesh.hmax()
def J(x):
loc_opt, loc_ic = self.get_opt(x, opt, ic, 1)
U = self.PDE_solver(loc_ic, loc_opt, start, end, Tn)
return self.J(loc_opt, loc_ic, U, start, end)
def grad_J(x):
loc_opt, loc_ic = self.get_opt(x, opt, ic, 1)
P = self.adjoint_solver(loc_ic, loc_opt, start, end, Tn)
return self.grad_J(P, loc_opt, loc_ic, h)
control0 = self.get_control(opt, ic, 1)
if algorithm == 'my_lbfgs':
control0 = SimpleVector(control0)
self.update_lbfgs_options(options)
solver = Lbfgs(J, grad_J, control0, options=self.Lbfgs_options)
res = solver.solve()
elif algorithm == 'scipy_lbfgs':
res = Mini(J,
control0.copy(),
method='L-BFGS-B',
jac=grad_J,
options={
'gtol': 1e-5,
'disp': True
})
elif algorithm == 'my_steepest_decent':
self.update_SD_options(options)
SDopt = self.SD_options
Solver = SteepestDecent(J, grad_J, control0.copy(), options=SDopt)
res = Solver.solve()
return res
def penalty_solver(self,opt,ic,start,end,Tn,m,mu_list,
algorithm='scipy_lbfgs',options=None):
h = self.h
X = Function(self.V)
xN = self.xN
control0 = self.get_control(opt,ic,m)
if algorithm=='my_lbfgs':
control0 = SimpleVector(control0)
res =[]
for k in range(len(mu_list)):
J,grad_J = self.create_reduced_penalty_j(opt,ic,start,end,Tn,m,mu_list[k])
if algorithm == 'my_steepest_decent':
self.update_SD_options(options)
SDopt = self.SD_options
Solver = SteepestDecent(J,grad_J,control0.copy(),
options=SDopt)
res1 = Solver.solve()
control0 = res1.x.copy()
else:
self.update_lbfgs_options(options)
if algorithm=='my_lbfgs':
solver = Lbfgs(J,grad_J,control0,options=self.Lbfgs_options)
res1 = solver.solve()
control0 = res1['control'].copy()
elif algorithm=='scipy_lbfgs':
res1 = Mini(J,control0.copy(),method='L-BFGS-B',jac=grad_J,
options={'gtol':1e-6, 'disp':True,'maxcor':10})
control0 = res1.x.copy()
res.append(res1)
if len(res)==1:
return res[0]
return res
def solver(self,opt,ic,start,end,Tn,algorithm='scipy_lbfgs',
options=None):
h = self.mesh.hmax()
def J(x):
loc_opt,loc_ic = self.get_opt(x,opt,ic,1)
U = self.PDE_solver(loc_ic,loc_opt,start,end,Tn)
return self.J(loc_opt,loc_ic,U,start,end)
def grad_J(x):
loc_opt,loc_ic = self.get_opt(x,opt,ic,1)
P = self.adjoint_solver(loc_ic,loc_opt,start,end,Tn)
return self.grad_J(P,loc_opt,loc_ic,h)
control0 = self.get_control(opt,ic,1)
if algorithm=='my_lbfgs':
control0 = SimpleVector(control0)
self.update_lbfgs_options(options)
solver = Lbfgs(J,grad_J,control0,options=self.Lbfgs_options)
res = solver.solve()
elif algorithm=='scipy_lbfgs':
res = Mini(J,control0.copy(),method='L-BFGS-B',
jac=grad_J,options={'gtol': 1e-5, 'disp': True})
elif algorithm=='my_steepest_decent':
self.update_SD_options(options)
SDopt = self.SD_options
Solver = SteepestDecent(J,grad_J,control0.copy(),options=SDopt)
res = Solver.solve()
return res
def PPCLBFGSsolve2(self,
N,
m,
my_list,
x0=None,
options=None,
scale=False):
dt = float(self.T) / N
if x0 == None:
x0 = SimpleVector(x0=self.initial_control(N, m=m))
result = []
PPC = self.PC_creator(N, m, step=1)
if scale:
scaler = {'m': m, 'factor': 1}
else:
scaler = None
for i in range(len(my_list)):
J, grad_J = self.generate_reduced_penalty(dt, N, m, my_list[i])
self.update_Lbfgs_options(options)
Lbfgsopt = self.Lbfgs_options
Solver = Lbfgs(J,
grad_J,
x0,
Hinit=None,
options=Lbfgsopt,
pc=PPC,
scale=scaler)
res = Solver.solve()
x0 = res['control']
result.append(res)
if len(result) == 1:
return res
else:
return result
def penalty_solver(self,
opt,
ic,
start,
end,
Tn,
m,
mu_list,
algorithm='scipy_lbfgs',
options=None):
h = self.h
X = Function(self.V)
xN = self.xN
control0 = self.get_control(opt, ic, m)
if algorithm == 'my_lbfgs':
control0 = SimpleVector(control0)
res = []
for k in range(len(mu_list)):
J, grad_J = self.create_reduced_penalty_j(opt, ic, start, end, Tn,
m, mu_list[k])
if algorithm == 'my_steepest_decent':
self.update_SD_options(options)
SDopt = self.SD_options
Solver = SteepestDecent(J,
grad_J,
control0.copy(),
options=SDopt)
res1 = Solver.solve()
control0 = res1.x.copy()
else:
self.update_lbfgs_options(options)
if algorithm == 'my_lbfgs':
solver = Lbfgs(J,
grad_J,
control0,
options=self.Lbfgs_options)
res1 = solver.solve()
control0 = res1['control'].copy()
elif algorithm == 'scipy_lbfgs':
res1 = Mini(J,
control0.copy(),
method='L-BFGS-B',
jac=grad_J,
options={
'gtol': 1e-6,
'disp': True,
'maxcor': 10
})
control0 = res1.x.copy()
res.append(res1)
if len(res) == 1:
return res[0]
return res