In Bhagavad-gita it is recommended that even though one enters the renounced order of life, he still cannot give up the performance of yajna, dana and tapasya. They are never to be given up. Tapasya is meant for the renounced order of life; those who are retired from worldly activities should perform tapasya, penances and austerities. Those who are in the material world, the ksatriyas and vaisyas, must give charity. Brahmacaris, in the beginning of their lives, should perform different kinds of yajnas.
>>> Ref. VedaBase => SB 4.12.10
As it is necessary for one to become very active in family life, similarly, after retirement from family life, it is necessary to control the mind and senses. This is possible when one engages himself fully in the devotional service of the Lord. Actually the whole purpose of the Vedic system, the Vedic social order, is to enable one to ultimately return home, back to Godhead. The grhastha-asrama is a sort of concession combining sense gratification with a regulative life. It is to enable one to easily retire in the middle of life and engage fully in austerities in order to transcend material sense gratification once and for all. Therefore in the vanaprastha stage of life, tapasya, or austerity, is strongly recommended.
>>> Ref. VedaBase => SB 4.23.4
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