1 #ifndef __TAO_H 2 #define __TAO_H 3 4 #include <petscksp.h> 5 6 PetscErrorCode VecFischer(Vec, Vec, Vec, Vec, Vec); 7 PetscErrorCode VecSFischer(Vec, Vec, Vec, Vec, PetscReal, Vec); 8 PetscErrorCode D_Fischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec); 9 PetscErrorCode D_SFischer(Mat, Vec, Vec, Vec, Vec, PetscReal, Vec, Vec, Vec, Vec, Vec); 10 11 12 /*E 13 TaoSubsetType - PetscInt representing the way TAO handles active sets 14 15 + TAO_SUBSET_SUBVEC - TAO uses PETSc's MatGetSubMatrix and VecGetSubVector 16 . TAO_SUBSET_MASK - Matrices are zeroed out corresponding to active set entries 17 - TAO_SUBSET_MATRIXFREE - Same as TAO_SUBSET_MASK, but can be applied to matrix-free operators 18 19 Options database keys: 20 . -different_hessian - TAO will use a copy of the hessian operator for masking. By default 21 TAO will directly alter the hessian operator. 22 23 E*/ 24 typedef enum {TAO_SUBSET_SUBVEC,TAO_SUBSET_MASK,TAO_SUBSET_MATRIXFREE} TaoSubsetType; 25 PETSC_EXTERN const char *const TaoSubsetTypes[]; 26 27 28 29 PetscErrorCode VecGetSubVec(Vec, IS, PetscInt, PetscReal, Vec*); 30 PetscErrorCode MatGetSubMat(Mat, IS, Vec, TaoSubsetType, Mat*); 31 32 typedef struct _p_Tao* Tao; 33 #define TaoType char* 34 PETSC_EXTERN PetscClassId TAO_CLASSID; 35 PETSC_EXTERN PetscFunctionList TaoList; 36 37 /* Convergence flags. 38 Be sure to check that these match the flags in 39 include/finclude/petsctao.h 40 */ 41 typedef enum {/* converged */ 42 TAO_CONVERGED_FATOL = 1, /* f(X)-f(X*) <= fatol */ 43 TAO_CONVERGED_FRTOL = 2, /* |F(X) - f(X*)|/|f(X)| < frtol */ 44 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 45 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 46 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 47 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 48 TAO_CONVERGED_MINF = 7, /* F < F_min */ 49 TAO_CONVERGED_USER = 8, /* User defined */ 50 /* diverged */ 51 TAO_DIVERGED_MAXITS = -2, 52 TAO_DIVERGED_NAN = -4, 53 TAO_DIVERGED_MAXFCN = -5, 54 TAO_DIVERGED_LS_FAILURE = -6, 55 TAO_DIVERGED_TR_REDUCTION = -7, 56 TAO_DIVERGED_USER = -8, /* User defined */ 57 /* keep going */ 58 TAO_CONTINUE_ITERATING = 0} TaoTerminationReason; 59 60 PETSC_EXTERN const char **TaoTerminationReasons; 61 62 #include <petsctaolinesearch.h> 63 64 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 65 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 66 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*); 67 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 68 PETSC_EXTERN PetscErrorCode TaoSetFiniteDifferencesOptions(Tao); 69 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 70 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, const TaoType); 71 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, const TaoType *); 72 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*); 73 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*); 74 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*); 75 76 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []); 77 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 78 79 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 80 81 PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao)); 82 PETSC_EXTERN PetscErrorCode TaoRegisterAll(void); 83 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 84 85 PETSC_EXTERN PetscErrorCode TaoGetTerminationReason(Tao,TaoTerminationReason*); 86 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoTerminationReason*); 87 PETSC_EXTERN PetscErrorCode TaoSetTerminationReason(Tao,TaoTerminationReason); 88 PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec); 89 PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*); 90 PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*); 91 PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*); 92 PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 93 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*); 94 PETSC_EXTERN PetscErrorCode TaoSetHessianMat(Tao, Mat, Mat); 95 PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat*, Mat*, MatStructure*, void*), void*); 96 PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 97 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 98 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 99 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 100 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat*, Mat*, MatStructure*, void*), void*); 101 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat*, Mat*, Mat*, MatStructure*, void*), void*); 102 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat*, void*), void*); 103 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat*, Mat*, MatStructure*, void*), void*); 104 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat*, Mat*, MatStructure*, void*), void*); 105 106 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 107 108 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*); 109 PETSC_EXTERN PetscErrorCode TaoComputeSeparableObjective(Tao, Vec, Vec); 110 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 111 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec); 112 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 113 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 114 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 115 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*); 116 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*); 117 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*); 118 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*); 119 120 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat*, Mat*, MatStructure*); 121 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat*, Mat*, MatStructure*); 122 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat*, Mat*, Mat*, MatStructure*); 123 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat*, Mat*, MatStructure*); 124 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat*, Mat*, MatStructure*); 125 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat*); 126 127 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat*, Mat*, MatStructure*, void*); 128 129 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat*, Mat*, MatStructure*, void*); 130 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 131 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 132 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 133 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*); 134 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*); 135 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 136 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*); 137 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 138 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 139 140 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*, PetscReal*, PetscReal*); 141 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal); 142 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*); 143 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 144 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 145 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 146 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 147 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 148 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*); 149 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*); 150 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*); 151 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*); 152 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*); 153 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char p[]); 154 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]); 155 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]); 156 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 157 158 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*); 159 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*); 160 161 PETSC_EXTERN PetscErrorCode TaoSetHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt,PetscBool); 162 PETSC_EXTERN PetscErrorCode TaoGetHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt*); 163 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**)); 164 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 165 PETSC_EXTERN PetscErrorCode TaoDefaultMonitor(Tao, void*); 166 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*); 167 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*); 168 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*); 169 PETSC_EXTERN PetscErrorCode TaoSeparableObjectiveMonitor(Tao, void*); 170 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*); 171 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*); 172 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*); 173 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*); 174 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*); 175 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 176 177 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*); 178 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *); 179 180 PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS); 181 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 182 PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal, TaoTerminationReason*); 183 184 #endif 185