1 #pragma once 2 3 #include <petscsnes.h> 4 5 /* SUBMANSEC = Tao */ 6 7 PETSC_EXTERN PetscErrorCode VecFischer(Vec, Vec, Vec, Vec, Vec); 8 PETSC_EXTERN PetscErrorCode VecSFischer(Vec, Vec, Vec, Vec, PetscReal, Vec); 9 PETSC_EXTERN PetscErrorCode MatDFischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec); 10 PETSC_EXTERN PetscErrorCode MatDSFischer(Mat, Vec, Vec, Vec, Vec, PetscReal, Vec, Vec, Vec, Vec, Vec); 11 PETSC_EXTERN PetscErrorCode TaoSoftThreshold(Vec, PetscReal, PetscReal, Vec); 12 13 /*E 14 TaoSubsetType - Type representing the way TAO handles active sets 15 16 Values: 17 + `TAO_SUBSET_SUBVEC` - Tao uses `MatCreateSubMatrix()` and `VecGetSubVector()` 18 . `TAO_SUBSET_MASK` - Matrices are zeroed out corresponding to active set entries 19 - `TAO_SUBSET_MATRIXFREE` - Same as `TAO_SUBSET_MASK` but it can be applied to matrix-free operators 20 21 Options database Key: 22 . -different_hessian - Tao will use a copy of the Hessian operator for masking. By default TAO will directly alter the Hessian operator. 23 24 Level: intermediate 25 26 .seealso: [](ch_tao), `TaoVecGetSubVec()`, `TaoMatGetSubMat()`, `Tao`, `TaoCreate()`, `TaoDestroy()`, `TaoSetType()`, `TaoType` 27 E*/ 28 typedef enum { 29 TAO_SUBSET_SUBVEC, 30 TAO_SUBSET_MASK, 31 TAO_SUBSET_MATRIXFREE 32 } TaoSubsetType; 33 PETSC_EXTERN const char *const TaoSubsetTypes[]; 34 35 /*S 36 Tao - Abstract PETSc object that manages nonlinear optimization solves 37 38 Level: advanced 39 40 .seealso: [](doc_taosolve), [](ch_tao), `TaoCreate()`, `TaoDestroy()`, `TaoSetType()`, `TaoType` 41 S*/ 42 typedef struct _p_Tao *Tao; 43 44 /*E 45 TaoADMMUpdateType - Determine spectral penalty update routine for Lagrange augmented term for `TAOADMM`. 46 47 Level: advanced 48 49 .seealso: [](ch_tao), `Tao`, `TAOADMM`, `TaoADMMSetUpdateType()` 50 E*/ 51 typedef enum { 52 TAO_ADMM_UPDATE_BASIC, 53 TAO_ADMM_UPDATE_ADAPTIVE, 54 TAO_ADMM_UPDATE_ADAPTIVE_RELAXED 55 } TaoADMMUpdateType; 56 PETSC_EXTERN const char *const TaoADMMUpdateTypes[]; 57 58 /*MC 59 TAO_ADMM_UPDATE_BASIC - Use same spectral penalty set at the beginning. No update 60 61 Level: advanced 62 63 Note: 64 Most basic implementation of `TAOADMM`. Generally slower than adaptive or adaptive relaxed version. 65 66 .seealso: [](ch_tao), `Tao`, `TAOADMM`, `TaoADMMSetUpdateType()`, `TAO_ADMM_UPDATE_ADAPTIVE`, `TAO_ADMM_UPDATE_ADAPTIVE_RELAXED` 67 M*/ 68 69 /*MC 70 TAO_ADMM_UPDATE_ADAPTIVE - Adaptively update spectral penalty 71 72 Level: advanced 73 74 Note: 75 Adaptively updates spectral penalty of `TAOADMM` by using both steepest descent and minimum gradient. 76 77 .seealso: [](ch_tao), `Tao`, `TAOADMM`, `TaoADMMSetUpdateType()`, `TAO_ADMM_UPDATE_BASIC`, `TAO_ADMM_UPDATE_ADAPTIVE_RELAXED` 78 M*/ 79 80 /*MC 81 ADMM_UPDATE_ADAPTIVE_RELAXED - Adaptively update spectral penalty, and relaxes parameter update 82 83 Level: advanced 84 85 Note: 86 With adaptive spectral penalty update, it also relaxes x vector update by a factor. 87 88 .seealso: [](ch_tao), `Tao`, `TaoADMMSetUpdateType()`, `TAO_ADMM_UPDATE_BASIC`, `TAO_ADMM_UPDATE_ADAPTIVE` 89 M*/ 90 91 /*E 92 TaoADMMRegularizerType - Determine regularizer routine - either user provided or soft threshold for `TAOADMM` 93 94 Level: advanced 95 96 .seealso: [](ch_tao), `Tao`, `TAOADMM`, `TaoADMMSetRegularizerType()` 97 E*/ 98 typedef enum { 99 TAO_ADMM_REGULARIZER_USER, 100 TAO_ADMM_REGULARIZER_SOFT_THRESH 101 } TaoADMMRegularizerType; 102 PETSC_EXTERN const char *const TaoADMMRegularizerTypes[]; 103 104 /*MC 105 TAO_ADMM_REGULARIZER_USER - User provided routines for regularizer part of `TAOADMM` 106 107 Level: advanced 108 109 Note: 110 User needs to provided appropriate routines and type for regularizer solver 111 112 .seealso: [](ch_tao), `Tao`, `TAOADMM`, `TaoADMMSetRegularizerType()`, `TAO_ADMM_REGULARIZER_SOFT_THRESH` 113 M*/ 114 115 /*MC 116 TAO_ADMM_REGULARIZER_SOFT_THRESH - Soft threshold to solve regularizer part of `TAOADMM` 117 118 Level: advanced 119 120 Note: 121 Utilizes built-in SoftThreshold routines 122 123 .seealso: [](ch_tao), `Tao`, `TAOADMM`, `TaoSoftThreshold()`, `TaoADMMSetRegularizerObjectiveAndGradientRoutine()`, 124 `TaoADMMSetRegularizerHessianRoutine()`, `TaoADMMSetRegularizerType()`, `TAO_ADMM_REGULARIZER_USER` 125 M*/ 126 127 /*E 128 TaoALMMType - Determine the augmented Lagrangian formulation used in the `TAOALMM` subproblem. 129 130 Values: 131 + `TAO_ALMM_CLASSIC` - classic augmented Lagrangian definition including slack variables for inequality constraints 132 - `TAO_ALMM_PHR` - Powell-Hestenes-Rockafellar formulation without slack variables, uses pointwise min() for inequalities 133 134 Level: advanced 135 136 .seealso: [](ch_tao), `Tao`, `TAOALMM`, `TaoALMMSetType()`, `TaoALMMGetType()` 137 E*/ 138 typedef enum { 139 TAO_ALMM_CLASSIC, 140 TAO_ALMM_PHR 141 } TaoALMMType; 142 PETSC_EXTERN const char *const TaoALMMTypes[]; 143 144 /*E 145 TaoBNCGType - Determine the conjugate gradient update formula used in the TAOBNCG algorithm. 146 147 Values: 148 + TAO_BNCG_GD - basic gradient descent, no CG update 149 . TAO_BNCG_PCGD - preconditioned/scaled gradient descent 150 . TAO_BNCG_HS - Hestenes-Stiefel 151 . TAO_BNCG_FR - Fletcher-Reeves 152 . TAO_BNCG_PRP - Polak-Ribiere-Polyak (PRP) 153 . TAO_BNCG_PRP_PLUS - Polak-Ribiere-Polyak "plus" (PRP+) 154 . TAO_BNCG_DY - Dai-Yuan 155 . TAO_BNCG_HZ - Hager-Zhang (CG_DESCENT 5.3) 156 . TAO_BNCG_DK - Dai-Kou (2013) 157 . TAO_BNCG_KD - Kou-Dai (2015) 158 . TAO_BNCG_SSML_BFGS - Self-Scaling Memoryless BFGS (Perry-Shanno) 159 . TAO_BNCG_SSML_DFP - Self-Scaling Memoryless DFP 160 - TAO_BNCG_SSML_BRDN - Self-Scaling Memoryless (Symmetric) Broyden 161 162 Level: advanced 163 164 .seealso: `Tao`, `TAOBNCG`, `TaoBNCGSetType()`, `TaoBNCGGetType()` 165 E*/ 166 167 typedef enum { 168 TAO_BNCG_GD, 169 TAO_BNCG_PCGD, 170 TAO_BNCG_HS, 171 TAO_BNCG_FR, 172 TAO_BNCG_PRP, 173 TAO_BNCG_PRP_PLUS, 174 TAO_BNCG_DY, 175 TAO_BNCG_HZ, 176 TAO_BNCG_DK, 177 TAO_BNCG_KD, 178 TAO_BNCG_SSML_BFGS, 179 TAO_BNCG_SSML_DFP, 180 TAO_BNCG_SSML_BRDN 181 } TaoBNCGType; 182 PETSC_EXTERN const char *const TaoBNCGTypes[]; 183 184 /*J 185 TaoType - String with the name of a `Tao` method 186 187 Values: 188 + `TAONLS` - nls Newton's method with line search for unconstrained minimization 189 . `TAONTR` - ntr Newton's method with trust region for unconstrained minimization 190 . `TAONTL` - ntl Newton's method with trust region, line search for unconstrained minimization 191 . `TAOLMVM` - lmvm Limited memory variable metric method for unconstrained minimization 192 . `TAOCG` - cg Nonlinear conjugate gradient method for unconstrained minimization 193 . `TAONM` - nm Nelder-Mead algorithm for derivate-free unconstrained minimization 194 . `TAOTRON` - tron Newton Trust Region method for bound constrained minimization 195 . `TAOGPCG` - gpcg Newton Trust Region method for quadratic bound constrained minimization 196 . `TAOBLMVM` - blmvm Limited memory variable metric method for bound constrained minimization 197 . `TAOLCL` - lcl Linearly constrained Lagrangian method for pde-constrained minimization 198 - `TAOPOUNDERS` - Pounders Model-based algorithm for nonlinear least squares 199 200 Level: beginner 201 202 .seealso: [](doc_taosolve), [](ch_tao), `Tao`, `TaoCreate()`, `TaoSetType()` 203 J*/ 204 typedef const char *TaoType; 205 #define TAOLMVM "lmvm" 206 #define TAONLS "nls" 207 #define TAONTR "ntr" 208 #define TAONTL "ntl" 209 #define TAOCG "cg" 210 #define TAOTRON "tron" 211 #define TAOOWLQN "owlqn" 212 #define TAOBMRM "bmrm" 213 #define TAOBLMVM "blmvm" 214 #define TAOBQNLS "bqnls" 215 #define TAOBNCG "bncg" 216 #define TAOBNLS "bnls" 217 #define TAOBNTR "bntr" 218 #define TAOBNTL "bntl" 219 #define TAOBQNKLS "bqnkls" 220 #define TAOBQNKTR "bqnktr" 221 #define TAOBQNKTL "bqnktl" 222 #define TAOBQPIP "bqpip" 223 #define TAOGPCG "gpcg" 224 #define TAONM "nm" 225 #define TAOPOUNDERS "pounders" 226 #define TAOBRGN "brgn" 227 #define TAOLCL "lcl" 228 #define TAOSSILS "ssils" 229 #define TAOSSFLS "ssfls" 230 #define TAOASILS "asils" 231 #define TAOASFLS "asfls" 232 #define TAOIPM "ipm" 233 #define TAOPDIPM "pdipm" 234 #define TAOSHELL "shell" 235 #define TAOADMM "admm" 236 #define TAOALMM "almm" 237 #define TAOPYTHON "python" 238 #define TAOSNES "snes" 239 240 PETSC_EXTERN PetscClassId TAO_CLASSID; 241 PETSC_EXTERN PetscFunctionList TaoList; 242 243 /*E 244 TaoConvergedReason - reason a `Tao` optimizer was said to have converged or diverged 245 246 Values: 247 + `TAO_CONVERGED_GATOL` - $||g(X)|| < gatol$ 248 . `TAO_CONVERGED_GRTOL` - $||g(X)|| / f(X) < grtol$ 249 . `TAO_CONVERGED_GTTOL` - $||g(X)|| / ||g(X0)|| < gttol$ 250 . `TAO_CONVERGED_STEPTOL` - step size smaller than tolerance 251 . `TAO_CONVERGED_MINF` - $F < F_min$ 252 . `TAO_CONVERGED_USER` - the user indicates the optimization has succeeded 253 . `TAO_DIVERGED_MAXITS` - the maximum number of iterations allowed has been achieved 254 . `TAO_DIVERGED_NAN` - not a number appeared in the computations 255 . `TAO_DIVERGED_MAXFCN` - the maximum number of function evaluations has been computed 256 . `TAO_DIVERGED_LS_FAILURE` - a linesearch failed 257 . `TAO_DIVERGED_TR_REDUCTION` - trust region failure 258 . `TAO_DIVERGED_USER` - the user has indicated the optimization has failed 259 - `TAO_CONTINUE_ITERATING` - the optimization is still running, `TaoSolve()` 260 261 where 262 + X - current solution 263 . X0 - initial guess 264 . f(X) - current function value 265 . f(X*) - true solution (estimated) 266 . g(X) - current gradient 267 . its - current iterate number 268 . maxits - maximum number of iterates 269 . fevals - number of function evaluations 270 - max_funcsals - maximum number of function evaluations 271 272 Level: beginner 273 274 Note: 275 The two most common reasons for divergence are an incorrectly coded or computed gradient or Hessian failure or lack of convergence 276 in the linear system solve (in this case we recommend testing with `-pc_type lu` to eliminate the linear solver as the cause of the problem). 277 278 Developer Note: 279 The names in `KSPConvergedReason`, `SNESConvergedReason`, and `TaoConvergedReason` should be uniformized 280 281 .seealso: [](ch_tao), `Tao`, `TaoSolve()`, `TaoGetConvergedReason()`, `KSPConvergedReason`, `SNESConvergedReason` 282 E*/ 283 typedef enum { /* converged */ 284 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 285 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 286 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 287 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 288 TAO_CONVERGED_MINF = 7, /* F < F_min */ 289 TAO_CONVERGED_USER = 8, /* User defined */ 290 /* diverged */ 291 TAO_DIVERGED_MAXITS = -2, 292 TAO_DIVERGED_NAN = -4, 293 TAO_DIVERGED_MAXFCN = -5, 294 TAO_DIVERGED_LS_FAILURE = -6, 295 TAO_DIVERGED_TR_REDUCTION = -7, 296 TAO_DIVERGED_USER = -8, /* User defined */ 297 /* keep going */ 298 TAO_CONTINUE_ITERATING = 0 299 } TaoConvergedReason; 300 301 PETSC_EXTERN const char **TaoConvergedReasons; 302 303 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 304 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 305 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm, Tao *); 306 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 307 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 308 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, TaoType); 309 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, TaoType *); 310 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void *); 311 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void *); 312 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao *); 313 314 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char[]); 315 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 316 PETSC_EXTERN PetscErrorCode TaoViewFromOptions(Tao, PetscObject, const char[]); 317 318 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 319 320 PETSC_EXTERN PetscErrorCode TaoRegister(const char[], PetscErrorCode (*)(Tao)); 321 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 322 323 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao, TaoConvergedReason *); 324 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt *, PetscReal *, PetscReal *, PetscReal *, PetscReal *, TaoConvergedReason *); 325 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao, TaoConvergedReason); 326 PETSC_EXTERN PetscErrorCode TaoSetSolution(Tao, Vec); 327 PETSC_EXTERN PetscErrorCode TaoGetSolution(Tao, Vec *); 328 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetSolution()", ) static inline PetscErrorCode TaoSetInitialVector(Tao t, Vec v) 329 { 330 return TaoSetSolution(t, v); 331 } 332 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoGetSolution()", ) static inline PetscErrorCode TaoGetInitialVector(Tao t, Vec *v) 333 { 334 return TaoGetSolution(t, v); 335 } 336 337 PETSC_EXTERN PetscErrorCode TaoSetObjective(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, void *), void *); 338 PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao, PetscErrorCode (**)(Tao, Vec, PetscReal *, void *), void **); 339 PETSC_EXTERN PetscErrorCode TaoSetGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 340 PETSC_EXTERN PetscErrorCode TaoGetGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, Vec, void *), void **); 341 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 342 PETSC_EXTERN PetscErrorCode TaoGetObjectiveAndGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, PetscReal *, Vec, void *), void **); 343 PETSC_EXTERN PetscErrorCode TaoSetHessian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 344 PETSC_EXTERN PetscErrorCode TaoGetHessian(Tao, Mat *, Mat *, PetscErrorCode (**)(Tao, Vec, Mat, Mat, void *), void **); 345 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetObjective()", ) static inline PetscErrorCode TaoSetObjectiveRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, void *), void *c) 346 { 347 return TaoSetObjective(t, f, c); 348 } 349 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoGetGradient()", ) static inline PetscErrorCode TaoGetGradientVector(Tao t, Vec *v) 350 { 351 return TaoGetGradient(t, v, PETSC_NULLPTR, PETSC_NULLPTR); 352 } 353 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetGradient()", ) static inline PetscErrorCode TaoSetGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, Vec, void *), void *c) 354 { 355 return TaoSetGradient(t, PETSC_NULLPTR, f, c); 356 } 357 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetObjectiveAndGradient()", ) static inline PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, Vec, void *), void *c) 358 { 359 return TaoSetObjectiveAndGradient(t, PETSC_NULLPTR, f, c); 360 } 361 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetHessian()", ) static inline PetscErrorCode TaoSetHessianRoutine(Tao t, Mat H, Mat P, PetscErrorCode (*f)(Tao, Vec, Mat, Mat, void *), void *c) 362 { 363 return TaoSetHessian(t, H, P, f, c); 364 } 365 366 PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat); 367 PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat *); 368 PETSC_EXTERN PetscErrorCode TaoSetLMVMMatrix(Tao, Mat); 369 PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat *); 370 PETSC_EXTERN PetscErrorCode TaoSetRecycleHistory(Tao, PetscBool); 371 PETSC_EXTERN PetscErrorCode TaoGetRecycleHistory(Tao, PetscBool *); 372 PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat); 373 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat *); 374 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP *); 375 PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool); 376 PETSC_EXTERN PetscErrorCode TaoSetResidualRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 377 PETSC_EXTERN PetscErrorCode TaoSetResidualWeights(Tao, Vec, PetscInt, PetscInt *, PetscInt *, PetscReal *); 378 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 379 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 380 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 381 PETSC_EXTERN PetscErrorCode TaoSetJacobianResidualRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 382 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 383 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao, Mat, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, Mat, void *), void *); 384 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 385 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 386 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 387 388 PETSC_EXTERN PetscErrorCode TaoPythonSetType(Tao, const char[]); 389 PETSC_EXTERN PetscErrorCode TaoPythonGetType(Tao, const char *[]); 390 391 PETSC_EXTERN PetscErrorCode TaoShellSetSolve(Tao, PetscErrorCode (*)(Tao)); 392 PETSC_EXTERN PetscErrorCode TaoShellSetContext(Tao, void *); 393 PETSC_EXTERN PetscErrorCode TaoShellGetContext(Tao, void *); 394 395 PETSC_DEPRECATED_FUNCTION(3, 11, 0, "TaoSetResidualRoutine()", ) static inline PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void *), void *ctx) 396 { 397 return TaoSetResidualRoutine(tao, res, func, ctx); 398 } 399 PETSC_DEPRECATED_FUNCTION(3, 11, 0, "TaoSetResidualWeights()", ) static inline PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) 400 { 401 return TaoSetResidualWeights(tao, sigma_v, n, rows, cols, vals); 402 } 403 404 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 405 406 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal *); 407 PETSC_EXTERN PetscErrorCode TaoComputeResidual(Tao, Vec, Vec); 408 PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao, Vec, Vec); 409 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 410 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal *, Vec); 411 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 412 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 413 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 414 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void *); 415 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao, PetscBool *); 416 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao, PetscBool *); 417 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao, PetscBool *); 418 419 PETSC_DEPRECATED_FUNCTION(3, 11, 0, "TaoComputeResidual()", ) static inline PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F) 420 { 421 return TaoComputeResidual(tao, X, F); 422 } 423 424 PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao); 425 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 426 PETSC_EXTERN PetscErrorCode TaoComputeResidualJacobian(Tao, Vec, Mat, Mat); 427 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 428 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 429 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 430 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 431 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 432 433 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void *); 434 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void *); 435 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void *); 436 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 437 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 438 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec *, Vec *); 439 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec *, Vec *); 440 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 441 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec *, Vec *); 442 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 443 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 444 445 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal *, PetscReal *, PetscReal *); 446 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal); 447 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal *, PetscReal *); 448 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 449 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 450 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 451 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 452 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 453 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal *); 454 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal *); 455 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal *); 456 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt *); 457 PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt *); 458 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt *); 459 PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt *); 460 PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt); 461 PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt *); 462 PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt); 463 PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao, PetscReal *); 464 465 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char[]); 466 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *[]); 467 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 468 PETSC_EXTERN PetscErrorCode TaoSetUpdate(Tao, PetscErrorCode (*)(Tao, PetscInt, void *), void *); 469 470 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP *); 471 PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao, PetscInt *); 472 PETSC_EXTERN PetscErrorCode TaoKSPSetUseEW(Tao, PetscBool); 473 474 #include <petsctaolinesearch.h> 475 476 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch *); 477 478 PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao, PetscReal *, PetscReal *, PetscReal *, PetscInt *, PetscInt, PetscBool); 479 PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao, PetscReal **, PetscReal **, PetscReal **, PetscInt **, PetscInt *); 480 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao, void *), void *, PetscErrorCode (*)(void **)); 481 PETSC_EXTERN PetscErrorCode TaoMonitorCancel(Tao); 482 PETSC_DEPRECATED_FUNCTION(3, 21, 0, "TaoMonitorCancel()", ) static inline PetscErrorCode TaoCancelMonitors(Tao tao) 483 { 484 return TaoMonitorCancel(tao); 485 } 486 PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void *); 487 PETSC_DEPRECATED_FUNCTION(3, 9, 0, "TaoMonitorDefault()", ) static inline PetscErrorCode TaoDefaultMonitor(Tao tao, void *ctx) 488 { 489 return TaoMonitorDefault(tao, ctx); 490 } 491 PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void *); 492 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void *); 493 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void *); 494 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void *); 495 PETSC_EXTERN PetscErrorCode TaoResidualMonitor(Tao, void *); 496 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void *); 497 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void *); 498 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void *); 499 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void *); 500 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void *); 501 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 502 503 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao, void *); 504 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void *), void *); 505 506 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 507 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal); 508 typedef struct _n_TaoMonitorDrawCtx *TaoMonitorDrawCtx; 509 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm, const char[], const char[], int, int, int, int, PetscInt, TaoMonitorDrawCtx *); 510 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx *); 511 512 PETSC_EXTERN PetscErrorCode TaoBRGNGetSubsolver(Tao, Tao *); 513 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 514 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 515 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerWeight(Tao, PetscReal); 516 PETSC_EXTERN PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao, PetscReal); 517 PETSC_EXTERN PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao, Mat); 518 PETSC_EXTERN PetscErrorCode TaoBRGNGetDampingVector(Tao, Vec *); 519 PETSC_EXTERN PetscErrorCode TaoBNCGSetType(Tao, TaoBNCGType); 520 PETSC_EXTERN PetscErrorCode TaoBNCGGetType(Tao, TaoBNCGType *); 521 522 PETSC_EXTERN PetscErrorCode TaoADMMGetMisfitSubsolver(Tao, Tao *); 523 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao, Tao *); 524 PETSC_EXTERN PetscErrorCode TaoADMMGetDualVector(Tao, Vec *); 525 PETSC_EXTERN PetscErrorCode TaoADMMGetSpectralPenalty(Tao, PetscReal *); 526 PETSC_EXTERN PetscErrorCode TaoADMMSetSpectralPenalty(Tao, PetscReal); 527 PETSC_EXTERN PetscErrorCode TaoGetADMMParentTao(Tao, Tao *); 528 PETSC_EXTERN PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao, Vec); 529 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao, PetscReal); 530 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizerCoefficient(Tao, PetscReal *); 531 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 532 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 533 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 534 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 535 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 536 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 537 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao, PetscBool); 538 PETSC_EXTERN PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao, PetscBool); 539 PETSC_EXTERN PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao, PetscReal); 540 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerType(Tao, TaoADMMRegularizerType); 541 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizerType(Tao, TaoADMMRegularizerType *); 542 PETSC_EXTERN PetscErrorCode TaoADMMSetUpdateType(Tao, TaoADMMUpdateType); 543 PETSC_EXTERN PetscErrorCode TaoADMMGetUpdateType(Tao, TaoADMMUpdateType *); 544 545 PETSC_EXTERN PetscErrorCode TaoALMMGetType(Tao, TaoALMMType *); 546 PETSC_EXTERN PetscErrorCode TaoALMMSetType(Tao, TaoALMMType); 547 PETSC_EXTERN PetscErrorCode TaoALMMGetSubsolver(Tao, Tao *); 548 PETSC_EXTERN PetscErrorCode TaoALMMSetSubsolver(Tao, Tao); 549 PETSC_EXTERN PetscErrorCode TaoALMMGetMultipliers(Tao, Vec *); 550 PETSC_EXTERN PetscErrorCode TaoALMMSetMultipliers(Tao, Vec); 551 PETSC_EXTERN PetscErrorCode TaoALMMGetPrimalIS(Tao, IS *, IS *); 552 PETSC_EXTERN PetscErrorCode TaoALMMGetDualIS(Tao, IS *, IS *); 553 554 PETSC_EXTERN PetscErrorCode TaoVecGetSubVec(Vec, IS, TaoSubsetType, PetscReal, Vec *); 555 PETSC_EXTERN PetscErrorCode TaoMatGetSubMat(Mat, IS, Vec, TaoSubsetType, Mat *); 556 PETSC_EXTERN PetscErrorCode TaoGradientNorm(Tao, Vec, NormType, PetscReal *); 557 PETSC_EXTERN PetscErrorCode TaoEstimateActiveBounds(Vec, Vec, Vec, Vec, Vec, Vec, PetscReal, PetscReal *, IS *, IS *, IS *, IS *, IS *); 558 PETSC_EXTERN PetscErrorCode TaoBoundStep(Vec, Vec, Vec, IS, IS, IS, PetscReal, Vec); 559 PETSC_EXTERN PetscErrorCode TaoBoundSolution(Vec, Vec, Vec, PetscReal, PetscInt *, Vec); 560