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 $ TAO_BNCG_GD - basic gradient descent, no CG update 148 $ TAO_BNCG_PCGD - preconditioned/scaled gradient descent 149 $ TAO_BNCG_HS - Hestenes-Stiefel 150 $ TAO_BNCG_FR - Fletcher-Reeves 151 $ TAO_BNCG_PRP - Polak-Ribiere-Polyak (PRP) 152 $ TAO_BNCG_PRP_PLUS - Polak-Ribiere-Polyak "plus" (PRP+) 153 $ TAO_BNCG_DY - Dai-Yuan 154 $ TAO_BNCG_HZ - Hager-Zhang (CG_DESCENT 5.3) 155 $ TAO_BNCG_DK - Dai-Kou (2013) 156 $ TAO_BNCG_KD - Kou-Dai (2015) 157 $ TAO_BNCG_SSML_BFGS - Self-Scaling Memoryless BFGS (Perry-Shanno) 158 $ TAO_BNCG_SSML_DFP - Self-Scaling Memoryless DFP 159 $ TAO_BNCG_SSML_BRDN - Self-Scaling Memoryless (Symmetric) Broyden 160 161 Level: advanced 162 163 .seealso: `Tao`, `TAOBNCG`, `TaoBNCGSetType()`, `TaoBNCGGetType()` 164 E*/ 165 166 typedef enum { 167 TAO_BNCG_GD, 168 TAO_BNCG_PCGD, 169 TAO_BNCG_HS, 170 TAO_BNCG_FR, 171 TAO_BNCG_PRP, 172 TAO_BNCG_PRP_PLUS, 173 TAO_BNCG_DY, 174 TAO_BNCG_HZ, 175 TAO_BNCG_DK, 176 TAO_BNCG_KD, 177 TAO_BNCG_SSML_BFGS, 178 TAO_BNCG_SSML_DFP, 179 TAO_BNCG_SSML_BRDN 180 } TaoBNCGType; 181 PETSC_EXTERN const char *const TaoBNCGTypes[]; 182 183 /*J 184 TaoType - String with the name of a `Tao` method 185 186 Values: 187 + `TAONLS` - nls Newton's method with line search for unconstrained minimization 188 . `TAONTR` - ntr Newton's method with trust region for unconstrained minimization 189 . `TAONTL` - ntl Newton's method with trust region, line search for unconstrained minimization 190 . `TAOLMVM` - lmvm Limited memory variable metric method for unconstrained minimization 191 . `TAOCG` - cg Nonlinear conjugate gradient method for unconstrained minimization 192 . `TAONM` - nm Nelder-Mead algorithm for derivate-free unconstrained minimization 193 . `TAOTRON` - tron Newton Trust Region method for bound constrained minimization 194 . `TAOGPCG` - gpcg Newton Trust Region method for quadratic bound constrained minimization 195 . `TAOBLMVM` - blmvm Limited memory variable metric method for bound constrained minimization 196 . `TAOLCL` - lcl Linearly constrained Lagrangian method for pde-constrained minimization 197 - `TAOPOUNDERS` - Pounders Model-based algorithm for nonlinear least squares 198 199 Level: beginner 200 201 .seealso: [](doc_taosolve), [](ch_tao), `Tao`, `TaoCreate()`, `TaoSetType()` 202 J*/ 203 typedef const char *TaoType; 204 #define TAOLMVM "lmvm" 205 #define TAONLS "nls" 206 #define TAONTR "ntr" 207 #define TAONTL "ntl" 208 #define TAOCG "cg" 209 #define TAOTRON "tron" 210 #define TAOOWLQN "owlqn" 211 #define TAOBMRM "bmrm" 212 #define TAOBLMVM "blmvm" 213 #define TAOBQNLS "bqnls" 214 #define TAOBNCG "bncg" 215 #define TAOBNLS "bnls" 216 #define TAOBNTR "bntr" 217 #define TAOBNTL "bntl" 218 #define TAOBQNKLS "bqnkls" 219 #define TAOBQNKTR "bqnktr" 220 #define TAOBQNKTL "bqnktl" 221 #define TAOBQPIP "bqpip" 222 #define TAOGPCG "gpcg" 223 #define TAONM "nm" 224 #define TAOPOUNDERS "pounders" 225 #define TAOBRGN "brgn" 226 #define TAOLCL "lcl" 227 #define TAOSSILS "ssils" 228 #define TAOSSFLS "ssfls" 229 #define TAOASILS "asils" 230 #define TAOASFLS "asfls" 231 #define TAOIPM "ipm" 232 #define TAOPDIPM "pdipm" 233 #define TAOSHELL "shell" 234 #define TAOADMM "admm" 235 #define TAOALMM "almm" 236 #define TAOPYTHON "python" 237 #define TAOSNES "snes" 238 239 PETSC_EXTERN PetscClassId TAO_CLASSID; 240 PETSC_EXTERN PetscFunctionList TaoList; 241 242 /*E 243 TaoConvergedReason - reason a `Tao` optimizer was said to have converged or diverged 244 245 Values: 246 + `TAO_CONVERGED_GATOL` - ||g(X)|| < gatol 247 . `TAO_CONVERGED_GRTOL` - ||g(X)|| / f(X) < grtol 248 . `TAO_CONVERGED_GTTOL` - ||g(X)|| / ||g(X0)|| < gttol 249 . `TAO_CONVERGED_STEPTOL` - step size smaller than tolerance 250 . `TAO_CONVERGED_MINF` - F < F_min 251 . `TAO_CONVERGED_USER` - the user indicates the optimization has succeeded 252 . `TAO_DIVERGED_MAXITS` - the maximum number of iterations allowed has been achieved 253 . `TAO_DIVERGED_NAN` - not a number appeared in the computations 254 . `TAO_DIVERGED_MAXFCN` - the maximum number of function evaluations has been computed 255 . `TAO_DIVERGED_LS_FAILURE` - a linesearch failed 256 . `TAO_DIVERGED_TR_REDUCTION` - trust region failure 257 . `TAO_DIVERGED_USER` - the user has indicated the optimization has failed 258 - `TAO_CONTINUE_ITERATING` - the optimization is still running, `TaoSolve()` 259 260 where 261 + X - current solution 262 . X0 - initial guess 263 . f(X) - current function value 264 . f(X*) - true solution (estimated) 265 . g(X) - current gradient 266 . its - current iterate number 267 . maxits - maximum number of iterates 268 . fevals - number of function evaluations 269 - max_funcsals - maximum number of function evaluations 270 271 Level: beginner 272 273 Note: 274 The two most common reasons for divergence are an incorrectly coded or computed gradient or Hessian failure or lack of convergence 275 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). 276 277 Developer Note: 278 The names in `KSPConvergedReason`, `SNESConvergedReason`, and `TaoConvergedReason` should be uniformized 279 280 .seealso: [](ch_tao), `Tao`, `TaoSolve()`, `TaoGetConvergedReason()`, `KSPConvergedReason`, `SNESConvergedReason` 281 E*/ 282 typedef enum { /* converged */ 283 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 284 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 285 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 286 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 287 TAO_CONVERGED_MINF = 7, /* F < F_min */ 288 TAO_CONVERGED_USER = 8, /* User defined */ 289 /* diverged */ 290 TAO_DIVERGED_MAXITS = -2, 291 TAO_DIVERGED_NAN = -4, 292 TAO_DIVERGED_MAXFCN = -5, 293 TAO_DIVERGED_LS_FAILURE = -6, 294 TAO_DIVERGED_TR_REDUCTION = -7, 295 TAO_DIVERGED_USER = -8, /* User defined */ 296 /* keep going */ 297 TAO_CONTINUE_ITERATING = 0 298 } TaoConvergedReason; 299 300 PETSC_EXTERN const char **TaoConvergedReasons; 301 302 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 303 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 304 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm, Tao *); 305 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 306 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 307 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, TaoType); 308 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, TaoType *); 309 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void *); 310 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void *); 311 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao *); 312 313 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char[]); 314 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 315 PETSC_EXTERN PetscErrorCode TaoViewFromOptions(Tao, PetscObject, const char[]); 316 317 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 318 319 PETSC_EXTERN PetscErrorCode TaoRegister(const char[], PetscErrorCode (*)(Tao)); 320 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 321 322 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao, TaoConvergedReason *); 323 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt *, PetscReal *, PetscReal *, PetscReal *, PetscReal *, TaoConvergedReason *); 324 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao, TaoConvergedReason); 325 PETSC_EXTERN PetscErrorCode TaoSetSolution(Tao, Vec); 326 PETSC_EXTERN PetscErrorCode TaoGetSolution(Tao, Vec *); 327 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetSolution()", ) static inline PetscErrorCode TaoSetInitialVector(Tao t, Vec v) 328 { 329 return TaoSetSolution(t, v); 330 } 331 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoGetSolution()", ) static inline PetscErrorCode TaoGetInitialVector(Tao t, Vec *v) 332 { 333 return TaoGetSolution(t, v); 334 } 335 336 PETSC_EXTERN PetscErrorCode TaoSetObjective(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, void *), void *); 337 PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao, PetscErrorCode (**)(Tao, Vec, PetscReal *, void *), void **); 338 PETSC_EXTERN PetscErrorCode TaoSetGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 339 PETSC_EXTERN PetscErrorCode TaoGetGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, Vec, void *), void **); 340 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 341 PETSC_EXTERN PetscErrorCode TaoGetObjectiveAndGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, PetscReal *, Vec, void *), void **); 342 PETSC_EXTERN PetscErrorCode TaoSetHessian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 343 PETSC_EXTERN PetscErrorCode TaoGetHessian(Tao, Mat *, Mat *, PetscErrorCode (**)(Tao, Vec, Mat, Mat, void *), void **); 344 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetObjective()", ) static inline PetscErrorCode TaoSetObjectiveRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, void *), void *c) 345 { 346 return TaoSetObjective(t, f, c); 347 } 348 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoGetGradient()", ) static inline PetscErrorCode TaoGetGradientVector(Tao t, Vec *v) 349 { 350 return TaoGetGradient(t, v, PETSC_NULLPTR, PETSC_NULLPTR); 351 } 352 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetGradient()", ) static inline PetscErrorCode TaoSetGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, Vec, void *), void *c) 353 { 354 return TaoSetGradient(t, PETSC_NULLPTR, f, c); 355 } 356 PETSC_DEPRECATED_FUNCTION(3, 17, 0, "TaoSetObjectiveAndGradient()", ) static inline PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, Vec, void *), void *c) 357 { 358 return TaoSetObjectiveAndGradient(t, PETSC_NULLPTR, f, c); 359 } 360 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) 361 { 362 return TaoSetHessian(t, H, P, f, c); 363 } 364 365 PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat); 366 PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat *); 367 PETSC_EXTERN PetscErrorCode TaoSetLMVMMatrix(Tao, Mat); 368 PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat *); 369 PETSC_EXTERN PetscErrorCode TaoSetRecycleHistory(Tao, PetscBool); 370 PETSC_EXTERN PetscErrorCode TaoGetRecycleHistory(Tao, PetscBool *); 371 PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat); 372 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat *); 373 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP *); 374 PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool); 375 PETSC_EXTERN PetscErrorCode TaoSetResidualRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 376 PETSC_EXTERN PetscErrorCode TaoSetResidualWeights(Tao, Vec, PetscInt, PetscInt *, PetscInt *, PetscReal *); 377 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 378 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 379 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 380 PETSC_EXTERN PetscErrorCode TaoSetJacobianResidualRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 381 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 382 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao, Mat, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, Mat, void *), void *); 383 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 384 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 385 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 386 387 PETSC_EXTERN PetscErrorCode TaoPythonSetType(Tao, const char[]); 388 PETSC_EXTERN PetscErrorCode TaoPythonGetType(Tao, const char *[]); 389 390 PETSC_EXTERN PetscErrorCode TaoShellSetSolve(Tao, PetscErrorCode (*)(Tao)); 391 PETSC_EXTERN PetscErrorCode TaoShellSetContext(Tao, void *); 392 PETSC_EXTERN PetscErrorCode TaoShellGetContext(Tao, void *); 393 394 PETSC_DEPRECATED_FUNCTION(3, 11, 0, "TaoSetResidualRoutine()", ) static inline PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void *), void *ctx) 395 { 396 return TaoSetResidualRoutine(tao, res, func, ctx); 397 } 398 PETSC_DEPRECATED_FUNCTION(3, 11, 0, "TaoSetResidualWeights()", ) static inline PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) 399 { 400 return TaoSetResidualWeights(tao, sigma_v, n, rows, cols, vals); 401 } 402 403 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 404 405 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal *); 406 PETSC_EXTERN PetscErrorCode TaoComputeResidual(Tao, Vec, Vec); 407 PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao, Vec, Vec); 408 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 409 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal *, Vec); 410 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 411 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 412 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 413 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void *); 414 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao, PetscBool *); 415 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao, PetscBool *); 416 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao, PetscBool *); 417 418 PETSC_DEPRECATED_FUNCTION(3, 11, 0, "TaoComputeResidual()", ) static inline PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F) 419 { 420 return TaoComputeResidual(tao, X, F); 421 } 422 423 PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao); 424 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 425 PETSC_EXTERN PetscErrorCode TaoComputeResidualJacobian(Tao, Vec, Mat, Mat); 426 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 427 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 428 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 429 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 430 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 431 432 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void *); 433 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void *); 434 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void *); 435 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 436 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 437 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec *, Vec *); 438 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec *, Vec *); 439 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 440 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec *, Vec *); 441 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 442 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 443 444 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal *, PetscReal *, PetscReal *); 445 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal); 446 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal *, PetscReal *); 447 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 448 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 449 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 450 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 451 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 452 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal *); 453 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal *); 454 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal *); 455 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt *); 456 PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt *); 457 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt *); 458 PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt *); 459 PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt); 460 PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt *); 461 PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt); 462 PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao, PetscReal *); 463 464 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char[]); 465 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *[]); 466 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 467 PETSC_EXTERN PetscErrorCode TaoSetUpdate(Tao, PetscErrorCode (*)(Tao, PetscInt, void *), void *); 468 469 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP *); 470 PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao, PetscInt *); 471 PETSC_EXTERN PetscErrorCode TaoKSPSetUseEW(Tao, PetscBool); 472 473 #include <petsctaolinesearch.h> 474 475 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch *); 476 477 PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao, PetscReal *, PetscReal *, PetscReal *, PetscInt *, PetscInt, PetscBool); 478 PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao, PetscReal **, PetscReal **, PetscReal **, PetscInt **, PetscInt *); 479 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao, void *), void *, PetscErrorCode (*)(void **)); 480 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 481 PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void *); 482 PETSC_DEPRECATED_FUNCTION(3, 9, 0, "TaoMonitorDefault()", ) static inline PetscErrorCode TaoDefaultMonitor(Tao tao, void *ctx) 483 { 484 return TaoMonitorDefault(tao, ctx); 485 } 486 PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void *); 487 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void *); 488 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void *); 489 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void *); 490 PETSC_EXTERN PetscErrorCode TaoResidualMonitor(Tao, void *); 491 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void *); 492 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void *); 493 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void *); 494 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void *); 495 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void *); 496 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 497 498 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao, void *); 499 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void *), void *); 500 501 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 502 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal); 503 typedef struct _n_TaoMonitorDrawCtx *TaoMonitorDrawCtx; 504 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm, const char[], const char[], int, int, int, int, PetscInt, TaoMonitorDrawCtx *); 505 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx *); 506 507 PETSC_EXTERN PetscErrorCode TaoBRGNGetSubsolver(Tao, Tao *); 508 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 509 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 510 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerWeight(Tao, PetscReal); 511 PETSC_EXTERN PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao, PetscReal); 512 PETSC_EXTERN PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao, Mat); 513 PETSC_EXTERN PetscErrorCode TaoBRGNGetDampingVector(Tao, Vec *); 514 PETSC_EXTERN PetscErrorCode TaoBNCGSetType(Tao, TaoBNCGType); 515 PETSC_EXTERN PetscErrorCode TaoBNCGGetType(Tao, TaoBNCGType *); 516 517 PETSC_EXTERN PetscErrorCode TaoADMMGetMisfitSubsolver(Tao, Tao *); 518 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao, Tao *); 519 PETSC_EXTERN PetscErrorCode TaoADMMGetDualVector(Tao, Vec *); 520 PETSC_EXTERN PetscErrorCode TaoADMMGetSpectralPenalty(Tao, PetscReal *); 521 PETSC_EXTERN PetscErrorCode TaoADMMSetSpectralPenalty(Tao, PetscReal); 522 PETSC_EXTERN PetscErrorCode TaoGetADMMParentTao(Tao, Tao *); 523 PETSC_EXTERN PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao, Vec); 524 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao, PetscReal); 525 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizerCoefficient(Tao, PetscReal *); 526 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 527 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 528 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 529 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 530 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 531 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 532 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao, PetscBool); 533 PETSC_EXTERN PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao, PetscBool); 534 PETSC_EXTERN PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao, PetscReal); 535 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerType(Tao, TaoADMMRegularizerType); 536 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizerType(Tao, TaoADMMRegularizerType *); 537 PETSC_EXTERN PetscErrorCode TaoADMMSetUpdateType(Tao, TaoADMMUpdateType); 538 PETSC_EXTERN PetscErrorCode TaoADMMGetUpdateType(Tao, TaoADMMUpdateType *); 539 540 PETSC_EXTERN PetscErrorCode TaoALMMGetType(Tao, TaoALMMType *); 541 PETSC_EXTERN PetscErrorCode TaoALMMSetType(Tao, TaoALMMType); 542 PETSC_EXTERN PetscErrorCode TaoALMMGetSubsolver(Tao, Tao *); 543 PETSC_EXTERN PetscErrorCode TaoALMMSetSubsolver(Tao, Tao); 544 PETSC_EXTERN PetscErrorCode TaoALMMGetMultipliers(Tao, Vec *); 545 PETSC_EXTERN PetscErrorCode TaoALMMSetMultipliers(Tao, Vec); 546 PETSC_EXTERN PetscErrorCode TaoALMMGetPrimalIS(Tao, IS *, IS *); 547 PETSC_EXTERN PetscErrorCode TaoALMMGetDualIS(Tao, IS *, IS *); 548 549 PETSC_EXTERN PetscErrorCode TaoVecGetSubVec(Vec, IS, TaoSubsetType, PetscReal, Vec *); 550 PETSC_EXTERN PetscErrorCode TaoMatGetSubMat(Mat, IS, Vec, TaoSubsetType, Mat *); 551 PETSC_EXTERN PetscErrorCode TaoGradientNorm(Tao, Vec, NormType, PetscReal *); 552 PETSC_EXTERN PetscErrorCode TaoEstimateActiveBounds(Vec, Vec, Vec, Vec, Vec, Vec, PetscReal, PetscReal *, IS *, IS *, IS *, IS *, IS *); 553 PETSC_EXTERN PetscErrorCode TaoBoundStep(Vec, Vec, Vec, IS, IS, IS, PetscReal, Vec); 554 PETSC_EXTERN PetscErrorCode TaoBoundSolution(Vec, Vec, Vec, PetscReal, PetscInt *, Vec); 555