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 MatDFischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec); 9 PetscErrorCode MatDSFischer(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 typedef struct _p_Tao* Tao; 28 #define TaoType char* 29 #define TAOLMVM "lmvm" 30 #define TAONLS "nls" 31 #define TAONTR "ntr" 32 #define TAONTL "ntl" 33 #define TAOCG "cg" 34 #define TAOTRON "tron" 35 #define TAOOWLQN "owlqn" 36 #define TAOBMRM "bmrm" 37 #define TAOBLMVM "blmvm" 38 #define TAOBQPIP "bqpip" 39 #define TAOGPCG "gpcg" 40 #define TAONM "nm" 41 #define TAOPOUNDERS "pounders" 42 #define TAOLCL "lcl" 43 #define TAOSSILS "ssils" 44 #define TAOSSFLS "ssfls" 45 #define TAOASILS "asils" 46 #define TAOASFLS "asfls" 47 #define TAOIPM "ipm" 48 #define TAOTEST "test" 49 50 PETSC_EXTERN PetscClassId TAO_CLASSID; 51 PETSC_EXTERN PetscFunctionList TaoList; 52 53 /* Convergence flags. 54 Be sure to check that these match the flags in 55 include/finclude/petsctao.h 56 */ 57 typedef enum {/* converged */ 58 TAO_CONVERGED_FATOL = 1, /* f(X)-f(X*) <= fatol */ 59 TAO_CONVERGED_FRTOL = 2, /* |F(X) - f(X*)|/|f(X)| < frtol */ 60 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 61 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 62 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 63 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 64 TAO_CONVERGED_MINF = 7, /* F < F_min */ 65 TAO_CONVERGED_USER = 8, /* User defined */ 66 /* diverged */ 67 TAO_DIVERGED_MAXITS = -2, 68 TAO_DIVERGED_NAN = -4, 69 TAO_DIVERGED_MAXFCN = -5, 70 TAO_DIVERGED_LS_FAILURE = -6, 71 TAO_DIVERGED_TR_REDUCTION = -7, 72 TAO_DIVERGED_USER = -8, /* User defined */ 73 /* keep going */ 74 TAO_CONTINUE_ITERATING = 0} TaoConvergedReason; 75 76 PETSC_EXTERN const char **TaoConvergedReasons; 77 78 79 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 80 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 81 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*); 82 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 83 PETSC_EXTERN PetscErrorCode TaoSetFiniteDifferencesOptions(Tao); 84 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 85 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, const TaoType); 86 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, const TaoType *); 87 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*); 88 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*); 89 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*); 90 91 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []); 92 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 93 94 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 95 96 PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao)); 97 PETSC_EXTERN PetscErrorCode TaoRegisterAll(void); 98 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 99 100 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*); 101 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*); 102 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason); 103 PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec); 104 PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*); 105 PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*); 106 PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*); 107 PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 108 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*); 109 PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 110 PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 111 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 112 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 113 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 114 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 115 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*); 116 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*); 117 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 118 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 119 120 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 121 122 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*); 123 PETSC_EXTERN PetscErrorCode TaoComputeSeparableObjective(Tao, Vec, Vec); 124 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 125 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec); 126 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 127 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 128 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 129 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*); 130 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*); 131 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*); 132 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*); 133 134 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 135 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 136 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 137 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 138 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 139 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 140 141 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*); 142 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*); 143 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 144 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 145 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 146 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*); 147 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*); 148 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 149 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*); 150 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 151 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 152 153 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*, PetscReal*, PetscReal*); 154 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal); 155 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*); 156 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 157 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 158 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 159 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 160 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 161 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*); 162 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*); 163 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*); 164 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*); 165 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*); 166 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char p[]); 167 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]); 168 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]); 169 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 170 171 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*); 172 173 #include <petsctaolinesearch.h> 174 PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao); 175 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*); 176 177 PETSC_EXTERN PetscErrorCode TaoSetHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt,PetscBool); 178 PETSC_EXTERN PetscErrorCode TaoGetHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt*); 179 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**)); 180 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 181 PETSC_EXTERN PetscErrorCode TaoDefaultMonitor(Tao, void*); 182 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*); 183 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*); 184 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*); 185 PETSC_EXTERN PetscErrorCode TaoSeparableObjectiveMonitor(Tao, void*); 186 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*); 187 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*); 188 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*); 189 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*); 190 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*); 191 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 192 193 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*); 194 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *); 195 196 PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS); 197 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 198 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal, TaoConvergedReason*); 199 200 typedef struct _p_TaoDM* TaoDM; 201 PETSC_EXTERN PetscClassId TAODM_CLASSID; 202 203 PETSC_EXTERN PetscErrorCode TaoDMSetMatType(TaoDM *, const MatType); 204 PETSC_EXTERN PetscErrorCode TaoDMCreate(MPI_Comm, PetscInt, void*, TaoDM**); 205 PETSC_EXTERN PetscErrorCode TaoDMSetSolverType(TaoDM*, const TaoType); 206 PETSC_EXTERN PetscErrorCode TaoDMSetOptionsPrefix(TaoDM *, const char []); 207 PETSC_EXTERN PetscErrorCode TaoDMDestroy(TaoDM*); 208 PETSC_EXTERN PetscErrorCode TaoDMDestroyLevel(TaoDM); 209 PETSC_EXTERN PetscErrorCode TaoDMSetFromOptions(TaoDM*); 210 PETSC_EXTERN PetscErrorCode TaoDMSetTolerances(TaoDM*,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal); 211 PETSC_EXTERN PetscErrorCode TaoDMSetUp(TaoDM*); 212 PETSC_EXTERN PetscErrorCode TaoDMSolve(TaoDM*); 213 PETSC_EXTERN PetscErrorCode TaoDMView(TaoDM*, PetscViewer); 214 PETSC_EXTERN PetscErrorCode TaoDMSetDM(TaoDM *, DM); 215 PETSC_EXTERN PetscErrorCode TaoDMGetDM(TaoDM , DM*); 216 PETSC_EXTERN PetscErrorCode TaoDMSetContext(TaoDM , void*); 217 PETSC_EXTERN PetscErrorCode TaoDMGetContext(TaoDM , void**); 218 219 PETSC_EXTERN PetscErrorCode TaoDMSetPreLevelMonitor(TaoDM*,PetscErrorCode(*)(TaoDM, PetscInt, void*),void*); 220 PETSC_EXTERN PetscErrorCode TaoDMSetPostLevelMonitor(TaoDM*,PetscErrorCode(*)(TaoDM, PetscInt, void*),void*); 221 PETSC_EXTERN PetscErrorCode TaoDMSetInitialGuessRoutine(TaoDM*,PetscErrorCode(*)(TaoDM,Vec)); 222 PETSC_EXTERN PetscErrorCode TaoDMSetVariableBoundsRoutine(TaoDM*,PetscErrorCode(*)(TaoDM,Vec, Vec)); 223 PETSC_EXTERN PetscErrorCode TaoDMSetObjectiveAndGradientRoutine(TaoDM*,PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*)); 224 PETSC_EXTERN PetscErrorCode TaoDMSetObjectiveRoutine(TaoDM*,PetscErrorCode(*)(Tao, Vec, PetscReal*, void*)); 225 PETSC_EXTERN PetscErrorCode TaoDMSetGradientRoutine(TaoDM*,PetscErrorCode(*)(Tao, Vec, Vec, void*)); 226 PETSC_EXTERN PetscErrorCode TaoDMSetHessianRoutine(TaoDM*,PetscErrorCode(*)(Tao, Vec, Mat*, Mat*, MatStructure*,void*)); 227 228 #include <petscdmda.h> 229 230 PETSC_EXTERN PetscErrorCode TaoDMSetLocalObjectiveRoutine(TaoDM*,PetscErrorCode(*)(DMDALocalInfo*,PetscReal**,PetscReal*,void*)); 231 PETSC_EXTERN PetscErrorCode TaoDMSetLocalGradientRoutine(TaoDM*,PetscErrorCode(*)(DMDALocalInfo*,PetscReal**,PetscReal**,void*)); 232 PETSC_EXTERN PetscErrorCode TaoDMSetLocalObjectiveAndGradientRoutine(TaoDM*,PetscErrorCode(*)(DMDALocalInfo*,PetscReal**,PetscReal*,PetscReal**,void*)); 233 PETSC_EXTERN PetscErrorCode TaoDMSetLocalHessianRoutine(TaoDM*,PetscErrorCode(*)(DMDALocalInfo*,PetscReal**,Mat,void*)); 234 235 PETSC_EXTERN PetscErrorCode TaoDMFormFunctionLocal(Tao, Vec, PetscReal *, void*); 236 PETSC_EXTERN PetscErrorCode TaoDMFormGradientLocal(Tao, Vec, Vec, void*); 237 PETSC_EXTERN PetscErrorCode TaoDMFormFunctionGradientLocal(Tao, Vec, PetscReal *, Vec, void*); 238 PETSC_EXTERN PetscErrorCode TaoDMFormHessianLocal(Tao, Vec, Mat*, Mat*, MatStructure*,void*); 239 PETSC_EXTERN PetscErrorCode TaoDMFormBounds(Tao, Vec, Vec, void*); 240 241 #endif 242