1 #ifndef PETSCTAO_H 2 #define PETSCTAO_H 3 4 #include <petscsnes.h> 5 6 /* SUBMANSEC = Tao */ 7 8 PETSC_EXTERN PetscErrorCode VecFischer(Vec, Vec, Vec, Vec, Vec); 9 PETSC_EXTERN PetscErrorCode VecSFischer(Vec, Vec, Vec, Vec, PetscReal, Vec); 10 PETSC_EXTERN PetscErrorCode MatDFischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec); 11 PETSC_EXTERN PetscErrorCode MatDSFischer(Mat, Vec, Vec, Vec, Vec, PetscReal, Vec, Vec, Vec, Vec, Vec); 12 PETSC_EXTERN PetscErrorCode TaoSoftThreshold(Vec, PetscReal, PetscReal, Vec); 13 14 /*E 15 TaoSubsetType - Type representing the way Tao handles active sets 16 17 Values: 18 + `TAO_SUBSET_SUBVEC` - Tao uses `MatCreateSubMatrix()` and `VecGetSubVector()` 19 . `TAO_SUBSET_MASK` - Matrices are zeroed out corresponding to active set entries 20 - `TAO_SUBSET_MATRIXFREE` - Same as `TAO_SUBSET_MASK` but it can be applied to matrix-free operators 21 22 Options database Key: 23 . -different_hessian - Tao will use a copy of the Hessian operator for masking. By default Tao will directly alter the Hessian operator. 24 25 Level: intermediate 26 27 .seealso: [](chapter_tao), `Tao`, `TaoCreate()`, `TaoDestroy()`, `TaoSetType()`, `TaoType` 28 E*/ 29 typedef enum { 30 TAO_SUBSET_SUBVEC, 31 TAO_SUBSET_MASK, 32 TAO_SUBSET_MATRIXFREE 33 } TaoSubsetType; 34 PETSC_EXTERN const char *const TaoSubsetTypes[]; 35 36 /*S 37 Tao - Abstract PETSc object that manages nonlinear optimization solves 38 39 Level: advanced 40 41 .seealso: [](chapter_tao), `Tao`, `TaoCreate()`, `TaoDestroy()`, `TaoSetType()`, `TaoType` 42 S*/ 43 typedef struct _p_Tao *Tao; 44 45 /*E 46 TaoADMMUpdateType - Determine spectral penalty update routine for Lagrange augmented term for `TAOADMM`. 47 48 Level: advanced 49 50 .seealso: [](chapter_tao), `Tao`, `TAOADMM`, `TaoADMMSetUpdateType()` 51 E*/ 52 typedef enum { 53 TAO_ADMM_UPDATE_BASIC, 54 TAO_ADMM_UPDATE_ADAPTIVE, 55 TAO_ADMM_UPDATE_ADAPTIVE_RELAXED 56 } TaoADMMUpdateType; 57 PETSC_EXTERN const char *const TaoADMMUpdateTypes[]; 58 59 /*MC 60 TAO_ADMM_UPDATE_BASIC - Use same spectral penalty set at the beginning. No update 61 62 Level: advanced 63 64 Note: 65 Most basic implementatio of `TAOADMM`. Generally slower than adaptive or adaptive relaxed version. 66 67 .seealso: [](chapter_tao), `Tao`, `TAOADMM`, `TaoADMMSetUpdateType()`, `TAO_ADMM_UPDATE_ADAPTIVE`, `TAO_ADMM_UPDATE_ADAPTIVE_RELAXED` 68 M*/ 69 70 /*MC 71 TAO_ADMM_UPDATE_ADAPTIVE - Adaptively update spectral penalty 72 73 Level: advanced 74 75 Note: 76 Adaptively updates spectral penalty of `TAOADMM` by using both steepest descent and minimum gradient. 77 78 .seealso: [](chapter_tao), `Tao`, `TAOADMM`, `TaoADMMSetUpdateType()`, `TAO_ADMM_UPDATE_BASIC`, `TAO_ADMM_UPDATE_ADAPTIVE_RELAXED` 79 M*/ 80 81 /*MC 82 ADMM_UPDATE_ADAPTIVE_RELAXED - Adaptively update spectral penalty, and relaxes parameter update 83 84 Level: advanced 85 86 Note: 87 With adaptive spectral penalty update, it also relaxes x vector update by a factor. 88 89 .seealso: [](chapter_tao), `Tao`, `TaoADMMSetUpdateType()`, `TAO_ADMM_UPDATE_BASIC`, `TAO_ADMM_UPDATE_ADAPTIVE` 90 M*/ 91 92 /*E 93 TaoADMMRegularizerType - Determine regularizer routine - either user provided or soft threshold for `TAOADMM` 94 95 Level: advanced 96 97 .seealso: [](chapter_tao), `Tao`, `TAOADMM`, `TaoADMMSetRegularizerType()` 98 E*/ 99 typedef enum { 100 TAO_ADMM_REGULARIZER_USER, 101 TAO_ADMM_REGULARIZER_SOFT_THRESH 102 } TaoADMMRegularizerType; 103 PETSC_EXTERN const char *const TaoADMMRegularizerTypes[]; 104 105 /*MC 106 TAO_ADMM_REGULARIZER_USER - User provided routines for regularizer part of `TAOADMM` 107 108 Level: advanced 109 110 Note: 111 User needs to provided appropriate routines and type for regularizer solver 112 113 .seealso: [](chapter_tao), `Tao`, `TAOADMM`, `TaoADMMSetRegularizerType()`, `TAO_ADMM_REGULARIZER_SOFT_THRESH` 114 M*/ 115 116 /*MC 117 TAO_ADMM_REGULARIZER_SOFT_THRESH - Soft threshold to solve regularizer part of `TAOADMM` 118 119 Level: advanced 120 121 Note: 122 Utilizes built-in SoftThreshold routines 123 124 .seealso: [](chapter_tao), `Tao`, `TAOADMM`, `TaoSoftThreshold()`, `TaoADMMSetRegularizerObjectiveAndGradientRoutine()`, 125 `TaoADMMSetRegularizerHessianRoutine()`, `TaoADMMSetRegularizerType()`, `TAO_ADMM_REGULARIZER_USER` 126 M*/ 127 128 /*E 129 TaoALMMType - Determine the augmented Lagrangian formulation used in the `TAOALMM` subproblem. 130 131 Values: 132 + `TAO_ALMM_CLASSIC` - classic augmented Lagrangian definition including slack variables for inequality constraints 133 - `TAO_ALMM_PHR` - Powell-Hestenes-Rockafellar formulation without slack variables, uses pointwise min() for inequalities 134 135 Level: advanced 136 137 .seealso: [](chapter_tao), `Tao`, `TAOALMM`, `TaoALMMSetType()`, `TaoALMMGetType()` 138 E*/ 139 typedef enum { 140 TAO_ALMM_CLASSIC, 141 TAO_ALMM_PHR 142 } TaoALMMType; 143 PETSC_EXTERN const char *const TaoALMMTypes[]; 144 145 /*J 146 TaoType - String with the name of a `Tao` method 147 148 Values: 149 + `TAONLS` - nls Newton's method with line search for unconstrained minimization 150 . `TAONTR` - ntr Newton's method with trust region for unconstrained minimization 151 . `TAONTL` - ntl Newton's method with trust region, line search for unconstrained minimization 152 . `TAOLMVM` - lmvm Limited memory variable metric method for unconstrained minimization 153 . `TAOCG` - cg Nonlinear conjugate gradient method for unconstrained minimization 154 . `TAONM` - nm Nelder-Mead algorithm for derivate-free unconstrained minimization 155 . `TAOTRON` - tron Newton Trust Region method for bound constrained minimization 156 . `TAOGPCG` - gpcg Newton Trust Region method for quadratic bound constrained minimization 157 . `TAOBLMVM` - blmvm Limited memory variable metric method for bound constrained minimization 158 . `TAOLCL` - lcl Linearly constrained Lagrangian method for pde-constrained minimization 159 - `TAOPOUNDERS` - pounders Model-based algorithm for nonlinear least squares 160 161 Level: beginner 162 163 .seealso: [](chapter_tao), `Tao`, `TaoCreate()`, `TaoSetType()` 164 J*/ 165 typedef const char *TaoType; 166 #define TAOLMVM "lmvm" 167 #define TAONLS "nls" 168 #define TAONTR "ntr" 169 #define TAONTL "ntl" 170 #define TAOCG "cg" 171 #define TAOTRON "tron" 172 #define TAOOWLQN "owlqn" 173 #define TAOBMRM "bmrm" 174 #define TAOBLMVM "blmvm" 175 #define TAOBQNLS "bqnls" 176 #define TAOBNCG "bncg" 177 #define TAOBNLS "bnls" 178 #define TAOBNTR "bntr" 179 #define TAOBNTL "bntl" 180 #define TAOBQNKLS "bqnkls" 181 #define TAOBQNKTR "bqnktr" 182 #define TAOBQNKTL "bqnktl" 183 #define TAOBQPIP "bqpip" 184 #define TAOGPCG "gpcg" 185 #define TAONM "nm" 186 #define TAOPOUNDERS "pounders" 187 #define TAOBRGN "brgn" 188 #define TAOLCL "lcl" 189 #define TAOSSILS "ssils" 190 #define TAOSSFLS "ssfls" 191 #define TAOASILS "asils" 192 #define TAOASFLS "asfls" 193 #define TAOIPM "ipm" 194 #define TAOPDIPM "pdipm" 195 #define TAOSHELL "shell" 196 #define TAOADMM "admm" 197 #define TAOALMM "almm" 198 #define TAOPYTHON "python" 199 200 PETSC_EXTERN PetscClassId TAO_CLASSID; 201 PETSC_EXTERN PetscFunctionList TaoList; 202 203 /*E 204 TaoConvergedReason - reason a Tao method was said to have converged or diverged 205 206 Values: 207 + `TAO_CONVERGED_GATOL` - ||g(X)|| < gatol 208 . `TAO_CONVERGED_GRTOL` - ||g(X)|| / f(X) < grtol 209 . `TAO_CONVERGED_GTTOL` - ||g(X)|| / ||g(X0)|| < gttol 210 . `TAO_CONVERGED_STEPTOL` - step size smaller than tolerance 211 . `TAO_CONVERGED_MINF` - F < F_min 212 . `TAO_CONVERGED_USER` - the user indicates the optimization has succeeded 213 . `TAO_DIVERGED_MAXITS` - the maximum number of iterations allowed has been achieved 214 . `TAO_DIVERGED_NAN` - not a number appeared in the computations 215 . `TAO_DIVERGED_MAXFCN` - the maximum number of function evaluations has been computed 216 . `TAO_DIVERGED_LS_FAILURE` - a linesearch failed 217 . `TAO_DIVERGED_TR_REDUCTION` - trust region failure 218 . `TAO_DIVERGED_USER` - the user has indicated the optimization has failed 219 - `TAO_CONTINUE_ITERATING` - the optimization is still running, `TaoSolve()` 220 221 where 222 + X - current solution 223 . X0 - initial guess 224 . f(X) - current function value 225 . f(X*) - true solution (estimated) 226 . g(X) - current gradient 227 . its - current iterate number 228 . maxits - maximum number of iterates 229 . fevals - number of function evaluations 230 - max_funcsals - maximum number of function evaluations 231 232 Level: beginner 233 234 Note: 235 The two most common reasons for divergence are an incorrectly coded or computed gradient or Hessian failure or lack of convergence 236 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). 237 238 Developer Note: 239 The names in `KSPConvergedReason`, `SNESConvergedReason`, and `TaoConvergedReason` should be uniformized 240 241 .seealso: [](chapter_tao), `Tao`, `TaoSolve()`, `TaoGetConvergedReason()`, `KSPConvergedReason`, `SNESConvergedReason` 242 E*/ 243 typedef enum { /* converged */ 244 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 245 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 246 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 247 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 248 TAO_CONVERGED_MINF = 7, /* F < F_min */ 249 TAO_CONVERGED_USER = 8, /* User defined */ 250 /* diverged */ 251 TAO_DIVERGED_MAXITS = -2, 252 TAO_DIVERGED_NAN = -4, 253 TAO_DIVERGED_MAXFCN = -5, 254 TAO_DIVERGED_LS_FAILURE = -6, 255 TAO_DIVERGED_TR_REDUCTION = -7, 256 TAO_DIVERGED_USER = -8, /* User defined */ 257 /* keep going */ 258 TAO_CONTINUE_ITERATING = 0 259 } TaoConvergedReason; 260 261 PETSC_EXTERN const char **TaoConvergedReasons; 262 263 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 264 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 265 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm, Tao *); 266 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 267 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 268 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, TaoType); 269 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, TaoType *); 270 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void *); 271 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void *); 272 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao *); 273 274 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char[]); 275 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 276 PETSC_EXTERN PetscErrorCode TaoViewFromOptions(Tao, PetscObject, const char[]); 277 278 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 279 280 PETSC_EXTERN PetscErrorCode TaoRegister(const char[], PetscErrorCode (*)(Tao)); 281 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 282 283 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao, TaoConvergedReason *); 284 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt *, PetscReal *, PetscReal *, PetscReal *, PetscReal *, TaoConvergedReason *); 285 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao, TaoConvergedReason); 286 PETSC_EXTERN PetscErrorCode TaoSetSolution(Tao, Vec); 287 PETSC_EXTERN PetscErrorCode TaoGetSolution(Tao, Vec *); 288 PETSC_DEPRECATED_FUNCTION("Use TaoSetSolution() (since version 3.17)") static inline PetscErrorCode TaoSetInitialVector(Tao t, Vec v) 289 { 290 return TaoSetSolution(t, v); 291 } 292 PETSC_DEPRECATED_FUNCTION("Use TaoGetSolution() (since version 3.17)") static inline PetscErrorCode TaoGetInitialVector(Tao t, Vec *v) 293 { 294 return TaoGetSolution(t, v); 295 } 296 297 PETSC_EXTERN PetscErrorCode TaoSetObjective(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, void *), void *); 298 PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao, PetscErrorCode (**)(Tao, Vec, PetscReal *, void *), void **); 299 PETSC_EXTERN PetscErrorCode TaoSetGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 300 PETSC_EXTERN PetscErrorCode TaoGetGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, Vec, void *), void **); 301 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 302 PETSC_EXTERN PetscErrorCode TaoGetObjectiveAndGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, PetscReal *, Vec, void *), void **); 303 PETSC_EXTERN PetscErrorCode TaoSetHessian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 304 PETSC_EXTERN PetscErrorCode TaoGetHessian(Tao, Mat *, Mat *, PetscErrorCode (**)(Tao, Vec, Mat, Mat, void *), void **); 305 PETSC_DEPRECATED_FUNCTION("Use TaoSetObjective() (since version 3.17)") static inline PetscErrorCode TaoSetObjectiveRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, void *), void *c) 306 { 307 return TaoSetObjective(t, f, c); 308 } 309 PETSC_DEPRECATED_FUNCTION("Use TaoGetGradient() (since version 3.17)") static inline PetscErrorCode TaoGetGradientVector(Tao t, Vec *v) 310 { 311 return TaoGetGradient(t, v, NULL, NULL); 312 } 313 PETSC_DEPRECATED_FUNCTION("Use TaoSetGradient() (since version 3.17)") static inline PetscErrorCode TaoSetGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, Vec, void *), void *c) 314 { 315 return TaoSetGradient(t, NULL, f, c); 316 } 317 PETSC_DEPRECATED_FUNCTION("Use TaoSetObjectiveAndGradient() (since version 3.17)") static inline PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, Vec, void *), void *c) 318 { 319 return TaoSetObjectiveAndGradient(t, NULL, f, c); 320 } 321 PETSC_DEPRECATED_FUNCTION("Use TaoSetHessian() (since version 3.17)") static inline PetscErrorCode TaoSetHessianRoutine(Tao t, Mat H, Mat P, PetscErrorCode (*f)(Tao, Vec, Mat, Mat, void *), void *c) 322 { 323 return TaoSetHessian(t, H, P, f, c); 324 } 325 326 PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat); 327 PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat *); 328 PETSC_EXTERN PetscErrorCode TaoSetLMVMMatrix(Tao, Mat); 329 PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat *); 330 PETSC_EXTERN PetscErrorCode TaoSetRecycleHistory(Tao, PetscBool); 331 PETSC_EXTERN PetscErrorCode TaoGetRecycleHistory(Tao, PetscBool *); 332 PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat); 333 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat *); 334 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP *); 335 PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool); 336 PETSC_EXTERN PetscErrorCode TaoSetResidualRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 337 PETSC_EXTERN PetscErrorCode TaoSetResidualWeights(Tao, Vec, PetscInt, PetscInt *, PetscInt *, PetscReal *); 338 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 339 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 340 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 341 PETSC_EXTERN PetscErrorCode TaoSetJacobianResidualRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 342 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 343 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao, Mat, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, Mat, void *), void *); 344 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 345 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 346 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 347 348 PETSC_EXTERN PetscErrorCode TaoPythonSetType(Tao, const char[]); 349 PETSC_EXTERN PetscErrorCode TaoPythonGetType(Tao, const char *[]); 350 351 PETSC_EXTERN PetscErrorCode TaoShellSetSolve(Tao, PetscErrorCode (*)(Tao)); 352 PETSC_EXTERN PetscErrorCode TaoShellSetContext(Tao, void *); 353 PETSC_EXTERN PetscErrorCode TaoShellGetContext(Tao, void *); 354 355 PETSC_DEPRECATED_FUNCTION("Use TaoSetResidualRoutine() (since version 3.11)") static inline PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void *), void *ctx) 356 { 357 return TaoSetResidualRoutine(tao, res, func, ctx); 358 } 359 PETSC_DEPRECATED_FUNCTION("Use TaoSetResidualWeights() (since version 3.11)") static inline PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) 360 { 361 return TaoSetResidualWeights(tao, sigma_v, n, rows, cols, vals); 362 } 363 364 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 365 366 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal *); 367 PETSC_EXTERN PetscErrorCode TaoComputeResidual(Tao, Vec, Vec); 368 PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao, Vec, Vec); 369 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 370 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal *, Vec); 371 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 372 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 373 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 374 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void *); 375 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao, PetscBool *); 376 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao, PetscBool *); 377 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao, PetscBool *); 378 379 PETSC_DEPRECATED_FUNCTION("Use TaoComputeResidual() (since version 3.11)") static inline PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F) 380 { 381 return TaoComputeResidual(tao, X, F); 382 } 383 384 PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao); 385 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 386 PETSC_EXTERN PetscErrorCode TaoComputeResidualJacobian(Tao, Vec, Mat, Mat); 387 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 388 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 389 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 390 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 391 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 392 393 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void *); 394 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void *); 395 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void *); 396 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 397 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 398 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec *, Vec *); 399 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec *, Vec *); 400 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 401 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec *, Vec *); 402 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 403 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 404 405 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal *, PetscReal *, PetscReal *); 406 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal); 407 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal *, PetscReal *); 408 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 409 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 410 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 411 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 412 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 413 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal *); 414 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal *); 415 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal *); 416 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt *); 417 PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt *); 418 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt *); 419 PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt *); 420 PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt); 421 PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt *); 422 PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt); 423 PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao, PetscReal *); 424 425 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char[]); 426 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *[]); 427 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 428 PETSC_EXTERN PetscErrorCode TaoSetUpdate(Tao, PetscErrorCode (*)(Tao, PetscInt, void *), void *); 429 430 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP *); 431 PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao, PetscInt *); 432 PETSC_EXTERN PetscErrorCode TaoKSPSetUseEW(Tao, PetscBool); 433 434 #include <petsctaolinesearch.h> 435 436 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch *); 437 438 PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao, PetscReal *, PetscReal *, PetscReal *, PetscInt *, PetscInt, PetscBool); 439 PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao, PetscReal **, PetscReal **, PetscReal **, PetscInt **, PetscInt *); 440 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao, void *), void *, PetscErrorCode (*)(void **)); 441 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 442 PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void *); 443 PETSC_DEPRECATED_FUNCTION("Use TaoMonitorDefault() (since version 3.9)") static inline PetscErrorCode TaoDefaultMonitor(Tao tao, void *ctx) 444 { 445 return TaoMonitorDefault(tao, ctx); 446 } 447 PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void *); 448 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void *); 449 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void *); 450 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void *); 451 PETSC_EXTERN PetscErrorCode TaoResidualMonitor(Tao, void *); 452 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void *); 453 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void *); 454 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void *); 455 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void *); 456 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void *); 457 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 458 459 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao, void *); 460 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void *), void *); 461 462 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 463 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal); 464 typedef struct _n_TaoMonitorDrawCtx *TaoMonitorDrawCtx; 465 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm, const char[], const char[], int, int, int, int, PetscInt, TaoMonitorDrawCtx *); 466 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx *); 467 468 PETSC_EXTERN PetscErrorCode TaoBRGNGetSubsolver(Tao, Tao *); 469 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 470 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 471 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerWeight(Tao, PetscReal); 472 PETSC_EXTERN PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao, PetscReal); 473 PETSC_EXTERN PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao, Mat); 474 PETSC_EXTERN PetscErrorCode TaoBRGNGetDampingVector(Tao, Vec *); 475 476 PETSC_EXTERN PetscErrorCode TaoADMMGetMisfitSubsolver(Tao, Tao *); 477 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao, Tao *); 478 PETSC_EXTERN PetscErrorCode TaoADMMGetDualVector(Tao, Vec *); 479 PETSC_EXTERN PetscErrorCode TaoADMMGetSpectralPenalty(Tao, PetscReal *); 480 PETSC_EXTERN PetscErrorCode TaoADMMSetSpectralPenalty(Tao, PetscReal); 481 PETSC_EXTERN PetscErrorCode TaoGetADMMParentTao(Tao, Tao *); 482 PETSC_EXTERN PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao, Vec); 483 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao, PetscReal); 484 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 485 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 486 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 487 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 488 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 489 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 490 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao, PetscBool); 491 PETSC_EXTERN PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao, PetscBool); 492 PETSC_EXTERN PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao, PetscReal); 493 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerType(Tao, TaoADMMRegularizerType); 494 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizerType(Tao, TaoADMMRegularizerType *); 495 PETSC_EXTERN PetscErrorCode TaoADMMSetUpdateType(Tao, TaoADMMUpdateType); 496 PETSC_EXTERN PetscErrorCode TaoADMMGetUpdateType(Tao, TaoADMMUpdateType *); 497 498 PETSC_EXTERN PetscErrorCode TaoALMMGetType(Tao, TaoALMMType *); 499 PETSC_EXTERN PetscErrorCode TaoALMMSetType(Tao, TaoALMMType); 500 PETSC_EXTERN PetscErrorCode TaoALMMGetSubsolver(Tao, Tao *); 501 PETSC_EXTERN PetscErrorCode TaoALMMSetSubsolver(Tao, Tao); 502 PETSC_EXTERN PetscErrorCode TaoALMMGetMultipliers(Tao, Vec *); 503 PETSC_EXTERN PetscErrorCode TaoALMMSetMultipliers(Tao, Vec); 504 PETSC_EXTERN PetscErrorCode TaoALMMGetPrimalIS(Tao, IS *, IS *); 505 PETSC_EXTERN PetscErrorCode TaoALMMGetDualIS(Tao, IS *, IS *); 506 #endif 507