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 Level: intermediate 23 24 E*/ 25 26 typedef enum {TAO_SUBSET_SUBVEC,TAO_SUBSET_MASK,TAO_SUBSET_MATRIXFREE} TaoSubsetType; 27 PETSC_EXTERN const char *const TaoSubsetTypes[]; 28 /*S 29 Tao - Abstract PETSc object that manages nonlinear optimization solves 30 31 Level: advanced 32 33 .seealso TaoCreate(), TaoDestroy(), TaoSetType(), TaoType 34 S*/ 35 36 typedef struct _p_Tao* Tao; 37 38 /*J 39 TaoType - String with the name of a TAO method 40 41 Level: beginner 42 43 J*/ 44 #define TaoType char* 45 #define TAOLMVM "lmvm" 46 #define TAONLS "nls" 47 #define TAONTR "ntr" 48 #define TAONTL "ntl" 49 #define TAOCG "cg" 50 #define TAOTRON "tron" 51 #define TAOOWLQN "owlqn" 52 #define TAOBMRM "bmrm" 53 #define TAOBLMVM "blmvm" 54 #define TAOBQPIP "bqpip" 55 #define TAOGPCG "gpcg" 56 #define TAONM "nm" 57 #define TAOPOUNDERS "pounders" 58 #define TAOLCL "lcl" 59 #define TAOSSILS "ssils" 60 #define TAOSSFLS "ssfls" 61 #define TAOASILS "asils" 62 #define TAOASFLS "asfls" 63 #define TAOIPM "ipm" 64 #define TAOTEST "test" 65 66 PETSC_EXTERN PetscClassId TAO_CLASSID; 67 PETSC_EXTERN PetscFunctionList TaoList; 68 69 /* Convergence flags. 70 Be sure to check that these match the flags in 71 include/petsc/finclude/petsctao.h 72 */ 73 typedef enum {/* converged */ 74 TAO_CONVERGED_FATOL = 1, /* f(X)-f(X*) <= fatol */ 75 TAO_CONVERGED_FRTOL = 2, /* |F(X) - f(X*)|/|f(X)| < frtol */ 76 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 77 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 78 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 79 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 80 TAO_CONVERGED_MINF = 7, /* F < F_min */ 81 TAO_CONVERGED_USER = 8, /* User defined */ 82 /* diverged */ 83 TAO_DIVERGED_MAXITS = -2, 84 TAO_DIVERGED_NAN = -4, 85 TAO_DIVERGED_MAXFCN = -5, 86 TAO_DIVERGED_LS_FAILURE = -6, 87 TAO_DIVERGED_TR_REDUCTION = -7, 88 TAO_DIVERGED_USER = -8, /* User defined */ 89 /* keep going */ 90 TAO_CONTINUE_ITERATING = 0} TaoConvergedReason; 91 92 PETSC_EXTERN const char **TaoConvergedReasons; 93 94 95 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 96 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 97 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*); 98 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 99 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 100 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, const TaoType); 101 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, const TaoType *); 102 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*); 103 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*); 104 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*); 105 106 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []); 107 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 108 PETSC_STATIC_INLINE PetscErrorCode TaoViewFromOptions(Tao A,const char prefix[],const char name[]) {return PetscObjectViewFromOptions((PetscObject)A,prefix,name);} 109 110 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 111 112 PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao)); 113 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 114 115 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*); 116 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*); 117 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason); 118 PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec); 119 PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*); 120 PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*); 121 PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*); 122 PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 123 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*); 124 PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 125 PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 126 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 127 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 128 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 129 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 130 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*); 131 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*); 132 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 133 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 134 135 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 136 137 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*); 138 PETSC_EXTERN PetscErrorCode TaoComputeSeparableObjective(Tao, Vec, Vec); 139 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 140 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec); 141 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 142 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 143 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 144 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*); 145 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*); 146 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*); 147 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*); 148 149 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 150 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 151 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 152 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 153 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 154 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 155 156 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*); 157 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*); 158 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 159 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 160 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 161 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*); 162 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*); 163 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 164 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*); 165 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 166 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 167 168 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*, PetscReal*, PetscReal*); 169 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal); 170 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*); 171 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 172 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 173 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 174 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 175 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 176 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*); 177 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*); 178 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*); 179 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*); 180 PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt*); 181 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*); 182 PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt*); 183 PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt); 184 PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt*); 185 PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt); 186 187 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char p[]); 188 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]); 189 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]); 190 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 191 192 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*); 193 PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao,PetscInt *); 194 195 #include <petsctaolinesearch.h> 196 PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao); 197 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*); 198 199 PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt,PetscBool); 200 PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt**,PetscInt*); 201 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**)); 202 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 203 PETSC_EXTERN PetscErrorCode TaoDefaultMonitor(Tao, void*); 204 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*); 205 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*); 206 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*); 207 PETSC_EXTERN PetscErrorCode TaoSeparableObjectiveMonitor(Tao, void*); 208 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*); 209 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*); 210 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*); 211 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*); 212 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*); 213 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 214 215 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*); 216 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *); 217 218 PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS); 219 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 220 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal, TaoConvergedReason*); 221 222 223 #endif 224