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 MatCreateSubMatrix 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 typedef const char *TaoType; 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 TAOBQNLS "bqnls" 55 #define TAOBNCG "bncg" 56 #define TAOBNLS "bnls" 57 #define TAOBNTR "bntr" 58 #define TAOBNTL "bntl" 59 #define TAOBQNKLS "bqnkls" 60 #define TAOBQNKTR "bqnktr" 61 #define TAOBQNKTL "bqnktl" 62 #define TAOBQPIP "bqpip" 63 #define TAOGPCG "gpcg" 64 #define TAONM "nm" 65 #define TAOPOUNDERS "pounders" 66 #define TAOBRGN "brgn" 67 #define TAOLCL "lcl" 68 #define TAOSSILS "ssils" 69 #define TAOSSFLS "ssfls" 70 #define TAOASILS "asils" 71 #define TAOASFLS "asfls" 72 #define TAOIPM "ipm" 73 #define TAOSHELL "shell" 74 75 PETSC_EXTERN PetscClassId TAO_CLASSID; 76 PETSC_EXTERN PetscFunctionList TaoList; 77 78 /*E 79 TaoConvergedReason - reason a TAO method was said to have converged or diverged 80 81 Level: beginner 82 83 The two most common reasons for divergence are 84 $ 1) an incorrectly coded or computed gradient or Hessian 85 $ 2) failure or lack of convergence in the linear system (in this case we recommend 86 $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem). 87 88 Developer Notes: 89 this must match petsc/finclude/petsctao.h 90 91 The string versions of these are in TAOConvergedReasons, if you change any value here you must 92 also adjust that array. 93 94 .seealso: TAOSolve(), TaoGetConvergedReason(), KSPConvergedReason, SNESConvergedReason, TSConvergedReason 95 E*/ 96 typedef enum {/* converged */ 97 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 98 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 99 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 100 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 101 TAO_CONVERGED_MINF = 7, /* F < F_min */ 102 TAO_CONVERGED_USER = 8, /* User defined */ 103 /* diverged */ 104 TAO_DIVERGED_MAXITS = -2, 105 TAO_DIVERGED_NAN = -4, 106 TAO_DIVERGED_MAXFCN = -5, 107 TAO_DIVERGED_LS_FAILURE = -6, 108 TAO_DIVERGED_TR_REDUCTION = -7, 109 TAO_DIVERGED_USER = -8, /* User defined */ 110 /* keep going */ 111 TAO_CONTINUE_ITERATING = 0} TaoConvergedReason; 112 113 PETSC_EXTERN const char **TaoConvergedReasons; 114 115 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 116 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 117 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*); 118 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 119 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 120 PETSC_EXTERN PetscErrorCode TaoSetType(Tao,TaoType); 121 PETSC_EXTERN PetscErrorCode TaoGetType(Tao,TaoType *); 122 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*); 123 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*); 124 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*); 125 126 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []); 127 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 128 PETSC_STATIC_INLINE PetscErrorCode TaoViewFromOptions(Tao A,PetscObject obj,const char name[]) {return PetscObjectViewFromOptions((PetscObject)A,obj,name);} 129 130 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 131 132 PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao)); 133 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 134 135 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*); 136 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*); 137 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason); 138 PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec); 139 PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*); 140 PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*); 141 PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat); 142 PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat*); 143 PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat*); 144 PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat); 145 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat*); 146 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP*); 147 PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool); 148 PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*); 149 PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 150 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*); 151 PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 152 PETSC_EXTERN PetscErrorCode TaoSetResidualRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 153 PETSC_EXTERN PetscErrorCode TaoSetResidualWeights(Tao, Vec, PetscInt, PetscInt*, PetscInt*, PetscReal*); 154 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 155 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 156 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 157 PETSC_EXTERN PetscErrorCode TaoSetJacobianResidualRoutine(Tao, Mat, Mat, PetscErrorCode(*)(Tao, Vec, Mat, Mat, void*), void*); 158 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 159 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*); 160 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*); 161 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 162 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 163 164 PETSC_EXTERN PetscErrorCode TaoShellSetSolve(Tao, PetscErrorCode(*)(Tao)); 165 PETSC_EXTERN PetscErrorCode TaoShellSetContext(Tao, void*); 166 PETSC_EXTERN PetscErrorCode TaoShellGetContext(Tao, void**); 167 168 PETSC_DEPRECATED_FUNCTION("Use TaoSetResidualRoutine() (since version 3.11)") PETSC_STATIC_INLINE PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) {return TaoSetResidualRoutine(tao, res, func, ctx);} 169 PETSC_DEPRECATED_FUNCTION("Use TaoSetResidualWeights() (since version 3.11)") PETSC_STATIC_INLINE PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) {return TaoSetResidualWeights(tao, sigma_v, n, rows, cols, vals);} 170 171 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 172 173 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*); 174 PETSC_EXTERN PetscErrorCode TaoComputeResidual(Tao, Vec, Vec); 175 PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao,Vec,Vec); 176 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 177 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec); 178 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 179 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 180 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 181 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*); 182 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*); 183 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*); 184 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*); 185 186 PETSC_DEPRECATED_FUNCTION("Use TaoComputeResidual() (since version 3.11)") PETSC_STATIC_INLINE PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F) {return TaoComputeResidual(tao, X, F);} 187 188 PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao); 189 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 190 PETSC_EXTERN PetscErrorCode TaoComputeResidualJacobian(Tao, Vec, Mat, Mat); 191 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 192 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 193 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 194 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 195 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 196 197 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*); 198 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*); 199 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void*); 200 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 201 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 202 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*); 203 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*); 204 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 205 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*); 206 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 207 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 208 209 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*); 210 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal); 211 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*); 212 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 213 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 214 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 215 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 216 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 217 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*); 218 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*); 219 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*); 220 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*); 221 PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt*); 222 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*); 223 PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt*); 224 PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt); 225 PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt*); 226 PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt); 227 PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao,PetscReal*); 228 PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao,PetscReal*); 229 230 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]); 231 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]); 232 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 233 PETSC_EXTERN PetscErrorCode TaoSetUpdate(Tao, PetscErrorCode(*)(Tao, PetscInt, void*), void*); 234 235 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*); 236 PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao,PetscInt *); 237 238 #include <petsctaolinesearch.h> 239 PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao); 240 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*); 241 242 PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt,PetscBool); 243 PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt**,PetscInt*); 244 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**)); 245 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 246 PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void*); 247 PETSC_DEPRECATED_FUNCTION("Use TaoMonitorDefault() (since version 3.9)") PETSC_STATIC_INLINE PetscErrorCode TaoDefaultMonitor(Tao tao, void*ctx) {return TaoMonitorDefault(tao,ctx);} 248 PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void*); 249 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*); 250 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*); 251 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*); 252 PETSC_EXTERN PetscErrorCode TaoResidualMonitor(Tao, void*); 253 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*); 254 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*); 255 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*); 256 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*); 257 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*); 258 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 259 260 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*); 261 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *); 262 263 PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS); 264 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 265 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal); 266 typedef struct _n_TaoMonitorDrawCtx* TaoMonitorDrawCtx; 267 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm,const char[],const char[],int,int,int,int,PetscInt,TaoMonitorDrawCtx*); 268 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx*); 269 270 PETSC_EXTERN PetscErrorCode TaoBRGNGetSubsolver(Tao,Tao *); 271 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao,PetscErrorCode (*)(Tao,Vec,PetscReal*,Vec,void*),void*); 272 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao,Mat,PetscErrorCode (*)(Tao,Vec,Mat,void*),void*); 273 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerWeight(Tao,PetscReal); 274 PETSC_EXTERN PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao,PetscReal); 275 PETSC_EXTERN PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao,Mat); 276 #endif 277