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