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: [](ch_tao), `TaoVecGetSubVec()`, `TaoMatGetSubMat()`, `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: [](doc_taosolve), [](ch_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: [](ch_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 implementation of `TAOADMM`. Generally slower than adaptive or adaptive relaxed version. 66 67 .seealso: [](ch_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: [](ch_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: [](ch_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: [](ch_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: [](ch_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: [](ch_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: [](ch_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: [](doc_taosolve), [](ch_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 #define TAOSNES "snes" 200 201 PETSC_EXTERN PetscClassId TAO_CLASSID; 202 PETSC_EXTERN PetscFunctionList TaoList; 203 204 /*E 205 TaoConvergedReason - reason a `Tao` optimizer was said to have converged or diverged 206 207 Values: 208 + `TAO_CONVERGED_GATOL` - ||g(X)|| < gatol 209 . `TAO_CONVERGED_GRTOL` - ||g(X)|| / f(X) < grtol 210 . `TAO_CONVERGED_GTTOL` - ||g(X)|| / ||g(X0)|| < gttol 211 . `TAO_CONVERGED_STEPTOL` - step size smaller than tolerance 212 . `TAO_CONVERGED_MINF` - F < F_min 213 . `TAO_CONVERGED_USER` - the user indicates the optimization has succeeded 214 . `TAO_DIVERGED_MAXITS` - the maximum number of iterations allowed has been achieved 215 . `TAO_DIVERGED_NAN` - not a number appeared in the computations 216 . `TAO_DIVERGED_MAXFCN` - the maximum number of function evaluations has been computed 217 . `TAO_DIVERGED_LS_FAILURE` - a linesearch failed 218 . `TAO_DIVERGED_TR_REDUCTION` - trust region failure 219 . `TAO_DIVERGED_USER` - the user has indicated the optimization has failed 220 - `TAO_CONTINUE_ITERATING` - the optimization is still running, `TaoSolve()` 221 222 where 223 + X - current solution 224 . X0 - initial guess 225 . f(X) - current function value 226 . f(X*) - true solution (estimated) 227 . g(X) - current gradient 228 . its - current iterate number 229 . maxits - maximum number of iterates 230 . fevals - number of function evaluations 231 - max_funcsals - maximum number of function evaluations 232 233 Level: beginner 234 235 Note: 236 The two most common reasons for divergence are an incorrectly coded or computed gradient or Hessian failure or lack of convergence 237 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). 238 239 Developer Note: 240 The names in `KSPConvergedReason`, `SNESConvergedReason`, and `TaoConvergedReason` should be uniformized 241 242 .seealso: [](ch_tao), `Tao`, `TaoSolve()`, `TaoGetConvergedReason()`, `KSPConvergedReason`, `SNESConvergedReason` 243 E*/ 244 typedef enum { /* converged */ 245 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 246 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 247 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 248 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 249 TAO_CONVERGED_MINF = 7, /* F < F_min */ 250 TAO_CONVERGED_USER = 8, /* User defined */ 251 /* diverged */ 252 TAO_DIVERGED_MAXITS = -2, 253 TAO_DIVERGED_NAN = -4, 254 TAO_DIVERGED_MAXFCN = -5, 255 TAO_DIVERGED_LS_FAILURE = -6, 256 TAO_DIVERGED_TR_REDUCTION = -7, 257 TAO_DIVERGED_USER = -8, /* User defined */ 258 /* keep going */ 259 TAO_CONTINUE_ITERATING = 0 260 } TaoConvergedReason; 261 262 PETSC_EXTERN const char **TaoConvergedReasons; 263 264 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 265 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 266 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm, Tao *); 267 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 268 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 269 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, TaoType); 270 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, TaoType *); 271 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void *); 272 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void *); 273 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao *); 274 275 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char[]); 276 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 277 PETSC_EXTERN PetscErrorCode TaoViewFromOptions(Tao, PetscObject, const char[]); 278 279 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 280 281 PETSC_EXTERN PetscErrorCode TaoRegister(const char[], PetscErrorCode (*)(Tao)); 282 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 283 284 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao, TaoConvergedReason *); 285 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt *, PetscReal *, PetscReal *, PetscReal *, PetscReal *, TaoConvergedReason *); 286 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao, TaoConvergedReason); 287 PETSC_EXTERN PetscErrorCode TaoSetSolution(Tao, Vec); 288 PETSC_EXTERN PetscErrorCode TaoGetSolution(Tao, Vec *); 289 PETSC_DEPRECATED_FUNCTION("Use TaoSetSolution() (since version 3.17)") static inline PetscErrorCode TaoSetInitialVector(Tao t, Vec v) 290 { 291 return TaoSetSolution(t, v); 292 } 293 PETSC_DEPRECATED_FUNCTION("Use TaoGetSolution() (since version 3.17)") static inline PetscErrorCode TaoGetInitialVector(Tao t, Vec *v) 294 { 295 return TaoGetSolution(t, v); 296 } 297 298 PETSC_EXTERN PetscErrorCode TaoSetObjective(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, void *), void *); 299 PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao, PetscErrorCode (**)(Tao, Vec, PetscReal *, void *), void **); 300 PETSC_EXTERN PetscErrorCode TaoSetGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 301 PETSC_EXTERN PetscErrorCode TaoGetGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, Vec, void *), void **); 302 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradient(Tao, Vec, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 303 PETSC_EXTERN PetscErrorCode TaoGetObjectiveAndGradient(Tao, Vec *, PetscErrorCode (**)(Tao, Vec, PetscReal *, Vec, void *), void **); 304 PETSC_EXTERN PetscErrorCode TaoSetHessian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 305 PETSC_EXTERN PetscErrorCode TaoGetHessian(Tao, Mat *, Mat *, PetscErrorCode (**)(Tao, Vec, Mat, Mat, void *), void **); 306 PETSC_DEPRECATED_FUNCTION("Use TaoSetObjective() (since version 3.17)") static inline PetscErrorCode TaoSetObjectiveRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, void *), void *c) 307 { 308 return TaoSetObjective(t, f, c); 309 } 310 PETSC_DEPRECATED_FUNCTION("Use TaoGetGradient() (since version 3.17)") static inline PetscErrorCode TaoGetGradientVector(Tao t, Vec *v) 311 { 312 return TaoGetGradient(t, v, PETSC_NULLPTR, PETSC_NULLPTR); 313 } 314 PETSC_DEPRECATED_FUNCTION("Use TaoSetGradient() (since version 3.17)") static inline PetscErrorCode TaoSetGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, Vec, void *), void *c) 315 { 316 return TaoSetGradient(t, PETSC_NULLPTR, f, c); 317 } 318 PETSC_DEPRECATED_FUNCTION("Use TaoSetObjectiveAndGradient() (since version 3.17)") static inline PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao t, PetscErrorCode (*f)(Tao, Vec, PetscReal *, Vec, void *), void *c) 319 { 320 return TaoSetObjectiveAndGradient(t, PETSC_NULLPTR, f, c); 321 } 322 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) 323 { 324 return TaoSetHessian(t, H, P, f, c); 325 } 326 327 PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat); 328 PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat *); 329 PETSC_EXTERN PetscErrorCode TaoSetLMVMMatrix(Tao, Mat); 330 PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat *); 331 PETSC_EXTERN PetscErrorCode TaoSetRecycleHistory(Tao, PetscBool); 332 PETSC_EXTERN PetscErrorCode TaoGetRecycleHistory(Tao, PetscBool *); 333 PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat); 334 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat *); 335 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP *); 336 PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool); 337 PETSC_EXTERN PetscErrorCode TaoSetResidualRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 338 PETSC_EXTERN PetscErrorCode TaoSetResidualWeights(Tao, Vec, PetscInt, PetscInt *, PetscInt *, PetscReal *); 339 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 340 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 341 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 342 PETSC_EXTERN PetscErrorCode TaoSetJacobianResidualRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 343 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 344 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao, Mat, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, Mat, void *), void *); 345 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 346 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 347 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 348 349 PETSC_EXTERN PetscErrorCode TaoPythonSetType(Tao, const char[]); 350 PETSC_EXTERN PetscErrorCode TaoPythonGetType(Tao, const char *[]); 351 352 PETSC_EXTERN PetscErrorCode TaoShellSetSolve(Tao, PetscErrorCode (*)(Tao)); 353 PETSC_EXTERN PetscErrorCode TaoShellSetContext(Tao, void *); 354 PETSC_EXTERN PetscErrorCode TaoShellGetContext(Tao, void *); 355 356 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) 357 { 358 return TaoSetResidualRoutine(tao, res, func, ctx); 359 } 360 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) 361 { 362 return TaoSetResidualWeights(tao, sigma_v, n, rows, cols, vals); 363 } 364 365 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 366 367 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal *); 368 PETSC_EXTERN PetscErrorCode TaoComputeResidual(Tao, Vec, Vec); 369 PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao, Vec, Vec); 370 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 371 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal *, Vec); 372 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 373 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 374 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 375 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void *); 376 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao, PetscBool *); 377 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao, PetscBool *); 378 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao, PetscBool *); 379 380 PETSC_DEPRECATED_FUNCTION("Use TaoComputeResidual() (since version 3.11)") static inline PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F) 381 { 382 return TaoComputeResidual(tao, X, F); 383 } 384 385 PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao); 386 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 387 PETSC_EXTERN PetscErrorCode TaoComputeResidualJacobian(Tao, Vec, Mat, Mat); 388 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 389 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 390 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 391 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 392 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 393 394 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void *); 395 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void *); 396 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void *); 397 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 398 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 399 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec *, Vec *); 400 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec *, Vec *); 401 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 402 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec *, Vec *); 403 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode (*)(Tao, Vec, Vec, void *), void *); 404 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 405 406 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal *, PetscReal *, PetscReal *); 407 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal); 408 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal *, PetscReal *); 409 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 410 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 411 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 412 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 413 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 414 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal *); 415 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal *); 416 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal *); 417 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt *); 418 PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt *); 419 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt *); 420 PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt *); 421 PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt); 422 PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt *); 423 PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt); 424 PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao, PetscReal *); 425 426 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char[]); 427 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *[]); 428 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 429 PETSC_EXTERN PetscErrorCode TaoSetUpdate(Tao, PetscErrorCode (*)(Tao, PetscInt, void *), void *); 430 431 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP *); 432 PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao, PetscInt *); 433 PETSC_EXTERN PetscErrorCode TaoKSPSetUseEW(Tao, PetscBool); 434 435 #include <petsctaolinesearch.h> 436 437 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch *); 438 439 PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao, PetscReal *, PetscReal *, PetscReal *, PetscInt *, PetscInt, PetscBool); 440 PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao, PetscReal **, PetscReal **, PetscReal **, PetscInt **, PetscInt *); 441 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao, void *), void *, PetscErrorCode (*)(void **)); 442 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 443 PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void *); 444 PETSC_DEPRECATED_FUNCTION("Use TaoMonitorDefault() (since version 3.9)") static inline PetscErrorCode TaoDefaultMonitor(Tao tao, void *ctx) 445 { 446 return TaoMonitorDefault(tao, ctx); 447 } 448 PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void *); 449 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void *); 450 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void *); 451 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void *); 452 PETSC_EXTERN PetscErrorCode TaoResidualMonitor(Tao, void *); 453 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void *); 454 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void *); 455 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void *); 456 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void *); 457 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void *); 458 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 459 460 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao, void *); 461 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void *), void *); 462 463 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 464 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal); 465 typedef struct _n_TaoMonitorDrawCtx *TaoMonitorDrawCtx; 466 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm, const char[], const char[], int, int, int, int, PetscInt, TaoMonitorDrawCtx *); 467 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx *); 468 469 PETSC_EXTERN PetscErrorCode TaoBRGNGetSubsolver(Tao, Tao *); 470 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 471 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao, Mat, PetscErrorCode (*)(Tao, Vec, Mat, void *), void *); 472 PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerWeight(Tao, PetscReal); 473 PETSC_EXTERN PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao, PetscReal); 474 PETSC_EXTERN PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao, Mat); 475 PETSC_EXTERN PetscErrorCode TaoBRGNGetDampingVector(Tao, Vec *); 476 477 PETSC_EXTERN PetscErrorCode TaoADMMGetMisfitSubsolver(Tao, Tao *); 478 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizationSubsolver(Tao, Tao *); 479 PETSC_EXTERN PetscErrorCode TaoADMMGetDualVector(Tao, Vec *); 480 PETSC_EXTERN PetscErrorCode TaoADMMGetSpectralPenalty(Tao, PetscReal *); 481 PETSC_EXTERN PetscErrorCode TaoADMMSetSpectralPenalty(Tao, PetscReal); 482 PETSC_EXTERN PetscErrorCode TaoGetADMMParentTao(Tao, Tao *); 483 PETSC_EXTERN PetscErrorCode TaoADMMSetConstraintVectorRHS(Tao, Vec); 484 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerCoefficient(Tao, PetscReal); 485 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizerCoefficient(Tao, PetscReal *); 486 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 487 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerConstraintJacobian(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 488 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 489 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 490 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianRoutine(Tao, Mat, Mat, PetscErrorCode (*)(Tao, Vec, Mat, Mat, void *), void *); 491 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitObjectiveAndGradientRoutine(Tao, PetscErrorCode (*)(Tao, Vec, PetscReal *, Vec, void *), void *); 492 PETSC_EXTERN PetscErrorCode TaoADMMSetMisfitHessianChangeStatus(Tao, PetscBool); 493 PETSC_EXTERN PetscErrorCode TaoADMMSetRegHessianChangeStatus(Tao, PetscBool); 494 PETSC_EXTERN PetscErrorCode TaoADMMSetMinimumSpectralPenalty(Tao, PetscReal); 495 PETSC_EXTERN PetscErrorCode TaoADMMSetRegularizerType(Tao, TaoADMMRegularizerType); 496 PETSC_EXTERN PetscErrorCode TaoADMMGetRegularizerType(Tao, TaoADMMRegularizerType *); 497 PETSC_EXTERN PetscErrorCode TaoADMMSetUpdateType(Tao, TaoADMMUpdateType); 498 PETSC_EXTERN PetscErrorCode TaoADMMGetUpdateType(Tao, TaoADMMUpdateType *); 499 500 PETSC_EXTERN PetscErrorCode TaoALMMGetType(Tao, TaoALMMType *); 501 PETSC_EXTERN PetscErrorCode TaoALMMSetType(Tao, TaoALMMType); 502 PETSC_EXTERN PetscErrorCode TaoALMMGetSubsolver(Tao, Tao *); 503 PETSC_EXTERN PetscErrorCode TaoALMMSetSubsolver(Tao, Tao); 504 PETSC_EXTERN PetscErrorCode TaoALMMGetMultipliers(Tao, Vec *); 505 PETSC_EXTERN PetscErrorCode TaoALMMSetMultipliers(Tao, Vec); 506 PETSC_EXTERN PetscErrorCode TaoALMMGetPrimalIS(Tao, IS *, IS *); 507 PETSC_EXTERN PetscErrorCode TaoALMMGetDualIS(Tao, IS *, IS *); 508 #endif 509