xref: /petsc/include/petsctao.h (revision ffad99011bdf8bdff5e8540ef3c49b4fd8d6e6bb)
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 typedef struct _p_Tao*   Tao;
28 #define TaoType char*
29 #define TAOLMVM     "lmvm"
30 #define TAONLS      "nls"
31 #define TAONTR      "ntr"
32 #define TAONTL      "ntl"
33 #define TAOCG       "cg"
34 #define TAOTRON     "tron"
35 #define TAOOWLQN    "owlqn"
36 #define TAOBMRM     "bmrm"
37 #define TAOBLMVM    "blmvm"
38 #define TAOBQPIP    "bqpip"
39 #define TAOGPCG     "gpcg"
40 #define TAONM       "nm"
41 #define TAOPOUNDERS "pounders"
42 #define TAOLCL      "lcl"
43 #define TAOSSILS    "ssils"
44 #define TAOSSFLS    "ssfls"
45 #define TAOASILS    "asils"
46 #define TAOASFLS    "asfls"
47 #define TAOIPM      "ipm"
48 #define TAOTEST     "test"
49 
50 PETSC_EXTERN PetscClassId TAO_CLASSID;
51 PETSC_EXTERN PetscFunctionList TaoList;
52 
53 /*  Convergence flags.
54     Be sure to check that these match the flags in
55     include/finclude/petsctao.h
56 */
57 typedef enum {/* converged */
58   TAO_CONVERGED_FATOL          =  1, /* f(X)-f(X*) <= fatol */
59   TAO_CONVERGED_FRTOL          =  2, /* |F(X) - f(X*)|/|f(X)| < frtol */
60   TAO_CONVERGED_GATOL          =  3, /* ||g(X)|| < gatol */
61   TAO_CONVERGED_GRTOL          =  4, /* ||g(X)|| / f(X)  < grtol */
62   TAO_CONVERGED_GTTOL          =  5, /* ||g(X)|| / ||g(X0)|| < gttol */
63   TAO_CONVERGED_STEPTOL        =  6, /* step size small */
64   TAO_CONVERGED_MINF          =  7, /* F < F_min */
65   TAO_CONVERGED_USER          =  8, /* User defined */
66   /* diverged */
67   TAO_DIVERGED_MAXITS         = -2,
68   TAO_DIVERGED_NAN            = -4,
69   TAO_DIVERGED_MAXFCN         = -5,
70   TAO_DIVERGED_LS_FAILURE     = -6,
71   TAO_DIVERGED_TR_REDUCTION   = -7,
72   TAO_DIVERGED_USER           = -8, /* User defined */
73   /* keep going */
74   TAO_CONTINUE_ITERATING      =  0} TaoConvergedReason;
75 
76 PETSC_EXTERN const char **TaoConvergedReasons;
77 
78 #include <petsctaolinesearch.h>
79 
80 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void);
81 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void);
82 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*);
83 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao);
84 PETSC_EXTERN PetscErrorCode TaoSetFiniteDifferencesOptions(Tao);
85 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao);
86 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, const TaoType);
87 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, const TaoType *);
88 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*);
89 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*);
90 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*);
91 
92 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []);
93 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer);
94 
95 PETSC_EXTERN PetscErrorCode TaoSolve(Tao);
96 
97 PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao));
98 PETSC_EXTERN PetscErrorCode TaoRegisterAll(void);
99 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void);
100 
101 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*);
102 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*);
103 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason);
104 PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec);
105 PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*);
106 PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*);
107 PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*);
108 PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
109 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*);
110 PETSC_EXTERN PetscErrorCode TaoSetHessianMat(Tao, Mat, Mat);
111 PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
112 PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
113 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
114 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
115 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
116 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
117 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*);
118 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*);
119 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
120 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
121 
122 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS);
123 
124 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*);
125 PETSC_EXTERN PetscErrorCode TaoComputeSeparableObjective(Tao, Vec, Vec);
126 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec);
127 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec);
128 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec);
129 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec);
130 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec);
131 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*);
132 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*);
133 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*);
134 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*);
135 
136 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat);
137 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat);
138 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat);
139 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat);
140 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat);
141 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat);
142 
143 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*);
144 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*);
145 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec);
146 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec);
147 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec);
148 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*);
149 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*);
150 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec);
151 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*);
152 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
153 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao);
154 
155 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*, PetscReal*, PetscReal*);
156 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal);
157 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*);
158 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal);
159 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal);
160 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal);
161 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt);
162 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt);
163 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*);
164 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*);
165 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*);
166 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*);
167 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*);
168 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao, const char p[]);
169 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]);
170 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]);
171 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao);
172 
173 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*);
174 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*);
175 
176 PETSC_EXTERN PetscErrorCode TaoSetHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt,PetscBool);
177 PETSC_EXTERN PetscErrorCode TaoGetHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt*);
178 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**));
179 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao);
180 PETSC_EXTERN PetscErrorCode TaoDefaultMonitor(Tao, void*);
181 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*);
182 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*);
183 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*);
184 PETSC_EXTERN PetscErrorCode TaoSeparableObjectiveMonitor(Tao, void*);
185 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*);
186 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*);
187 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*);
188 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*);
189 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*);
190 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao);
191 
192 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*);
193 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *);
194 
195 PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS);
196 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS);
197 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal, TaoConvergedReason*);
198 
199 #endif
200