xref: /petsc/include/petsctaolinesearch.h (revision 27f49a208b01d2e827ab9db411a2d16003fe9262)
1 #ifndef PETSCTAOLINESEARCH_H
2 #define PETSCTAOLINESEARCH_H
3 
4 /* SUBMANSEC = Tao */
5 
6 /*S
7    TaoLineSearch - PETSc object that manages line searches for the `Tao` optimization solves
8 
9    Level: intermediate
10 
11 .seealso: [](chapter_tao), `TaoLineSearchType`, `Tao`, `TaoCreate()`, `TaoDestroy()`, `TaoSetType()`, `TaoType`
12 S*/
13 typedef struct _p_TaoLineSearch *TaoLineSearch;
14 
15 #include <petsctao.h>
16 
17 /*E
18     TaoLineSearchConvergedReason - reason a `TaoLineSearch` completed
19 
20    Values:
21 + `TAOLINESEARCH_FAILED_ASCENT` - initial line search step * g is not descent direction
22 . `TAOLINESEARCH_FAILED_INFORNAN` - function evaluation gives `Inf` or `Nan` value
23 . `TAOLINESEARCH_FAILED_BADPARAMETER` - negative value set as parameter
24 . `TAOLINESEARCH_HALTED_MAXFCN` - maximum number of function evaluation reached
25 . `TAOLINESEARCH_HALTED_UPPERBOUND` - step is at upper bound
26 . `TAOLINESEARCH_HALTED_LOWERBOUND` - step is at lower bound
27 . `TAOLINESEARCH_HALTED_RTOL` - range of uncertainty is smaller than given tolerance
28 . `TAOLINESEARCH_HALTED_USER` - user can set this reason to stop line search
29 . `TAOLINESEARCH_HALTED_OTHER` - any other reason
30 - `TAOLINESEARCH_SUCCESS` - successful line search
31 
32    Level: beginner
33 
34 .seealso: [](chapter_tao), `Tao`, `TaoLineSearch`, `TaoSolve()`, `TaoGetConvergedReason()`, `KSPConvergedReason`, `SNESConvergedReason`
35 E*/
36 typedef enum {
37   TAOLINESEARCH_FAILED_INFORNAN     = -1,
38   TAOLINESEARCH_FAILED_BADPARAMETER = -2,
39   TAOLINESEARCH_FAILED_ASCENT       = -3,
40   TAOLINESEARCH_CONTINUE_ITERATING  = 0,
41   TAOLINESEARCH_SUCCESS             = 1,
42   TAOLINESEARCH_SUCCESS_USER        = 2,
43   TAOLINESEARCH_HALTED_OTHER        = 3,
44   TAOLINESEARCH_HALTED_MAXFCN       = 4,
45   TAOLINESEARCH_HALTED_UPPERBOUND   = 5,
46   TAOLINESEARCH_HALTED_LOWERBOUND   = 6,
47   TAOLINESEARCH_HALTED_RTOL         = 7,
48   TAOLINESEARCH_HALTED_USER         = 8
49 } TaoLineSearchConvergedReason;
50 
51 /*J
52         TaoLineSearchType - String with the name of a `TaoLineSearch` method
53 
54    Values:
55 +   `TAOLINESEARCHUNIT` -  "unit" do not perform a line search and always accept unit step length
56 .   `TAOLINESEARCHMT` - "more-thuente" line search with a cubic model enforcing the strong Wolfe/curvature condition
57 .   `TAOLINESEARCHGPCG` - "gpcg"
58 .   `TAOLINESEARCHARMIJO` - "armijo" simple backtracking line search enforcing only the sufficient decrease condition
59 .   `TAOLINESEARCHOWARMIJO` - "owarmijo"
60 -   `TAOLINESEARCHIPM` - "ipm"
61 
62   Options Database Key:
63 .  -tao_ls_type <type> - select which method Tao should use at runtime
64   Values:
65 
66   Level: beginner
67 
68 .seealso: [](chapter_tao), `Tao`, `TaoLineSearch`, `TaoLineSearchSetType()`, `TaoCreate()`, `TaoSetType()`
69 J*/
70 typedef const char *TaoLineSearchType;
71 #define TAOLINESEARCHUNIT     "unit"
72 #define TAOLINESEARCHMT       "more-thuente"
73 #define TAOLINESEARCHGPCG     "gpcg"
74 #define TAOLINESEARCHARMIJO   "armijo"
75 #define TAOLINESEARCHOWARMIJO "owarmijo"
76 #define TAOLINESEARCHIPM      "ipm"
77 
78 PETSC_EXTERN PetscClassId      TAOLINESEARCH_CLASSID;
79 PETSC_EXTERN PetscFunctionList TaoLineSearchList;
80 
81 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate(MPI_Comm, TaoLineSearch *);
82 PETSC_EXTERN PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch);
83 PETSC_EXTERN PetscErrorCode TaoLineSearchSetUp(TaoLineSearch);
84 PETSC_EXTERN PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *);
85 PETSC_EXTERN PetscErrorCode TaoLineSearchMonitor(TaoLineSearch, PetscInt, PetscReal, PetscReal);
86 PETSC_EXTERN PetscErrorCode TaoLineSearchView(TaoLineSearch, PetscViewer);
87 PETSC_EXTERN PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch, PetscObject, const char[]);
88 
89 PETSC_EXTERN PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch, const char prefix[]);
90 PETSC_EXTERN PetscErrorCode TaoLineSearchReset(TaoLineSearch);
91 PETSC_EXTERN PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch, const char[]);
92 PETSC_EXTERN PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch, const char *[]);
93 PETSC_EXTERN PetscErrorCode TaoLineSearchApply(TaoLineSearch, Vec, PetscReal *, Vec, Vec, PetscReal *, TaoLineSearchConvergedReason *);
94 PETSC_EXTERN PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch, PetscReal *);
95 PETSC_EXTERN PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch, Vec *);
96 PETSC_EXTERN PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch, Vec *);
97 PETSC_EXTERN PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch, PetscReal);
98 PETSC_EXTERN PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch, Vec, PetscReal *, Vec, PetscReal *, TaoLineSearchConvergedReason *);
99 PETSC_EXTERN PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch, PetscReal *);
100 PETSC_EXTERN PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch, PetscInt *, PetscInt *, PetscInt *);
101 
102 PETSC_EXTERN PetscErrorCode TaoLineSearchGetType(TaoLineSearch, TaoLineSearchType *);
103 PETSC_EXTERN PetscErrorCode TaoLineSearchSetType(TaoLineSearch, TaoLineSearchType);
104 
105 PETSC_EXTERN PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch, PetscBool *);
106 PETSC_EXTERN PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, Vec, PetscReal *, PetscReal *, void *), void *);
107 PETSC_EXTERN PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, PetscReal *, void *), void *);
108 PETSC_EXTERN PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, Vec, void *), void *);
109 PETSC_EXTERN PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, PetscReal *, Vec, void *), void *);
110 
111 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch, Vec, PetscReal *);
112 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch, Vec, Vec);
113 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch, Vec, PetscReal *, Vec);
114 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch, Vec, PetscReal *, PetscReal *);
115 PETSC_EXTERN PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch, Vec, Vec);
116 
117 PETSC_EXTERN PetscErrorCode TaoLineSearchInitializePackage(void);
118 PETSC_EXTERN PetscErrorCode TaoLineSearchFinalizePackage(void);
119 
120 PETSC_EXTERN PetscErrorCode TaoLineSearchRegister(const char[], PetscErrorCode (*)(TaoLineSearch));
121 PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao);
122 
123 #endif
124