xref: /petsc/include/petsctaolinesearch.h (revision 66af8762ec03dbef0e079729eb2a1734a35ed7ff)
1 #pragma once
2 
3 /* SUBMANSEC = Tao */
4 
5 /*S
6    TaoLineSearch - PETSc object that manages line searches for the `Tao` optimization solves
7 
8    Level: intermediate
9 
10 .seealso: [](ch_tao), `TaoLineSearchType`, `Tao`, `TaoCreate()`, `TaoDestroy()`, `TaoSetType()`, `TaoType`
11 S*/
12 typedef struct _p_TaoLineSearch *TaoLineSearch;
13 
14 #include <petsctao.h>
15 
16 /*E
17     TaoLineSearchConvergedReason - reason a `TaoLineSearch` completed
18 
19    Values:
20 + `TAOLINESEARCH_FAILED_ASCENT` - initial line search step * g is not descent direction
21 . `TAOLINESEARCH_FAILED_INFORNAN` - function evaluation gives `Inf` or `Nan` value
22 . `TAOLINESEARCH_FAILED_BADPARAMETER` - negative value set as parameter
23 . `TAOLINESEARCH_HALTED_MAXFCN` - maximum number of function evaluation reached
24 . `TAOLINESEARCH_HALTED_UPPERBOUND` - step is at upper bound
25 . `TAOLINESEARCH_HALTED_LOWERBOUND` - step is at lower bound
26 . `TAOLINESEARCH_HALTED_RTOL` - range of uncertainty is smaller than given tolerance
27 . `TAOLINESEARCH_HALTED_USER` - user can set this reason to stop line search
28 . `TAOLINESEARCH_HALTED_OTHER` - any other reason
29 - `TAOLINESEARCH_SUCCESS` - successful line search
30 
31    Level: beginner
32 
33 .seealso: [](ch_tao), `Tao`, `TaoLineSearch`, `TaoSolve()`, `TaoGetConvergedReason()`, `KSPConvergedReason`, `SNESConvergedReason`
34 E*/
35 typedef enum {
36   TAOLINESEARCH_FAILED_INFORNAN     = -1,
37   TAOLINESEARCH_FAILED_BADPARAMETER = -2,
38   TAOLINESEARCH_FAILED_ASCENT       = -3,
39   TAOLINESEARCH_CONTINUE_ITERATING  = 0,
40   TAOLINESEARCH_SUCCESS             = 1,
41   TAOLINESEARCH_SUCCESS_USER        = 2,
42   TAOLINESEARCH_HALTED_OTHER        = 3,
43   TAOLINESEARCH_HALTED_MAXFCN       = 4,
44   TAOLINESEARCH_HALTED_UPPERBOUND   = 5,
45   TAOLINESEARCH_HALTED_LOWERBOUND   = 6,
46   TAOLINESEARCH_HALTED_RTOL         = 7,
47   TAOLINESEARCH_HALTED_USER         = 8
48 } TaoLineSearchConvergedReason;
49 
50 /*J
51         TaoLineSearchType - String with the name of a `TaoLineSearch` method
52 
53    Values:
54 +   `TAOLINESEARCHUNIT` -  "unit" do not perform a line search and always accept unit step length
55 .   `TAOLINESEARCHMT` - "more-thuente" line search with a cubic model enforcing the strong Wolfe/curvature condition
56 .   `TAOLINESEARCHGPCG` - "gpcg"
57 .   `TAOLINESEARCHARMIJO` - "armijo" simple backtracking line search enforcing only the sufficient decrease condition
58 .   `TAOLINESEARCHOWARMIJO` - "owarmijo"
59 -   `TAOLINESEARCHIPM` - "ipm"
60 
61   Options Database Key:
62 .  -tao_ls_type <type> - select which method Tao should use at runtime
63 
64   Level: beginner
65 
66 .seealso: [](ch_tao), `Tao`, `TaoLineSearch`, `TaoLineSearchSetType()`, `TaoCreate()`, `TaoSetType()`
67 J*/
68 typedef const char *TaoLineSearchType;
69 #define TAOLINESEARCHUNIT     "unit"
70 #define TAOLINESEARCHMT       "more-thuente"
71 #define TAOLINESEARCHGPCG     "gpcg"
72 #define TAOLINESEARCHARMIJO   "armijo"
73 #define TAOLINESEARCHOWARMIJO "owarmijo"
74 #define TAOLINESEARCHIPM      "ipm"
75 
76 PETSC_EXTERN PetscClassId      TAOLINESEARCH_CLASSID;
77 PETSC_EXTERN PetscFunctionList TaoLineSearchList;
78 
79 PETSC_EXTERN PetscErrorCode TaoLineSearchCreate(MPI_Comm, TaoLineSearch *);
80 PETSC_EXTERN PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch);
81 PETSC_EXTERN PetscErrorCode TaoLineSearchSetUp(TaoLineSearch);
82 PETSC_EXTERN PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *);
83 PETSC_EXTERN PetscErrorCode TaoLineSearchMonitor(TaoLineSearch, PetscInt, PetscReal, PetscReal);
84 PETSC_EXTERN PetscErrorCode TaoLineSearchView(TaoLineSearch, PetscViewer);
85 PETSC_EXTERN PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch, PetscObject, const char[]);
86 
87 PETSC_EXTERN PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch, const char prefix[]);
88 PETSC_EXTERN PetscErrorCode TaoLineSearchReset(TaoLineSearch);
89 PETSC_EXTERN PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch, const char[]);
90 PETSC_EXTERN PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch, const char *[]);
91 PETSC_EXTERN PetscErrorCode TaoLineSearchApply(TaoLineSearch, Vec, PetscReal *, Vec, Vec, PetscReal *, TaoLineSearchConvergedReason *);
92 PETSC_EXTERN PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch, PetscReal *);
93 PETSC_EXTERN PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch, Vec *);
94 PETSC_EXTERN PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch, Vec *);
95 PETSC_EXTERN PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch, PetscReal);
96 PETSC_EXTERN PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch, Vec, PetscReal *, Vec, PetscReal *, TaoLineSearchConvergedReason *);
97 PETSC_EXTERN PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch, PetscReal *);
98 PETSC_EXTERN PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch, PetscInt *, PetscInt *, PetscInt *);
99 
100 PETSC_EXTERN PetscErrorCode TaoLineSearchGetType(TaoLineSearch, TaoLineSearchType *);
101 PETSC_EXTERN PetscErrorCode TaoLineSearchSetType(TaoLineSearch, TaoLineSearchType);
102 
103 PETSC_EXTERN PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch, PetscBool *);
104 PETSC_EXTERN PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, Vec, PetscReal *, PetscReal *, void *), void *);
105 PETSC_EXTERN PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, PetscReal *, void *), void *);
106 PETSC_EXTERN PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, Vec, void *), void *);
107 PETSC_EXTERN PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch, PetscErrorCode (*)(TaoLineSearch, Vec, PetscReal *, Vec, void *), void *);
108 
109 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch, Vec, PetscReal *);
110 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch, Vec, Vec);
111 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch, Vec, PetscReal *, Vec);
112 PETSC_EXTERN PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch, Vec, PetscReal *, PetscReal *);
113 PETSC_EXTERN PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch, Vec, Vec);
114 
115 PETSC_EXTERN PetscErrorCode TaoLineSearchInitializePackage(void);
116 PETSC_EXTERN PetscErrorCode TaoLineSearchFinalizePackage(void);
117 
118 PETSC_EXTERN PetscErrorCode TaoLineSearchRegister(const char[], PetscErrorCode (*)(TaoLineSearch));
119 PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao);
120