1ba92ff59SBarry Smith #include <petsctaolinesearch.h> /*I "petsctaolinesearch.h" I*/ 2af0996ceSBarry Smith #include <petsc/private/taolinesearchimpl.h> 30c52818fSSatish Balay 46c23d075SBarry Smith PetscFunctionList TaoLineSearchList = NULL; 50c52818fSSatish Balay 60c52818fSSatish Balay PetscClassId TAOLINESEARCH_CLASSID=0; 70ebee16dSLisandro Dalcin 80ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Apply; 90ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Eval; 100c52818fSSatish Balay 110c52818fSSatish Balay /*@C 12fe2efc57SMark TaoLineSearchViewFromOptions - View from Options 13fe2efc57SMark 14fe2efc57SMark Collective on TaoLineSearch 15fe2efc57SMark 16fe2efc57SMark Input Parameters: 17fe2efc57SMark + A - the Tao context 18736c3998SJose E. Roman . obj - Optional object 19736c3998SJose E. Roman - name - command line option 20fe2efc57SMark 21fe2efc57SMark Level: intermediate 22db781477SPatrick Sanan .seealso: `TaoLineSearch`, `TaoLineSearchView`, `PetscObjectViewFromOptions()`, `TaoLineSearchCreate()` 23fe2efc57SMark @*/ 24fe2efc57SMark PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch A,PetscObject obj,const char name[]) 25fe2efc57SMark { 26fe2efc57SMark PetscFunctionBegin; 27fe2efc57SMark PetscValidHeaderSpecific(A,TAOLINESEARCH_CLASSID,1); 289566063dSJacob Faibussowitsch PetscCall(PetscObjectViewFromOptions((PetscObject)A,obj,name)); 29fe2efc57SMark PetscFunctionReturn(0); 30fe2efc57SMark } 31fe2efc57SMark 32fe2efc57SMark /*@C 330c52818fSSatish Balay TaoLineSearchView - Prints information about the TaoLineSearch 340c52818fSSatish Balay 350c52818fSSatish Balay Collective on TaoLineSearch 360c52818fSSatish Balay 370c52818fSSatish Balay InputParameters: 38441846f8SBarry Smith + ls - the Tao context 390c52818fSSatish Balay - viewer - visualization context 400c52818fSSatish Balay 410c52818fSSatish Balay Options Database Key: 420c52818fSSatish Balay . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search 430c52818fSSatish Balay 440c52818fSSatish Balay Notes: 450c52818fSSatish Balay The available visualization contexts include 460c52818fSSatish Balay + PETSC_VIEWER_STDOUT_SELF - standard output (default) 470c52818fSSatish Balay - PETSC_VIEWER_STDOUT_WORLD - synchronized standard 480c52818fSSatish Balay output where only the first processor opens 490c52818fSSatish Balay the file. All other processors send their 500c52818fSSatish Balay data to the first processor to print. 510c52818fSSatish Balay 520c52818fSSatish Balay Level: beginner 530c52818fSSatish Balay 54db781477SPatrick Sanan .seealso: `PetscViewerASCIIOpen()` 550c52818fSSatish Balay @*/ 560c52818fSSatish Balay 570c52818fSSatish Balay PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer) 580c52818fSSatish Balay { 590c52818fSSatish Balay PetscBool isascii, isstring; 60dedfbcbeSJed Brown TaoLineSearchType type; 61f06e3bfaSBarry Smith 620c52818fSSatish Balay PetscFunctionBegin; 630c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 640c52818fSSatish Balay if (!viewer) { 659566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer)); 660c52818fSSatish Balay } 670c52818fSSatish Balay PetscValidHeaderSpecific(viewer,PETSC_VIEWER_CLASSID,2); 680c52818fSSatish Balay PetscCheckSameComm(ls,1,viewer,2); 690c52818fSSatish Balay 709566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii)); 719566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring)); 720c52818fSSatish Balay if (isascii) { 739566063dSJacob Faibussowitsch PetscCall(PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer)); 7463b15415SAlp Dener if (ls->ops->view) { 759566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(viewer)); 769566063dSJacob Faibussowitsch PetscCall((*ls->ops->view)(ls,viewer)); 779566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(viewer)); 780c52818fSSatish Balay } 799566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(viewer)); 8063a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer,"maximum function evaluations=%" PetscInt_FMT "\n",ls->max_funcs)); 819566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer,"tolerances: ftol=%g, rtol=%g, gtol=%g\n",(double)ls->ftol,(double)ls->rtol,(double)ls->gtol)); 8263a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer,"total number of function evaluations=%" PetscInt_FMT "\n",ls->nfeval)); 8363a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer,"total number of gradient evaluations=%" PetscInt_FMT "\n",ls->ngeval)); 8463a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer,"total number of function/gradient evaluations=%" PetscInt_FMT "\n",ls->nfgeval)); 850c52818fSSatish Balay 860c52818fSSatish Balay if (ls->bounded) { 879566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer,"using variable bounds\n")); 880c52818fSSatish Balay } 899566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer,"Termination reason: %d\n",(int)ls->reason)); 909566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(viewer)); 910c52818fSSatish Balay } else if (isstring) { 929566063dSJacob Faibussowitsch PetscCall(TaoLineSearchGetType(ls,&type)); 939566063dSJacob Faibussowitsch PetscCall(PetscViewerStringSPrintf(viewer," %-3.3s",type)); 940c52818fSSatish Balay } 950c52818fSSatish Balay PetscFunctionReturn(0); 960c52818fSSatish Balay } 970c52818fSSatish Balay 980c52818fSSatish Balay /*@C 990c52818fSSatish Balay TaoLineSearchCreate - Creates a TAO Line Search object. Algorithms in TAO that use 1000c52818fSSatish Balay line-searches will automatically create one. 1010c52818fSSatish Balay 102d083f849SBarry Smith Collective 1030c52818fSSatish Balay 1040c52818fSSatish Balay Input Parameter: 1050c52818fSSatish Balay . comm - MPI communicator 1060c52818fSSatish Balay 1070c52818fSSatish Balay Output Parameter: 1080c52818fSSatish Balay . newls - the new TaoLineSearch context 1090c52818fSSatish Balay 1100c52818fSSatish Balay Available methods include: 111147403d9SBarry Smith + more-thuente - the More-Thuente method 112147403d9SBarry Smith . gpcg - the GPCG method 1130c52818fSSatish Balay - unit - Do not perform any line search 1140c52818fSSatish Balay 1150c52818fSSatish Balay Options Database Keys: 1160c52818fSSatish Balay . -tao_ls_type - select which method TAO should use 1170c52818fSSatish Balay 1180c52818fSSatish Balay Level: beginner 1190c52818fSSatish Balay 120db781477SPatrick Sanan .seealso: `TaoLineSearchSetType()`, `TaoLineSearchApply()`, `TaoLineSearchDestroy()` 1210c52818fSSatish Balay @*/ 1220c52818fSSatish Balay 1230c52818fSSatish Balay PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls) 1240c52818fSSatish Balay { 1250c52818fSSatish Balay TaoLineSearch ls; 1260c52818fSSatish Balay 1270c52818fSSatish Balay PetscFunctionBegin; 1280c52818fSSatish Balay PetscValidPointer(newls,2); 1299566063dSJacob Faibussowitsch PetscCall(TaoLineSearchInitializePackage()); 1300c52818fSSatish Balay 1319566063dSJacob Faibussowitsch PetscCall(PetscHeaderCreate(ls,TAOLINESEARCH_CLASSID,"TaoLineSearch","Linesearch","Tao",comm,TaoLineSearchDestroy,TaoLineSearchView)); 1320c52818fSSatish Balay ls->max_funcs = 30; 1330c52818fSSatish Balay ls->ftol = 0.0001; 1340c52818fSSatish Balay ls->gtol = 0.9; 1356f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 1366f4723b1SBarry Smith ls->rtol = 1.0e-5; 1376f4723b1SBarry Smith #else 1380c52818fSSatish Balay ls->rtol = 1.0e-10; 1396f4723b1SBarry Smith #endif 1400c52818fSSatish Balay ls->stepmin = 1.0e-20; 1410c52818fSSatish Balay ls->stepmax = 1.0e+20; 1420c52818fSSatish Balay ls->step = 1.0; 143a39c8e28SStefano Zampini ls->initstep = 1.0; 1440c52818fSSatish Balay *newls = ls; 1450c52818fSSatish Balay PetscFunctionReturn(0); 1460c52818fSSatish Balay } 1470c52818fSSatish Balay 1480c52818fSSatish Balay /*@ 1490c52818fSSatish Balay TaoLineSearchSetUp - Sets up the internal data structures for the later use 1500c52818fSSatish Balay of a Tao solver 1510c52818fSSatish Balay 1520c52818fSSatish Balay Collective on ls 1530c52818fSSatish Balay 1540c52818fSSatish Balay Input Parameters: 1550c52818fSSatish Balay . ls - the TaoLineSearch context 1560c52818fSSatish Balay 1570c52818fSSatish Balay Notes: 1580c52818fSSatish Balay The user will not need to explicitly call TaoLineSearchSetUp(), as it will 1590c52818fSSatish Balay automatically be called in TaoLineSearchSolve(). However, if the user 1600c52818fSSatish Balay desires to call it explicitly, it should come after TaoLineSearchCreate() 1610c52818fSSatish Balay but before TaoLineSearchApply(). 1620c52818fSSatish Balay 1630c52818fSSatish Balay Level: developer 1640c52818fSSatish Balay 165db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()` 1660c52818fSSatish Balay @*/ 1670c52818fSSatish Balay 1680c52818fSSatish Balay PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls) 1690c52818fSSatish Balay { 1708caf6e8cSBarry Smith const char *default_type=TAOLINESEARCHMT; 1710c52818fSSatish Balay PetscBool flg; 172f06e3bfaSBarry Smith 1730c52818fSSatish Balay PetscFunctionBegin; 1740c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 1750c52818fSSatish Balay if (ls->setupcalled) PetscFunctionReturn(0); 1760c52818fSSatish Balay if (!((PetscObject)ls)->type_name) { 1779566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(ls,default_type)); 1780c52818fSSatish Balay } 1790c52818fSSatish Balay if (ls->ops->setup) { 1809566063dSJacob Faibussowitsch PetscCall((*ls->ops->setup)(ls)); 1810c52818fSSatish Balay } 1820c52818fSSatish Balay if (ls->usetaoroutines) { 1839566063dSJacob Faibussowitsch PetscCall(TaoIsObjectiveDefined(ls->tao,&flg)); 1840c52818fSSatish Balay ls->hasobjective = flg; 1859566063dSJacob Faibussowitsch PetscCall(TaoIsGradientDefined(ls->tao,&flg)); 1860c52818fSSatish Balay ls->hasgradient = flg; 1879566063dSJacob Faibussowitsch PetscCall(TaoIsObjectiveAndGradientDefined(ls->tao,&flg)); 1880c52818fSSatish Balay ls->hasobjectiveandgradient = flg; 1890c52818fSSatish Balay } else { 1900c52818fSSatish Balay if (ls->ops->computeobjective) { 1910c52818fSSatish Balay ls->hasobjective = PETSC_TRUE; 1920c52818fSSatish Balay } else { 1930c52818fSSatish Balay ls->hasobjective = PETSC_FALSE; 1940c52818fSSatish Balay } 1950c52818fSSatish Balay if (ls->ops->computegradient) { 1960c52818fSSatish Balay ls->hasgradient = PETSC_TRUE; 1970c52818fSSatish Balay } else { 1980c52818fSSatish Balay ls->hasgradient = PETSC_FALSE; 1990c52818fSSatish Balay } 2000c52818fSSatish Balay if (ls->ops->computeobjectiveandgradient) { 2010c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_TRUE; 2020c52818fSSatish Balay } else { 2030c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_FALSE; 2040c52818fSSatish Balay } 2050c52818fSSatish Balay } 2060c52818fSSatish Balay ls->setupcalled = PETSC_TRUE; 2070c52818fSSatish Balay PetscFunctionReturn(0); 2080c52818fSSatish Balay } 2090c52818fSSatish Balay 2100c52818fSSatish Balay /*@ 2110c52818fSSatish Balay TaoLineSearchReset - Some line searches may carry state information 2120c52818fSSatish Balay from one TaoLineSearchApply() to the next. This function resets this 2130c52818fSSatish Balay state information. 2140c52818fSSatish Balay 2150c52818fSSatish Balay Collective on TaoLineSearch 2160c52818fSSatish Balay 2170c52818fSSatish Balay Input Parameter: 2180c52818fSSatish Balay . ls - the TaoLineSearch context 2190c52818fSSatish Balay 2200c52818fSSatish Balay Level: developer 2210c52818fSSatish Balay 222db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()` 2230c52818fSSatish Balay @*/ 2240c52818fSSatish Balay PetscErrorCode TaoLineSearchReset(TaoLineSearch ls) 2250c52818fSSatish Balay { 2260c52818fSSatish Balay PetscFunctionBegin; 2270c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 2280c52818fSSatish Balay if (ls->ops->reset) { 2299566063dSJacob Faibussowitsch PetscCall((*ls->ops->reset)(ls)); 2300c52818fSSatish Balay } 2310c52818fSSatish Balay PetscFunctionReturn(0); 2320c52818fSSatish Balay } 233f06e3bfaSBarry Smith 2340c52818fSSatish Balay /*@ 2350c52818fSSatish Balay TaoLineSearchDestroy - Destroys the TAO context that was created with 2360c52818fSSatish Balay TaoLineSearchCreate() 2370c52818fSSatish Balay 2380c52818fSSatish Balay Collective on TaoLineSearch 2390c52818fSSatish Balay 2407a7aea1fSJed Brown Input Parameter: 2410c52818fSSatish Balay . ls - the TaoLineSearch context 2420c52818fSSatish Balay 2430c52818fSSatish Balay Level: beginner 2440c52818fSSatish Balay 2450c52818fSSatish Balay .seealse: TaoLineSearchCreate(), TaoLineSearchSolve() 2460c52818fSSatish Balay @*/ 2470c52818fSSatish Balay PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls) 2480c52818fSSatish Balay { 2490c52818fSSatish Balay PetscFunctionBegin; 2500c52818fSSatish Balay if (!*ls) PetscFunctionReturn(0); 2510c52818fSSatish Balay PetscValidHeaderSpecific(*ls,TAOLINESEARCH_CLASSID,1); 25283c8fe1dSLisandro Dalcin if (--((PetscObject)*ls)->refct > 0) {*ls = NULL; PetscFunctionReturn(0);} 2539566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->stepdirection)); 2549566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->start_x)); 2559566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->upper)); 2569566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->lower)); 2570c52818fSSatish Balay if ((*ls)->ops->destroy) { 2589566063dSJacob Faibussowitsch PetscCall((*(*ls)->ops->destroy)(*ls)); 2590c52818fSSatish Balay } 2602a0dac07SAlp Dener if ((*ls)->usemonitor) { 2619566063dSJacob Faibussowitsch PetscCall(PetscViewerDestroy(&(*ls)->viewer)); 2622a0dac07SAlp Dener } 2639566063dSJacob Faibussowitsch PetscCall(PetscHeaderDestroy(ls)); 2640c52818fSSatish Balay PetscFunctionReturn(0); 2650c52818fSSatish Balay } 2660c52818fSSatish Balay 2670c52818fSSatish Balay /*@ 2680c52818fSSatish Balay TaoLineSearchApply - Performs a line-search in a given step direction. Criteria for acceptable step length depends on the line-search algorithm chosen 2690c52818fSSatish Balay 2700c52818fSSatish Balay Collective on TaoLineSearch 2710c52818fSSatish Balay 2720c52818fSSatish Balay Input Parameters: 273441846f8SBarry Smith + ls - the Tao context 2740c52818fSSatish Balay - s - search direction 2750c52818fSSatish Balay 2766b867d5aSJose E. Roman Input/Output Parameters: 2776b867d5aSJose E. Roman 2780c52818fSSatish Balay Output Parameters: 279f1a722f8SMatthew G. Knepley + x - On input the current solution, on output x contains the new solution determined by the line search 280f1a722f8SMatthew G. Knepley . f - On input the objective function value at current solution, on output contains the objective function value at new solution 281f1a722f8SMatthew G. Knepley . g - On input the gradient evaluated at x, on output contains the gradient at new solution 282f1a722f8SMatthew G. Knepley . steplength - scalar multiplier of s used ( x = x0 + steplength * x) 2830c52818fSSatish Balay - reason - reason why the line-search stopped 2840c52818fSSatish Balay 28597bb3fdcSJose E. Roman Notes: 2860c52818fSSatish Balay reason will be set to one of: 2870c52818fSSatish Balay 2880c52818fSSatish Balay + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 2890c52818fSSatish Balay . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 2900c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 2910c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 2920c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 2930c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 2940c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 2950c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 2960c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 2970c52818fSSatish Balay - TAOLINESEARCH_SUCCESS - successful line search 2980c52818fSSatish Balay 2990c52818fSSatish Balay The algorithm developer must set up the TaoLineSearch with calls to 300441846f8SBarry Smith TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines() 3010c52818fSSatish Balay 3020c52818fSSatish Balay You may or may not need to follow this with a call to 3030c52818fSSatish Balay TaoAddLineSearchCounts(), depending on whether you want these 3040c52818fSSatish Balay evaluations to count toward the total function/gradient evaluations. 3050c52818fSSatish Balay 3060c52818fSSatish Balay Level: beginner 3070c52818fSSatish Balay 308db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetType()`, `TaoLineSearchSetInitialStepLength()`, `TaoAddLineSearchCounts()` 3090c52818fSSatish Balay @*/ 3100c52818fSSatish Balay 311e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason) 3120c52818fSSatish Balay { 3130c52818fSSatish Balay PetscInt low1,low2,low3,high1,high2,high3; 3140c52818fSSatish Balay 3150c52818fSSatish Balay PetscFunctionBegin; 3160c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 3170c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 3183f6ba705SLisandro Dalcin PetscValidRealPointer(f,3); 3190c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,4); 3200c52818fSSatish Balay PetscValidHeaderSpecific(s,VEC_CLASSID,5); 3210c52818fSSatish Balay PetscValidPointer(reason,7); 3220c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 3230c52818fSSatish Balay PetscCheckSameTypeAndComm(x,2,g,4); 3240c52818fSSatish Balay PetscCheckSameTypeAndComm(x,2,s,5); 3259566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(x, &low1, &high1)); 3269566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(g, &low2, &high2)); 3279566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(s, &low3, &high3)); 3283c859ba3SBarry Smith PetscCheck(low1 == low2 && low1 == low3 && high1 == high2 && high1 == high3,PETSC_COMM_SELF,PETSC_ERR_ARG_SIZ,"Incompatible vector local lengths"); 3290c52818fSSatish Balay 33097ab8e72SStefano Zampini *reason = TAOLINESEARCH_CONTINUE_ITERATING; 3319566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)s)); 3329566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->stepdirection)); 333050fc7a3SBarry Smith ls->stepdirection = s; 3340c52818fSSatish Balay 3359566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetUp(ls)); 3363c859ba3SBarry Smith PetscCheck(ls->ops->apply,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search Object does not have 'apply' routine"); 3370c52818fSSatish Balay ls->nfeval = 0; 3380c52818fSSatish Balay ls->ngeval = 0; 3390c52818fSSatish Balay ls->nfgeval = 0; 3400c52818fSSatish Balay /* Check parameter values */ 3410c52818fSSatish Balay if (ls->ftol < 0.0) { 3429566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"Bad Line Search Parameter: ftol (%g) < 0\n",(double)ls->ftol)); 3430c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3440c52818fSSatish Balay } 3450c52818fSSatish Balay if (ls->rtol < 0.0) { 3469566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"Bad Line Search Parameter: rtol (%g) < 0\n",(double)ls->rtol)); 3470c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3480c52818fSSatish Balay } 3490c52818fSSatish Balay if (ls->gtol < 0.0) { 3509566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"Bad Line Search Parameter: gtol (%g) < 0\n",(double)ls->gtol)); 3510c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3520c52818fSSatish Balay } 3530c52818fSSatish Balay if (ls->stepmin < 0.0) { 3549566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"Bad Line Search Parameter: stepmin (%g) < 0\n",(double)ls->stepmin)); 3550c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3560c52818fSSatish Balay } 3570c52818fSSatish Balay if (ls->stepmax < ls->stepmin) { 3589566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n",(double)ls->stepmin,(double)ls->stepmax)); 3590c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3600c52818fSSatish Balay } 3610c52818fSSatish Balay if (ls->max_funcs < 0) { 3629566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"Bad Line Search Parameter: max_funcs (%" PetscInt_FMT ") < 0\n",ls->max_funcs)); 3630c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3640c52818fSSatish Balay } 3650c52818fSSatish Balay if (PetscIsInfOrNanReal(*f)) { 3669566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"Initial Line Search Function Value is Inf or Nan (%g)\n",(double)*f)); 3670c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_INFORNAN; 3680c52818fSSatish Balay } 3690c52818fSSatish Balay 3709566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)x)); 3719566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->start_x)); 3720c52818fSSatish Balay ls->start_x = x; 373050fc7a3SBarry Smith 3749566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Apply,ls,0,0,0)); 3759566063dSJacob Faibussowitsch PetscCall((*ls->ops->apply)(ls,x,f,g,s)); 3769566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0,0,0)); 3770c52818fSSatish Balay *reason = ls->reason; 3780c52818fSSatish Balay ls->new_f = *f; 3790c52818fSSatish Balay 38097ab8e72SStefano Zampini if (steplength) *steplength = ls->step; 3810c52818fSSatish Balay 3829566063dSJacob Faibussowitsch PetscCall(TaoLineSearchViewFromOptions(ls,NULL,"-tao_ls_view")); 3830c52818fSSatish Balay PetscFunctionReturn(0); 3840c52818fSSatish Balay } 3850c52818fSSatish Balay 3860c52818fSSatish Balay /*@C 3870c52818fSSatish Balay TaoLineSearchSetType - Sets the algorithm used in a line search 3880c52818fSSatish Balay 3890c52818fSSatish Balay Collective on TaoLineSearch 3900c52818fSSatish Balay 3910c52818fSSatish Balay Input Parameters: 3920c52818fSSatish Balay + ls - the TaoLineSearch context 393820824deSAlp Dener - type - the TaoLineSearchType selection 3940c52818fSSatish Balay 3950c52818fSSatish Balay Available methods include: 396820824deSAlp Dener + more-thuente - line search with a cubic model enforcing the strong Wolfe/curvature condition 397820824deSAlp Dener . armijo - simple backtracking line search enforcing only the sufficient decrease condition 398820824deSAlp Dener - unit - do not perform a line search and always accept unit step length 3990c52818fSSatish Balay 4000c52818fSSatish Balay Options Database Keys: 401820824deSAlp Dener . -tao_ls_type <more-thuente, armijo, unit> - select which method TAO should use at runtime 4020c52818fSSatish Balay 4030c52818fSSatish Balay Level: beginner 4040c52818fSSatish Balay 405db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchGetType()`, `TaoLineSearchApply()` 4060c52818fSSatish Balay 4070c52818fSSatish Balay @*/ 4080c52818fSSatish Balay 409dedfbcbeSJed Brown PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type) 4100c52818fSSatish Balay { 4110c52818fSSatish Balay PetscErrorCode (*r)(TaoLineSearch); 4120c52818fSSatish Balay PetscBool flg; 4130c52818fSSatish Balay 4140c52818fSSatish Balay PetscFunctionBegin; 4150c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 4160c52818fSSatish Balay PetscValidCharPointer(type,2); 4179566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)ls, type, &flg)); 4180c52818fSSatish Balay if (flg) PetscFunctionReturn(0); 4190c52818fSSatish Balay 4209566063dSJacob Faibussowitsch PetscCall(PetscFunctionListFind(TaoLineSearchList,type, (void (**)(void)) &r)); 4213c859ba3SBarry Smith PetscCheck(r,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_UNKNOWN_TYPE,"Unable to find requested TaoLineSearch type %s",type); 4220c52818fSSatish Balay if (ls->ops->destroy) { 4239566063dSJacob Faibussowitsch PetscCall((*(ls)->ops->destroy)(ls)); 4240c52818fSSatish Balay } 4250c52818fSSatish Balay ls->max_funcs = 30; 4260c52818fSSatish Balay ls->ftol = 0.0001; 4270c52818fSSatish Balay ls->gtol = 0.9; 4286f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 4296f4723b1SBarry Smith ls->rtol = 1.0e-5; 4306f4723b1SBarry Smith #else 4310c52818fSSatish Balay ls->rtol = 1.0e-10; 4326f4723b1SBarry Smith #endif 4330c52818fSSatish Balay ls->stepmin = 1.0e-20; 4340c52818fSSatish Balay ls->stepmax = 1.0e+20; 4350c52818fSSatish Balay 4360c52818fSSatish Balay ls->nfeval = 0; 4370c52818fSSatish Balay ls->ngeval = 0; 4380c52818fSSatish Balay ls->nfgeval = 0; 43983c8fe1dSLisandro Dalcin ls->ops->setup = NULL; 44083c8fe1dSLisandro Dalcin ls->ops->apply = NULL; 44183c8fe1dSLisandro Dalcin ls->ops->view = NULL; 44283c8fe1dSLisandro Dalcin ls->ops->setfromoptions = NULL; 44383c8fe1dSLisandro Dalcin ls->ops->destroy = NULL; 4440c52818fSSatish Balay ls->setupcalled = PETSC_FALSE; 4459566063dSJacob Faibussowitsch PetscCall((*r)(ls)); 4469566063dSJacob Faibussowitsch PetscCall(PetscObjectChangeTypeName((PetscObject)ls, type)); 4470c52818fSSatish Balay PetscFunctionReturn(0); 4480c52818fSSatish Balay } 4490c52818fSSatish Balay 4502a0dac07SAlp Dener /*@C 4512a0dac07SAlp Dener TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the 4522a0dac07SAlp Dener iteration number, step length, and function value before calling the implementation 4532a0dac07SAlp Dener specific monitor. 4542a0dac07SAlp Dener 4552a0dac07SAlp Dener Input Parameters: 4562a0dac07SAlp Dener + ls - the TaoLineSearch context 4572a0dac07SAlp Dener . its - the current iterate number (>=0) 4582a0dac07SAlp Dener . f - the current objective function value 4592a0dac07SAlp Dener - step - the step length 4602a0dac07SAlp Dener 4612a0dac07SAlp Dener Options Database Key: 4622a0dac07SAlp Dener . -tao_ls_monitor - Use the default monitor, which prints statistics to standard output 4632a0dac07SAlp Dener 4642a0dac07SAlp Dener Level: developer 4652a0dac07SAlp Dener 4662a0dac07SAlp Dener @*/ 4672a0dac07SAlp Dener PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step) 4682a0dac07SAlp Dener { 4692a0dac07SAlp Dener PetscInt tabs; 4702a0dac07SAlp Dener 4712a0dac07SAlp Dener PetscFunctionBegin; 4722a0dac07SAlp Dener PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 4732a0dac07SAlp Dener if (ls->usemonitor) { 4749566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIGetTab(ls->viewer, &tabs)); 4759566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel)); 47663a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, "%3" PetscInt_FMT " LS", its)); 4779566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, " Function value: %g,", (double)f)); 4789566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, " Step length: %g\n", (double)step)); 4792a0dac07SAlp Dener if (ls->ops->monitor && its > 0) { 4809566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3)); 4819566063dSJacob Faibussowitsch PetscCall((*ls->ops->monitor)(ls)); 4822a0dac07SAlp Dener } 4839566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, tabs)); 4842a0dac07SAlp Dener } 4852a0dac07SAlp Dener PetscFunctionReturn(0); 4862a0dac07SAlp Dener } 4872a0dac07SAlp Dener 4880c52818fSSatish Balay /*@ 4890c52818fSSatish Balay TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user 4900c52818fSSatish Balay options. 4910c52818fSSatish Balay 4920c52818fSSatish Balay Collective on TaoLineSearch 4930c52818fSSatish Balay 49401d2d390SJose E. Roman Input Parameter: 4950c52818fSSatish Balay . ls - the TaoLineSearch context 4960c52818fSSatish Balay 4970c52818fSSatish Balay Options Database Keys: 4980c52818fSSatish Balay + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit) 4990c52818fSSatish Balay . -tao_ls_ftol <tol> - tolerance for sufficient decrease 5000c52818fSSatish Balay . -tao_ls_gtol <tol> - tolerance for curvature condition 5010c52818fSSatish Balay . -tao_ls_rtol <tol> - relative tolerance for acceptable step 502a39c8e28SStefano Zampini . -tao_ls_stepinit <step> - initial steplength allowed 5030c52818fSSatish Balay . -tao_ls_stepmin <step> - minimum steplength allowed 5040c52818fSSatish Balay . -tao_ls_stepmax <step> - maximum steplength allowed 5050c52818fSSatish Balay . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed 5060c52818fSSatish Balay - -tao_ls_view - display line-search results to standard output 5070c52818fSSatish Balay 5080c52818fSSatish Balay Level: beginner 5090c52818fSSatish Balay @*/ 5100c52818fSSatish Balay PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls) 5110c52818fSSatish Balay { 5128caf6e8cSBarry Smith const char *default_type=TAOLINESEARCHMT; 5132a0dac07SAlp Dener char type[256],monfilename[PETSC_MAX_PATH_LEN]; 5142a0dac07SAlp Dener PetscViewer monviewer; 5150c52818fSSatish Balay PetscBool flg; 516f06e3bfaSBarry Smith 5170c52818fSSatish Balay PetscFunctionBegin; 5180c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 519d0609cedSBarry Smith PetscObjectOptionsBegin((PetscObject)ls); 5200c52818fSSatish Balay if (((PetscObject)ls)->type_name) { 5210c52818fSSatish Balay default_type = ((PetscObject)ls)->type_name; 5220c52818fSSatish Balay } 5230c52818fSSatish Balay /* Check for type from options */ 5249566063dSJacob Faibussowitsch PetscCall(PetscOptionsFList("-tao_ls_type","Tao Line Search type","TaoLineSearchSetType",TaoLineSearchList,default_type,type,256,&flg)); 5250c52818fSSatish Balay if (flg) { 5269566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(ls,type)); 5270c52818fSSatish Balay } else if (!((PetscObject)ls)->type_name) { 5289566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(ls,default_type)); 5290c52818fSSatish Balay } 5300c52818fSSatish Balay 5319566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-tao_ls_max_funcs","max function evals in line search","",ls->max_funcs,&ls->max_funcs,NULL)); 5329566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_ftol","tol for sufficient decrease","",ls->ftol,&ls->ftol,NULL)); 5339566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_gtol","tol for curvature condition","",ls->gtol,&ls->gtol,NULL)); 5349566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_rtol","relative tol for acceptable step","",ls->rtol,&ls->rtol,NULL)); 5359566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_stepmin","lower bound for step","",ls->stepmin,&ls->stepmin,NULL)); 5369566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_stepmax","upper bound for step","",ls->stepmax,&ls->stepmax,NULL)); 537a39c8e28SStefano Zampini PetscCall(PetscOptionsReal("-tao_ls_stepinit","initial step","",ls->initstep,&ls->initstep,NULL)); 5389566063dSJacob Faibussowitsch PetscCall(PetscOptionsString("-tao_ls_monitor","enable the basic monitor","TaoLineSearchSetMonitor","stdout",monfilename,sizeof(monfilename),&flg)); 5392a0dac07SAlp Dener if (flg) { 5409566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls),monfilename,&monviewer)); 5412a0dac07SAlp Dener ls->viewer = monviewer; 5422a0dac07SAlp Dener ls->usemonitor = PETSC_TRUE; 5432a0dac07SAlp Dener } 5440c52818fSSatish Balay if (ls->ops->setfromoptions) { 5459566063dSJacob Faibussowitsch PetscCall((*ls->ops->setfromoptions)(PetscOptionsObject,ls)); 5460c52818fSSatish Balay } 547d0609cedSBarry Smith PetscOptionsEnd(); 5480c52818fSSatish Balay PetscFunctionReturn(0); 5490c52818fSSatish Balay } 5500c52818fSSatish Balay 5510c52818fSSatish Balay /*@C 5520c52818fSSatish Balay TaoLineSearchGetType - Gets the current line search algorithm 5530c52818fSSatish Balay 5540c52818fSSatish Balay Not Collective 5550c52818fSSatish Balay 5560c52818fSSatish Balay Input Parameter: 5570c52818fSSatish Balay . ls - the TaoLineSearch context 5580c52818fSSatish Balay 559fd292e60Sprj- Output Parameter: 5600c52818fSSatish Balay . type - the line search algorithm in effect 5610c52818fSSatish Balay 5620c52818fSSatish Balay Level: developer 5630c52818fSSatish Balay 5640c52818fSSatish Balay @*/ 565dedfbcbeSJed Brown PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type) 5660c52818fSSatish Balay { 5670c52818fSSatish Balay PetscFunctionBegin; 5680c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 5690c52818fSSatish Balay PetscValidPointer(type,2); 5700c52818fSSatish Balay *type = ((PetscObject)ls)->type_name; 5710c52818fSSatish Balay PetscFunctionReturn(0); 5720c52818fSSatish Balay } 5730c52818fSSatish Balay 5740c52818fSSatish Balay /*@ 5750c52818fSSatish Balay TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation 5760c52818fSSatish Balay routines used by the line search in last application (not cumulative). 5770c52818fSSatish Balay 5780c52818fSSatish Balay Not Collective 5790c52818fSSatish Balay 5800c52818fSSatish Balay Input Parameter: 5810c52818fSSatish Balay . ls - the TaoLineSearch context 5820c52818fSSatish Balay 5830c52818fSSatish Balay Output Parameters: 5840c52818fSSatish Balay + nfeval - number of function evaluations 5850c52818fSSatish Balay . ngeval - number of gradient evaluations 5860c52818fSSatish Balay - nfgeval - number of function/gradient evaluations 5870c52818fSSatish Balay 5880c52818fSSatish Balay Level: intermediate 5890c52818fSSatish Balay 5900c52818fSSatish Balay Note: 591441846f8SBarry Smith If the line search is using the Tao objective and gradient 592441846f8SBarry Smith routines directly (see TaoLineSearchUseTaoRoutines()), then TAO 5930c52818fSSatish Balay is already counting the number of evaluations. 5940c52818fSSatish Balay 5950c52818fSSatish Balay @*/ 5960c52818fSSatish Balay PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval) 5970c52818fSSatish Balay { 5980c52818fSSatish Balay PetscFunctionBegin; 5990c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 6000c52818fSSatish Balay *nfeval = ls->nfeval; 6010c52818fSSatish Balay *ngeval = ls->ngeval; 6020c52818fSSatish Balay *nfgeval = ls->nfgeval; 6030c52818fSSatish Balay PetscFunctionReturn(0); 6040c52818fSSatish Balay } 6050c52818fSSatish Balay 6060c52818fSSatish Balay /*@ 607441846f8SBarry Smith TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using 608441846f8SBarry Smith Tao evaluation routines. 6090c52818fSSatish Balay 6100c52818fSSatish Balay Not Collective 6110c52818fSSatish Balay 6120c52818fSSatish Balay Input Parameter: 6130c52818fSSatish Balay . ls - the TaoLineSearch context 6140c52818fSSatish Balay 6150c52818fSSatish Balay Output Parameter: 616441846f8SBarry Smith . flg - PETSC_TRUE if the line search is using Tao evaluation routines, 6170c52818fSSatish Balay otherwise PETSC_FALSE 6180c52818fSSatish Balay 6190c52818fSSatish Balay Level: developer 6200c52818fSSatish Balay @*/ 621441846f8SBarry Smith PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg) 6220c52818fSSatish Balay { 6230c52818fSSatish Balay PetscFunctionBegin; 6240c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 625f06e3bfaSBarry Smith *flg = ls->usetaoroutines; 6260c52818fSSatish Balay PetscFunctionReturn(0); 6270c52818fSSatish Balay } 6280c52818fSSatish Balay 6290c52818fSSatish Balay /*@C 6300c52818fSSatish Balay TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search 6310c52818fSSatish Balay 6320c52818fSSatish Balay Logically Collective on TaoLineSearch 6330c52818fSSatish Balay 634d8d19677SJose E. Roman Input Parameters: 6350c52818fSSatish Balay + ls - the TaoLineSearch context 6360c52818fSSatish Balay . func - the objective function evaluation routine 6370c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6380c52818fSSatish Balay 6390c52818fSSatish Balay Calling sequence of func: 6400c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx); 6410c52818fSSatish Balay 6420c52818fSSatish Balay + x - input vector 6430c52818fSSatish Balay . f - function value 6440c52818fSSatish Balay - ctx (optional) user-defined context 6450c52818fSSatish Balay 6460c52818fSSatish Balay Level: beginner 6470c52818fSSatish Balay 6480c52818fSSatish Balay Note: 6490c52818fSSatish Balay Use this routine only if you want the line search objective 650441846f8SBarry Smith evaluation routine to be different from the Tao's objective 6510c52818fSSatish Balay evaluation routine. If you use this routine you must also set 6520c52818fSSatish Balay the line search gradient and/or function/gradient routine. 6530c52818fSSatish Balay 6540c52818fSSatish Balay Note: 6550c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 6560c52818fSSatish Balay line search, application programmers should be wary of overriding the 6570c52818fSSatish Balay default objective routine. 6580c52818fSSatish Balay 659db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 6600c52818fSSatish Balay @*/ 6610c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal*, void*), void *ctx) 6620c52818fSSatish Balay { 6630c52818fSSatish Balay PetscFunctionBegin; 6640c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 6650c52818fSSatish Balay 6660c52818fSSatish Balay ls->ops->computeobjective=func; 6670c52818fSSatish Balay if (ctx) ls->userctx_func=ctx; 6680c52818fSSatish Balay ls->usetaoroutines=PETSC_FALSE; 6690c52818fSSatish Balay PetscFunctionReturn(0); 6700c52818fSSatish Balay } 6710c52818fSSatish Balay 6720c52818fSSatish Balay /*@C 6730c52818fSSatish Balay TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search 6740c52818fSSatish Balay 6750c52818fSSatish Balay Logically Collective on TaoLineSearch 6760c52818fSSatish Balay 677d8d19677SJose E. Roman Input Parameters: 6780c52818fSSatish Balay + ls - the TaoLineSearch context 6790c52818fSSatish Balay . func - the gradient evaluation routine 6800c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6810c52818fSSatish Balay 6820c52818fSSatish Balay Calling sequence of func: 6830c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, Vec g, void *ctx); 6840c52818fSSatish Balay 6850c52818fSSatish Balay + x - input vector 6860c52818fSSatish Balay . g - gradient vector 6870c52818fSSatish Balay - ctx (optional) user-defined context 6880c52818fSSatish Balay 6890c52818fSSatish Balay Level: beginner 6900c52818fSSatish Balay 6910c52818fSSatish Balay Note: 6920c52818fSSatish Balay Use this routine only if you want the line search gradient 693441846f8SBarry Smith evaluation routine to be different from the Tao's gradient 6940c52818fSSatish Balay evaluation routine. If you use this routine you must also set 6950c52818fSSatish Balay the line search function and/or function/gradient routine. 6960c52818fSSatish Balay 6970c52818fSSatish Balay Note: 6980c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own gradient routine for the 6990c52818fSSatish Balay line search, application programmers should be wary of overriding the 7000c52818fSSatish Balay default gradient routine. 7010c52818fSSatish Balay 702db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 7030c52818fSSatish Balay @*/ 7040c52818fSSatish Balay PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec g, void*), void *ctx) 7050c52818fSSatish Balay { 7060c52818fSSatish Balay PetscFunctionBegin; 7070c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 7080c52818fSSatish Balay ls->ops->computegradient=func; 7090c52818fSSatish Balay if (ctx) ls->userctx_grad=ctx; 7100c52818fSSatish Balay ls->usetaoroutines=PETSC_FALSE; 7110c52818fSSatish Balay PetscFunctionReturn(0); 7120c52818fSSatish Balay } 7130c52818fSSatish Balay 7140c52818fSSatish Balay /*@C 7150c52818fSSatish Balay TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search 7160c52818fSSatish Balay 7170c52818fSSatish Balay Logically Collective on TaoLineSearch 7180c52818fSSatish Balay 719d8d19677SJose E. Roman Input Parameters: 7200c52818fSSatish Balay + ls - the TaoLineSearch context 7210c52818fSSatish Balay . func - the objective and gradient evaluation routine 7220c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 7230c52818fSSatish Balay 7240c52818fSSatish Balay Calling sequence of func: 7250c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx); 7260c52818fSSatish Balay 7270c52818fSSatish Balay + x - input vector 7280c52818fSSatish Balay . f - function value 7290c52818fSSatish Balay . g - gradient vector 7300c52818fSSatish Balay - ctx (optional) user-defined context 7310c52818fSSatish Balay 7320c52818fSSatish Balay Level: beginner 7330c52818fSSatish Balay 7340c52818fSSatish Balay Note: 7350c52818fSSatish Balay Use this routine only if you want the line search objective and gradient 736441846f8SBarry Smith evaluation routines to be different from the Tao's objective 7370c52818fSSatish Balay and gradient evaluation routines. 7380c52818fSSatish Balay 7390c52818fSSatish Balay Note: 7400c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 7410c52818fSSatish Balay line search, application programmers should be wary of overriding the 7420c52818fSSatish Balay default objective routine. 7430c52818fSSatish Balay 744db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 7450c52818fSSatish Balay @*/ 7460c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void*), void *ctx) 7470c52818fSSatish Balay { 7480c52818fSSatish Balay PetscFunctionBegin; 7490c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 7500c52818fSSatish Balay ls->ops->computeobjectiveandgradient=func; 7510c52818fSSatish Balay if (ctx) ls->userctx_funcgrad=ctx; 7520c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 7530c52818fSSatish Balay PetscFunctionReturn(0); 7540c52818fSSatish Balay } 7550c52818fSSatish Balay 7560c52818fSSatish Balay /*@C 7570c52818fSSatish Balay TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and 7580c52818fSSatish Balay (gradient'*stepdirection) evaluation routine for the line search. 7590c52818fSSatish Balay Sometimes it is more efficient to compute the inner product of the gradient 7600c52818fSSatish Balay and the step direction than it is to compute the gradient, and this is all 7610c52818fSSatish Balay the line search typically needs of the gradient. 7620c52818fSSatish Balay 7630c52818fSSatish Balay Logically Collective on TaoLineSearch 7640c52818fSSatish Balay 765d8d19677SJose E. Roman Input Parameters: 7660c52818fSSatish Balay + ls - the TaoLineSearch context 7670c52818fSSatish Balay . func - the objective and gradient evaluation routine 7680c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 7690c52818fSSatish Balay 7700c52818fSSatish Balay Calling sequence of func: 7710c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx); 7720c52818fSSatish Balay 7730c52818fSSatish Balay + x - input vector 7740c52818fSSatish Balay . s - step direction 7750c52818fSSatish Balay . f - function value 7760c52818fSSatish Balay . gts - inner product of gradient and step direction vectors 7770c52818fSSatish Balay - ctx (optional) user-defined context 7780c52818fSSatish Balay 7790c52818fSSatish Balay Note: The gradient will still need to be computed at the end of the line 7800c52818fSSatish Balay search, so you will still need to set a line search gradient evaluation 7810c52818fSSatish Balay routine 7820c52818fSSatish Balay 7830c52818fSSatish Balay Note: Bounded line searches (those used in bounded optimization algorithms) 7840c52818fSSatish Balay don't use g's directly, but rather (g'x - g'x0)/steplength. You can get the 7850c52818fSSatish Balay x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength() 7860c52818fSSatish Balay 7870c52818fSSatish Balay Level: advanced 7880c52818fSSatish Balay 7890c52818fSSatish Balay Note: 7900c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 7910c52818fSSatish Balay line search, application programmers should be wary of overriding the 7920c52818fSSatish Balay default objective routine. 7930c52818fSSatish Balay 794db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjective()`, `TaoLineSearchSetGradient()`, `TaoLineSearchUseTaoRoutines()` 7950c52818fSSatish Balay @*/ 7960c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx) 7970c52818fSSatish Balay { 7980c52818fSSatish Balay PetscFunctionBegin; 7990c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 8000c52818fSSatish Balay ls->ops->computeobjectiveandgts=func; 8010c52818fSSatish Balay if (ctx) ls->userctx_funcgts=ctx; 8020c52818fSSatish Balay ls->usegts = PETSC_TRUE; 8030c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 8040c52818fSSatish Balay PetscFunctionReturn(0); 8050c52818fSSatish Balay } 8060c52818fSSatish Balay 8070c52818fSSatish Balay /*@C 808441846f8SBarry Smith TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the 809441846f8SBarry Smith objective and gradient evaluation routines from the given Tao object. 8100c52818fSSatish Balay 8110c52818fSSatish Balay Logically Collective on TaoLineSearch 8120c52818fSSatish Balay 813d8d19677SJose E. Roman Input Parameters: 8140c52818fSSatish Balay + ls - the TaoLineSearch context 815441846f8SBarry Smith - ts - the Tao context with defined objective/gradient evaluation routines 8160c52818fSSatish Balay 8170c52818fSSatish Balay Level: developer 8180c52818fSSatish Balay 819db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()` 8200c52818fSSatish Balay @*/ 821441846f8SBarry Smith PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts) 8220c52818fSSatish Balay { 8230c52818fSSatish Balay PetscFunctionBegin; 8240c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 825064a246eSJacob Faibussowitsch PetscValidHeaderSpecific(ts,TAO_CLASSID,2); 826441846f8SBarry Smith ls->tao = ts; 8270c52818fSSatish Balay ls->usetaoroutines = PETSC_TRUE; 8280c52818fSSatish Balay PetscFunctionReturn(0); 8290c52818fSSatish Balay } 8300c52818fSSatish Balay 8310c52818fSSatish Balay /*@ 8320c52818fSSatish Balay TaoLineSearchComputeObjective - Computes the objective function value at a given point 8330c52818fSSatish Balay 8340c52818fSSatish Balay Collective on TaoLineSearch 8350c52818fSSatish Balay 8360c52818fSSatish Balay Input Parameters: 8370c52818fSSatish Balay + ls - the TaoLineSearch context 8380c52818fSSatish Balay - x - input vector 8390c52818fSSatish Balay 8400c52818fSSatish Balay Output Parameter: 8410c52818fSSatish Balay . f - Objective value at X 8420c52818fSSatish Balay 84395452b02SPatrick Sanan Notes: 84495452b02SPatrick Sanan TaoLineSearchComputeObjective() is typically used within line searches 8450c52818fSSatish Balay so most users would not generally call this routine themselves. 8460c52818fSSatish Balay 8470c52818fSSatish Balay Level: developer 8480c52818fSSatish Balay 849db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 8500c52818fSSatish Balay @*/ 8510c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f) 8520c52818fSSatish Balay { 8530c52818fSSatish Balay Vec gdummy; 8540c52818fSSatish Balay PetscReal gts; 855f06e3bfaSBarry Smith 8560c52818fSSatish Balay PetscFunctionBegin; 8570c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 8580c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 859dadcf809SJacob Faibussowitsch PetscValidRealPointer(f,3); 8600c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 8610c52818fSSatish Balay if (ls->usetaoroutines) { 8629566063dSJacob Faibussowitsch PetscCall(TaoComputeObjective(ls->tao,x,f)); 8630c52818fSSatish Balay } else { 8643c859ba3SBarry Smith PetscCheck(ls->ops->computeobjective || ls->ops->computeobjectiveandgradient || ls->ops->computeobjectiveandgts,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set"); 8659566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0)); 8660c52818fSSatish Balay PetscStackPush("TaoLineSearch user objective routine"); 8670c52818fSSatish Balay if (ls->ops->computeobjective) { 8689566063dSJacob Faibussowitsch PetscCall((*ls->ops->computeobjective)(ls,x,f,ls->userctx_func)); 8690c52818fSSatish Balay } else if (ls->ops->computeobjectiveandgradient) { 8709566063dSJacob Faibussowitsch PetscCall(VecDuplicate(x,&gdummy)); 8719566063dSJacob Faibussowitsch PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,f,gdummy,ls->userctx_funcgrad)); 8729566063dSJacob Faibussowitsch PetscCall(VecDestroy(&gdummy)); 8730c52818fSSatish Balay } else { 8749566063dSJacob Faibussowitsch PetscCall((*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,>s,ls->userctx_funcgts)); 8750c52818fSSatish Balay } 8760c52818fSSatish Balay PetscStackPop; 8779566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0)); 8780c52818fSSatish Balay } 8790c52818fSSatish Balay ls->nfeval++; 8800c52818fSSatish Balay PetscFunctionReturn(0); 8810c52818fSSatish Balay } 8820c52818fSSatish Balay 8830c52818fSSatish Balay /*@ 8840c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point 8850c52818fSSatish Balay 886441846f8SBarry Smith Collective on Tao 8870c52818fSSatish Balay 8880c52818fSSatish Balay Input Parameters: 8890c52818fSSatish Balay + ls - the TaoLineSearch context 8900c52818fSSatish Balay - x - input vector 8910c52818fSSatish Balay 892d8d19677SJose E. Roman Output Parameters: 8930c52818fSSatish Balay + f - Objective value at X 8940c52818fSSatish Balay - g - Gradient vector at X 8950c52818fSSatish Balay 89695452b02SPatrick Sanan Notes: 89795452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches 8980c52818fSSatish Balay so most users would not generally call this routine themselves. 8990c52818fSSatish Balay 9000c52818fSSatish Balay Level: developer 9010c52818fSSatish Balay 902db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 9030c52818fSSatish Balay @*/ 9040c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g) 9050c52818fSSatish Balay { 9060c52818fSSatish Balay PetscFunctionBegin; 9070c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 9080c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 909dadcf809SJacob Faibussowitsch PetscValidRealPointer(f,3); 9100c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,4); 9110c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 9120c52818fSSatish Balay PetscCheckSameComm(ls,1,g,4); 9130c52818fSSatish Balay if (ls->usetaoroutines) { 9149566063dSJacob Faibussowitsch PetscCall(TaoComputeObjectiveAndGradient(ls->tao,x,f,g)); 9150c52818fSSatish Balay } else { 9169566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0)); 9170c52818fSSatish Balay if (ls->ops->computeobjectiveandgradient) { 918362febeeSStefano Zampini PetscStackPush("TaoLineSearch user objective/gradient routine"); 9199566063dSJacob Faibussowitsch PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,f,g,ls->userctx_funcgrad)); 9200c52818fSSatish Balay PetscStackPop; 921362febeeSStefano Zampini } else { 9223c859ba3SBarry Smith PetscCheck(ls->ops->computeobjective,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set"); 923362febeeSStefano Zampini PetscStackPush("TaoLineSearch user objective routine"); 9249566063dSJacob Faibussowitsch PetscCall((*ls->ops->computeobjective)(ls,x,f,ls->userctx_func)); 925362febeeSStefano Zampini PetscStackPop; 9263c859ba3SBarry Smith PetscCheck(ls->ops->computegradient,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient function set"); 927362febeeSStefano Zampini PetscStackPush("TaoLineSearch user gradient routine"); 9289566063dSJacob Faibussowitsch PetscCall((*ls->ops->computegradient)(ls,x,g,ls->userctx_grad)); 929362febeeSStefano Zampini PetscStackPop; 930362febeeSStefano Zampini } 9319566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0)); 9329566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f))); 933f06e3bfaSBarry Smith } 934fbe0838dSJason Sarich ls->nfgeval++; 9350c52818fSSatish Balay PetscFunctionReturn(0); 9360c52818fSSatish Balay } 9370c52818fSSatish Balay 9380c52818fSSatish Balay /*@ 9390c52818fSSatish Balay TaoLineSearchComputeGradient - Computes the gradient of the objective function 9400c52818fSSatish Balay 9410c52818fSSatish Balay Collective on TaoLineSearch 9420c52818fSSatish Balay 9430c52818fSSatish Balay Input Parameters: 9440c52818fSSatish Balay + ls - the TaoLineSearch context 9450c52818fSSatish Balay - x - input vector 9460c52818fSSatish Balay 9470c52818fSSatish Balay Output Parameter: 9480c52818fSSatish Balay . g - gradient vector 9490c52818fSSatish Balay 95095452b02SPatrick Sanan Notes: 95195452b02SPatrick Sanan TaoComputeGradient() is typically used within line searches 9520c52818fSSatish Balay so most users would not generally call this routine themselves. 9530c52818fSSatish Balay 9540c52818fSSatish Balay Level: developer 9550c52818fSSatish Balay 956db781477SPatrick Sanan .seealso: `TaoLineSearchComputeObjective()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetGradient()` 9570c52818fSSatish Balay @*/ 9580c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g) 9590c52818fSSatish Balay { 9600c52818fSSatish Balay PetscReal fdummy; 961f06e3bfaSBarry Smith 9620c52818fSSatish Balay PetscFunctionBegin; 9630c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 9640c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 9650c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,3); 9660c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 9670c52818fSSatish Balay PetscCheckSameComm(ls,1,g,3); 9680c52818fSSatish Balay if (ls->usetaoroutines) { 9699566063dSJacob Faibussowitsch PetscCall(TaoComputeGradient(ls->tao,x,g)); 9700c52818fSSatish Balay } else { 9719566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0)); 9720c52818fSSatish Balay PetscStackPush("TaoLineSearch user gradient routine"); 9730c52818fSSatish Balay if (ls->ops->computegradient) { 9749566063dSJacob Faibussowitsch PetscCall((*ls->ops->computegradient)(ls,x,g,ls->userctx_grad)); 9750c52818fSSatish Balay } else { 9763c859ba3SBarry Smith PetscCheck(ls->ops->computeobjectiveandgradient,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient functions set"); 9779566063dSJacob Faibussowitsch PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,&fdummy,g,ls->userctx_funcgrad)); 9780c52818fSSatish Balay } 9790c52818fSSatish Balay PetscStackPop; 9809566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0)); 9810c52818fSSatish Balay } 9820c52818fSSatish Balay ls->ngeval++; 9830c52818fSSatish Balay PetscFunctionReturn(0); 9840c52818fSSatish Balay } 9850c52818fSSatish Balay 9860c52818fSSatish Balay /*@ 9870c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point 9880c52818fSSatish Balay 989441846f8SBarry Smith Collective on Tao 9900c52818fSSatish Balay 9910c52818fSSatish Balay Input Parameters: 9920c52818fSSatish Balay + ls - the TaoLineSearch context 9930c52818fSSatish Balay - x - input vector 9940c52818fSSatish Balay 995d8d19677SJose E. Roman Output Parameters: 9960c52818fSSatish Balay + f - Objective value at X 9970c52818fSSatish Balay - gts - inner product of gradient and step direction at X 9980c52818fSSatish Balay 99995452b02SPatrick Sanan Notes: 100095452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches 10010c52818fSSatish Balay so most users would not generally call this routine themselves. 10020c52818fSSatish Balay 10030c52818fSSatish Balay Level: developer 10040c52818fSSatish Balay 1005db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 10060c52818fSSatish Balay @*/ 10070c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts) 10080c52818fSSatish Balay { 10090c52818fSSatish Balay PetscFunctionBegin; 10100c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 10110c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 1012dadcf809SJacob Faibussowitsch PetscValidRealPointer(f,3); 1013dadcf809SJacob Faibussowitsch PetscValidRealPointer(gts,4); 10140c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 10153c859ba3SBarry Smith PetscCheck(ls->ops->computeobjectiveandgts,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective and gts function set"); 10169566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0)); 10170c52818fSSatish Balay PetscStackPush("TaoLineSearch user objective/gts routine"); 10189566063dSJacob Faibussowitsch PetscCall((*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,gts,ls->userctx_funcgts)); 10190c52818fSSatish Balay PetscStackPop; 10209566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0)); 10219566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f))); 10220c52818fSSatish Balay ls->nfeval++; 10230c52818fSSatish Balay PetscFunctionReturn(0); 10240c52818fSSatish Balay } 10250c52818fSSatish Balay 10260c52818fSSatish Balay /*@ 10270c52818fSSatish Balay TaoLineSearchGetSolution - Returns the solution to the line search 10280c52818fSSatish Balay 10290c52818fSSatish Balay Collective on TaoLineSearch 10300c52818fSSatish Balay 10310c52818fSSatish Balay Input Parameter: 10320c52818fSSatish Balay . ls - the TaoLineSearch context 10330c52818fSSatish Balay 1034d8d19677SJose E. Roman Output Parameters: 10350c52818fSSatish Balay + x - the new solution 10360c52818fSSatish Balay . f - the objective function value at x 10370c52818fSSatish Balay . g - the gradient at x 10380c52818fSSatish Balay . steplength - the multiple of the step direction taken by the line search 10390c52818fSSatish Balay - reason - the reason why the line search terminated 10400c52818fSSatish Balay 10410c52818fSSatish Balay reason will be set to one of: 10420c52818fSSatish Balay 10430c52818fSSatish Balay + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 10440c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 10450c52818fSSatish Balay . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 10460c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 10470c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 10480c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 10490c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 10500c52818fSSatish Balay 10510c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 10520c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 10530c52818fSSatish Balay 1054a2b725a8SWilliam Gropp - TAOLINESEARCH_SUCCESS - successful line search 10550c52818fSSatish Balay 10560c52818fSSatish Balay Level: developer 10570c52818fSSatish Balay 10580c52818fSSatish Balay @*/ 1059e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason) 10600c52818fSSatish Balay { 10610c52818fSSatish Balay PetscFunctionBegin; 10620c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 10630c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 1064dadcf809SJacob Faibussowitsch PetscValidRealPointer(f,3); 10650c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,4); 10660c52818fSSatish Balay PetscValidIntPointer(reason,6); 10670c52818fSSatish Balay if (ls->new_x) { 10689566063dSJacob Faibussowitsch PetscCall(VecCopy(ls->new_x,x)); 10690c52818fSSatish Balay } 10700c52818fSSatish Balay *f = ls->new_f; 10710c52818fSSatish Balay if (ls->new_g) { 10729566063dSJacob Faibussowitsch PetscCall(VecCopy(ls->new_g,g)); 10730c52818fSSatish Balay } 107497ab8e72SStefano Zampini if (steplength) *steplength = ls->step; 10750c52818fSSatish Balay *reason = ls->reason; 10760c52818fSSatish Balay PetscFunctionReturn(0); 10770c52818fSSatish Balay } 10780c52818fSSatish Balay 10790c52818fSSatish Balay /*@ 10800c52818fSSatish Balay TaoLineSearchGetStartingVector - Gets a the initial point of the line 10810c52818fSSatish Balay search. 10820c52818fSSatish Balay 10830c52818fSSatish Balay Not Collective 10840c52818fSSatish Balay 10850c52818fSSatish Balay Input Parameter: 10860c52818fSSatish Balay . ls - the TaoLineSearch context 10870c52818fSSatish Balay 10880c52818fSSatish Balay Output Parameter: 10890c52818fSSatish Balay . x - The initial point of the line search 10900c52818fSSatish Balay 10910c52818fSSatish Balay Level: intermediate 10920c52818fSSatish Balay @*/ 10930c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x) 10940c52818fSSatish Balay { 10950c52818fSSatish Balay PetscFunctionBegin; 10960c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 109797ab8e72SStefano Zampini if (x) *x = ls->start_x; 10980c52818fSSatish Balay PetscFunctionReturn(0); 10990c52818fSSatish Balay } 11000c52818fSSatish Balay 11010c52818fSSatish Balay /*@ 11020c52818fSSatish Balay TaoLineSearchGetStepDirection - Gets the step direction of the line 11030c52818fSSatish Balay search. 11040c52818fSSatish Balay 11050c52818fSSatish Balay Not Collective 11060c52818fSSatish Balay 11070c52818fSSatish Balay Input Parameter: 11080c52818fSSatish Balay . ls - the TaoLineSearch context 11090c52818fSSatish Balay 11100c52818fSSatish Balay Output Parameter: 11110c52818fSSatish Balay . s - the step direction of the line search 11120c52818fSSatish Balay 11130c52818fSSatish Balay Level: advanced 11140c52818fSSatish Balay @*/ 11150c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s) 11160c52818fSSatish Balay { 11170c52818fSSatish Balay PetscFunctionBegin; 11180c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 111997ab8e72SStefano Zampini if (s) *s = ls->stepdirection; 11200c52818fSSatish Balay PetscFunctionReturn(0); 11210c52818fSSatish Balay } 11220c52818fSSatish Balay 11230c52818fSSatish Balay /*@ 11240c52818fSSatish Balay TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step. Useful for some minimization algorithms. 11250c52818fSSatish Balay 11260c52818fSSatish Balay Not Collective 11270c52818fSSatish Balay 11280c52818fSSatish Balay Input Parameter: 11290c52818fSSatish Balay . ls - the TaoLineSearch context 11300c52818fSSatish Balay 11310c52818fSSatish Balay Output Parameter: 11320c52818fSSatish Balay . f - the objective value at the full step length 11330c52818fSSatish Balay 11340c52818fSSatish Balay Level: developer 11350c52818fSSatish Balay @*/ 11360c52818fSSatish Balay 11370c52818fSSatish Balay PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep) 11380c52818fSSatish Balay { 11390c52818fSSatish Balay PetscFunctionBegin; 11400c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 11410c52818fSSatish Balay *f_fullstep = ls->f_fullstep; 11420c52818fSSatish Balay PetscFunctionReturn(0); 11430c52818fSSatish Balay } 11440c52818fSSatish Balay 11450c52818fSSatish Balay /*@ 11460c52818fSSatish Balay TaoLineSearchSetVariableBounds - Sets the upper and lower bounds. 11470c52818fSSatish Balay 1148441846f8SBarry Smith Logically Collective on Tao 11490c52818fSSatish Balay 11500c52818fSSatish Balay Input Parameters: 11510c52818fSSatish Balay + ls - the TaoLineSearch context 11520c52818fSSatish Balay . xl - vector of lower bounds 11530c52818fSSatish Balay - xu - vector of upper bounds 11540c52818fSSatish Balay 11550c52818fSSatish Balay Note: If the variable bounds are not set with this routine, then 1156e270355aSBarry Smith PETSC_NINFINITY and PETSC_INFINITY are assumed 11570c52818fSSatish Balay 11580c52818fSSatish Balay Level: beginner 11590c52818fSSatish Balay 1160db781477SPatrick Sanan .seealso: `TaoSetVariableBounds()`, `TaoLineSearchCreate()` 11610c52818fSSatish Balay @*/ 11620c52818fSSatish Balay PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls,Vec xl, Vec xu) 11630c52818fSSatish Balay { 11640c52818fSSatish Balay PetscFunctionBegin; 11650c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 1166*76be6f4fSStefano Zampini if (xl) PetscValidHeaderSpecific(xl,VEC_CLASSID,2); 1167*76be6f4fSStefano Zampini if (xu) PetscValidHeaderSpecific(xu,VEC_CLASSID,3); 11689566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)xl)); 11699566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)xu)); 11709566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->lower)); 11719566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->upper)); 11720c52818fSSatish Balay ls->lower = xl; 11730c52818fSSatish Balay ls->upper = xu; 1174*76be6f4fSStefano Zampini ls->bounded = (PetscBool)(xl || xu); 11750c52818fSSatish Balay PetscFunctionReturn(0); 11760c52818fSSatish Balay } 11770c52818fSSatish Balay 11780c52818fSSatish Balay /*@ 11790c52818fSSatish Balay TaoLineSearchSetInitialStepLength - Sets the initial step length of a line 11800c52818fSSatish Balay search. If this value is not set then 1.0 is assumed. 11810c52818fSSatish Balay 11820c52818fSSatish Balay Logically Collective on TaoLineSearch 11830c52818fSSatish Balay 11840c52818fSSatish Balay Input Parameters: 11850c52818fSSatish Balay + ls - the TaoLineSearch context 11860c52818fSSatish Balay - s - the initial step size 11870c52818fSSatish Balay 11880c52818fSSatish Balay Level: intermediate 11890c52818fSSatish Balay 1190db781477SPatrick Sanan .seealso: `TaoLineSearchGetStepLength()`, `TaoLineSearchApply()` 11910c52818fSSatish Balay @*/ 11920c52818fSSatish Balay PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls,PetscReal s) 11930c52818fSSatish Balay { 11940c52818fSSatish Balay PetscFunctionBegin; 11950c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 1196a39c8e28SStefano Zampini PetscValidLogicalCollectiveReal(ls,s,2); 11970c52818fSSatish Balay ls->initstep = s; 11980c52818fSSatish Balay PetscFunctionReturn(0); 11990c52818fSSatish Balay } 12000c52818fSSatish Balay 12010c52818fSSatish Balay /*@ 12020c52818fSSatish Balay TaoLineSearchGetStepLength - Get the current step length 12030c52818fSSatish Balay 12040c52818fSSatish Balay Not Collective 12050c52818fSSatish Balay 12060c52818fSSatish Balay Input Parameters: 12070c52818fSSatish Balay . ls - the TaoLineSearch context 12080c52818fSSatish Balay 12097a7aea1fSJed Brown Output Parameters: 12100c52818fSSatish Balay . s - the current step length 12110c52818fSSatish Balay 12120c52818fSSatish Balay Level: beginner 12130c52818fSSatish Balay 1214db781477SPatrick Sanan .seealso: `TaoLineSearchSetInitialStepLength()`, `TaoLineSearchApply()` 12150c52818fSSatish Balay @*/ 12160c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls,PetscReal *s) 12170c52818fSSatish Balay { 12180c52818fSSatish Balay PetscFunctionBegin; 12190c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 12200c52818fSSatish Balay *s = ls->step; 12210c52818fSSatish Balay PetscFunctionReturn(0); 12220c52818fSSatish Balay } 12230c52818fSSatish Balay 12240ebee16dSLisandro Dalcin /*@C 12250c52818fSSatish Balay TaoLineSearchRegister - Adds a line-search algorithm to the registry 12260c52818fSSatish Balay 12270c52818fSSatish Balay Not collective 12280c52818fSSatish Balay 12290c52818fSSatish Balay Input Parameters: 12300c52818fSSatish Balay + sname - name of a new user-defined solver 12310c52818fSSatish Balay - func - routine to Create method context 12320c52818fSSatish Balay 12330c52818fSSatish Balay Notes: 12340c52818fSSatish Balay TaoLineSearchRegister() may be called multiple times to add several user-defined solvers. 12350c52818fSSatish Balay 12360c52818fSSatish Balay Sample usage: 12370c52818fSSatish Balay .vb 12380c52818fSSatish Balay TaoLineSearchRegister("my_linesearch",MyLinesearchCreate); 12390c52818fSSatish Balay .ve 12400c52818fSSatish Balay 12410c52818fSSatish Balay Then, your solver can be chosen with the procedural interface via 12420c52818fSSatish Balay $ TaoLineSearchSetType(ls,"my_linesearch") 12430c52818fSSatish Balay or at runtime via the option 12440c52818fSSatish Balay $ -tao_ls_type my_linesearch 12450c52818fSSatish Balay 12460c52818fSSatish Balay Level: developer 12470c52818fSSatish Balay 12480ebee16dSLisandro Dalcin @*/ 12490c52818fSSatish Balay PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch)) 12500c52818fSSatish Balay { 12510c52818fSSatish Balay PetscFunctionBegin; 12529566063dSJacob Faibussowitsch PetscCall(TaoLineSearchInitializePackage()); 12539566063dSJacob Faibussowitsch PetscCall(PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func)); 12540c52818fSSatish Balay PetscFunctionReturn(0); 12550c52818fSSatish Balay } 12560c52818fSSatish Balay 12570c52818fSSatish Balay /*@C 12580c52818fSSatish Balay TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching 12590c52818fSSatish Balay for all TaoLineSearch options in the database. 12600c52818fSSatish Balay 12610c52818fSSatish Balay Collective on TaoLineSearch 12620c52818fSSatish Balay 12630c52818fSSatish Balay Input Parameters: 12640c52818fSSatish Balay + ls - the TaoLineSearch solver context 12650c52818fSSatish Balay - prefix - the prefix string to prepend to all line search requests 12660c52818fSSatish Balay 12670c52818fSSatish Balay Notes: 12680c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 12690c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 12700c52818fSSatish Balay 12710c52818fSSatish Balay Level: advanced 12720c52818fSSatish Balay 1273db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()` 12740c52818fSSatish Balay @*/ 12750c52818fSSatish Balay PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[]) 12760c52818fSSatish Balay { 1277f06e3bfaSBarry Smith return PetscObjectAppendOptionsPrefix((PetscObject)ls,p); 12780c52818fSSatish Balay } 12790c52818fSSatish Balay 12800c52818fSSatish Balay /*@C 12810c52818fSSatish Balay TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all 12820c52818fSSatish Balay TaoLineSearch options in the database 12830c52818fSSatish Balay 12840c52818fSSatish Balay Not Collective 12850c52818fSSatish Balay 12860c52818fSSatish Balay Input Parameters: 12870c52818fSSatish Balay . ls - the TaoLineSearch context 12880c52818fSSatish Balay 12890c52818fSSatish Balay Output Parameters: 12900c52818fSSatish Balay . prefix - pointer to the prefix string used is returned 12910c52818fSSatish Balay 129295452b02SPatrick Sanan Notes: 129395452b02SPatrick Sanan On the fortran side, the user should pass in a string 'prefix' of 12940c52818fSSatish Balay sufficient length to hold the prefix. 12950c52818fSSatish Balay 12960c52818fSSatish Balay Level: advanced 12970c52818fSSatish Balay 1298db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchAppendOptionsPrefix()` 12990c52818fSSatish Balay @*/ 13000c52818fSSatish Balay PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[]) 13010c52818fSSatish Balay { 1302f06e3bfaSBarry Smith return PetscObjectGetOptionsPrefix((PetscObject)ls,p); 13030c52818fSSatish Balay } 13040c52818fSSatish Balay 13050c52818fSSatish Balay /*@C 13060c52818fSSatish Balay TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all 13070c52818fSSatish Balay TaoLineSearch options in the database. 13080c52818fSSatish Balay 13090c52818fSSatish Balay Logically Collective on TaoLineSearch 13100c52818fSSatish Balay 13110c52818fSSatish Balay Input Parameters: 13120c52818fSSatish Balay + ls - the TaoLineSearch context 13130c52818fSSatish Balay - prefix - the prefix string to prepend to all TAO option requests 13140c52818fSSatish Balay 13150c52818fSSatish Balay Notes: 13160c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 13170c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 13180c52818fSSatish Balay 13190c52818fSSatish Balay For example, to distinguish between the runtime options for two 13200c52818fSSatish Balay different line searches, one could call 13210c52818fSSatish Balay .vb 13220c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls1,"sys1_") 13230c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls2,"sys2_") 13240c52818fSSatish Balay .ve 13250c52818fSSatish Balay 13260c52818fSSatish Balay This would enable use of different options for each system, such as 13270c52818fSSatish Balay .vb 13280c52818fSSatish Balay -sys1_tao_ls_type mt 13290c52818fSSatish Balay -sys2_tao_ls_type armijo 13300c52818fSSatish Balay .ve 13310c52818fSSatish Balay 13320c52818fSSatish Balay Level: advanced 13330c52818fSSatish Balay 1334db781477SPatrick Sanan .seealso: `TaoLineSearchAppendOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()` 13350c52818fSSatish Balay @*/ 13360c52818fSSatish Balay 13370c52818fSSatish Balay PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[]) 13380c52818fSSatish Balay { 1339f06e3bfaSBarry Smith return PetscObjectSetOptionsPrefix((PetscObject)ls,p); 13400c52818fSSatish Balay } 1341