tao/interface/taosolver_fg.c

9 + tao - the `Tao` context
16 PetscErrorCode TaoSetSolution(Tao tao, Vec x0)
19   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
22   PetscCall(VecDestroy(&tao->solution));
23   tao->solution = x0;
27 PetscErrorCode TaoTestGradient(Tao tao, Vec x, Vec g1)
40   PetscObjectOptionsBegin((PetscObject)tao);
49   PetscCall(PetscObjectGetComm((PetscObject)tao, &comm));
52   PetscCall(PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel));
69   PetscCall(TaoDefaultComputeGradient(tao, x, g2, NULL));
109 + tao - the `Tao` context
127 PetscErrorCode TaoComputeGradient(Tao tao, Vec X, Vec G)
132   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
135   PetscCheckSameComm(tao, 1, X, 2);
136   PetscCheckSameComm(tao, 1, G, 3);
138   if (tao->ops->computegradient) {
139     PetscCall(PetscLogEventBegin(TAO_GradientEval, tao, X, G, NULL));
140     PetscCallBack("Tao callback gradient", (*tao->ops->computegradient)(tao, X, G, tao->user_gradP));
141     PetscCall(PetscLogEventEnd(TAO_GradientEval, tao, X, G, NULL));
142     tao->ngrads++;
143   } else if (tao->ops->computeobjectiveandgradient) {
144     PetscCall(PetscLogEventBegin(TAO_ObjGradEval, tao, X, G, NULL));
145     PetscCallBack("Tao callback objective/gradient", (*tao->ops->computeobjectiveandgradient)(tao, X, &dummy, G, tao->user_objgradP));
146     PetscCall(PetscLogEventEnd(TAO_ObjGradEval, tao, X, G, NULL));
147     tao->nfuncgrads++;
148   } else SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "TaoSetGradient() has not been called");
151   PetscCall(TaoTestGradient(tao, X, G));
161 + tao - the `Tao` context
175 PetscErrorCode TaoComputeObjective(Tao tao, Vec X, PetscReal *f)
180   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
182   PetscCheckSameComm(tao, 1, X, 2);
184   if (tao->ops->computeobjective) {
185     PetscCall(PetscLogEventBegin(TAO_ObjectiveEval, tao, X, NULL, NULL));
186     PetscCallBack("Tao callback objective", (*tao->ops->computeobjective)(tao, X, f, tao->user_objP));
187     PetscCall(PetscLogEventEnd(TAO_ObjectiveEval, tao, X, NULL, NULL));
188     tao->nfuncs++;
189   } else if (tao->ops->computeobjectiveandgradient) {
190     PetscCall(PetscInfo(tao, "Duplicating variable vector in order to call func/grad routine\n"));
192     PetscCall(PetscLogEventBegin(TAO_ObjGradEval, tao, X, NULL, NULL));
193     PetscCallBack("Tao callback objective/gradient", (*tao->ops->computeobjectiveandgradient)(tao, X, f, temp, tao->user_objgradP));
194     PetscCall(PetscLogEventEnd(TAO_ObjGradEval, tao, X, NULL, NULL));
196     tao->nfuncgrads++;
197   } else SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "TaoSetObjective() has not been called");
198   PetscCall(PetscInfo(tao, "TAO Function evaluation: %20.19e\n", (double)(*f)));
209 + tao - the `Tao` context
224 PetscErrorCode TaoComputeObjectiveAndGradient(Tao tao, Vec X, PetscReal *f, Vec G)
227   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
230   PetscCheckSameComm(tao, 1, X, 2);
231   PetscCheckSameComm(tao, 1, G, 4);
233   if (tao->ops->computeobjectiveandgradient) {
234     PetscCall(PetscLogEventBegin(TAO_ObjGradEval, tao, X, G, NULL));
235     if (tao->ops->computegradient == TaoDefaultComputeGradient) {
236       PetscCall(TaoComputeObjective(tao, X, f));
237       PetscCall(TaoDefaultComputeGradient(tao, X, G, NULL));
238     } else PetscCallBack("Tao callback objective/gradient", (*tao->ops->computeobjectiveandgradient)(tao, X, f, G, tao->user_objgradP));
239     PetscCall(PetscLogEventEnd(TAO_ObjGradEval, tao, X, G, NULL));
240     tao->nfuncgrads++;
241   } else if (tao->ops->computeobjective && tao->ops->computegradient) {
242     PetscCall(PetscLogEventBegin(TAO_ObjectiveEval, tao, X, NULL, NULL));
243     PetscCallBack("Tao callback objective", (*tao->ops->computeobjective)(tao, X, f, tao->user_objP));
244     PetscCall(PetscLogEventEnd(TAO_ObjectiveEval, tao, X, NULL, NULL));
245     tao->nfuncs++;
246     PetscCall(PetscLogEventBegin(TAO_GradientEval, tao, X, G, NULL));
247     PetscCallBack("Tao callback gradient", (*tao->ops->computegradient)(tao, X, G, tao->user_gradP));
248     PetscCall(PetscLogEventEnd(TAO_GradientEval, tao, X, G, NULL));
249     tao->ngrads++;
250   } else SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "TaoSetObjective() or TaoSetGradient() not set");
251   PetscCall(PetscInfo(tao, "TAO Function evaluation: %20.19e\n", (double)(*f)));
254   PetscCall(TaoTestGradient(tao, X, G));
264 + tao  - the `Tao` context
270 + tao - the optimizer
279 PetscErrorCode TaoSetObjective(Tao tao, PetscErrorCode (*func)(Tao tao, Vec x, PetscReal *f, PetscCtx ctx), PetscCtx ctx)
282   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
283   if (ctx) tao->user_objP = ctx;
284   if (func) tao->ops->computeobjective = func;
294 . tao - the `Tao` context
301 + tao - the optimizer
310 PetscErrorCode TaoGetObjective(Tao tao, PetscErrorCode (**func)(Tao tao, Vec x, PetscReal *f, PetscCtx ctx), PetscCtxRt ctx)
313   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
314   if (func) *func = tao->ops->computeobjective;
315   if (ctx) *(void **)ctx = tao->user_objP;
325 + tao  - the `Tao` context
332 + tao - the optimizer
341 PetscErrorCode TaoSetResidualRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao tao, Vec x, Vec res, PetscCtx ctx), PetscCtx ctx)
344   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
347   if (tao->ls_res) PetscCall(VecDestroy(&tao->ls_res));
348   tao->ls_res               = res;
349   tao->user_lsresP          = ctx;
350   tao->ops->computeresidual = func;
360 + tao     - the `Tao` context
377 PetscErrorCode TaoSetResidualWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals)
382   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
385   PetscCall(VecDestroy(&tao->res_weights_v));
386   tao->res_weights_v = sigma_v;
388     PetscCall(PetscFree(tao->res_weights_rows));
389     PetscCall(PetscFree(tao->res_weights_cols));
390     PetscCall(PetscFree(tao->res_weights_w));
391     PetscCall(PetscMalloc1(n, &tao->res_weights_rows));
392     PetscCall(PetscMalloc1(n, &tao->res_weights_cols));
393     PetscCall(PetscMalloc1(n, &tao->res_weights_w));
394     tao->res_weights_n = n;
396       tao->res_weights_rows[i] = rows[i];
397       tao->res_weights_cols[i] = cols[i];
398       tao->res_weights_w[i]    = vals[i];
401     tao->res_weights_n    = 0;
402     tao->res_weights_rows = NULL;
403     tao->res_weights_cols = NULL;
414 + tao - the `Tao` context
428 PetscErrorCode TaoComputeResidual(Tao tao, Vec X, Vec F)
431   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
434   PetscCheckSameComm(tao, 1, X, 2);
435   PetscCheckSameComm(tao, 1, F, 3);
436   PetscCheck(tao->ops->computeresidual, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "TaoSetResidualRoutine() has not been called");
437   PetscCall(PetscLogEventBegin(TAO_ObjectiveEval, tao, X, NULL, NULL));
438   PetscCallBack("Tao callback least-squares residual", (*tao->ops->computeresidual)(tao, X, F, tao->user_lsresP));
439   PetscCall(PetscLogEventEnd(TAO_ObjectiveEval, tao, X, NULL, NULL));
440   tao->nfuncs++;
441   PetscCall(PetscInfo(tao, "TAO least-squares residual evaluation.\n"));
451 + tao  - the `Tao` context
458 + tao - the optimization solver
467 PetscErrorCode TaoSetGradient(Tao tao, Vec g, PetscErrorCode (*func)(Tao tao, Vec x, Vec g, PetscCtx ctx), PetscCtx ctx)
470   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
473     PetscCheckSameComm(tao, 1, g, 2);
475     PetscCall(VecDestroy(&tao->gradient));
476     tao->gradient = g;
478   if (func) tao->ops->computegradient = func;
479   if (ctx) tao->user_gradP = ctx;
489 . tao - the `Tao` context
497 + tao - the optimizer
506 PetscErrorCode TaoGetGradient(Tao tao, Vec *g, PetscErrorCode (**func)(Tao tao, Vec x, Vec g, PetscCtx ctx), PetscCtxRt ctx)
509   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
510   if (g) *g = tao->gradient;
511   if (func) *func = tao->ops->computegradient;
512   if (ctx) *(void **)ctx = tao->user_gradP;
522 + tao  - the `Tao` context
529 + tao - the optimization object
542 PetscErrorCode TaoSetObjectiveAndGradient(Tao tao, Vec g, PetscErrorCode (*func)(Tao tao, Vec x, PetscReal *f, Vec g, PetscCtx ctx), PetscCtx ctx)
545   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
548     PetscCheckSameComm(tao, 1, g, 2);
550     PetscCall(VecDestroy(&tao->gradient));
551     tao->gradient = g;
553   if (ctx) tao->user_objgradP = ctx;
554   if (func) tao->ops->computeobjectiveandgradient = func;
564 . tao - the `Tao` context
572 + tao - the optimizer
582 PetscErrorCode TaoGetObjectiveAndGradient(Tao tao, Vec *g, PetscErrorCode (**func)(Tao tao, Vec x, PetscReal *f, Vec g, PetscCtx ctx), PetscCtxRt ctx)
585   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
586   if (g) *g = tao->gradient;
587   if (func) *func = tao->ops->computeobjectiveandgradient;
588   if (ctx) *(void **)ctx = tao->user_objgradP;
601 . tao - the `Tao` context
610 PetscErrorCode TaoIsObjectiveDefined(Tao tao, PetscBool *flg)
613   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
614   if (tao->ops->computeobjective == NULL) *flg = PETSC_FALSE;
628 . tao - the `Tao` context
637 PetscErrorCode TaoIsGradientDefined(Tao tao, PetscBool *flg)
640   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
641   if (tao->ops->computegradient == NULL) *flg = PETSC_FALSE;
655 . tao - the `Tao` context
664 PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao tao, PetscBool *flg)
667   PetscValidHeaderSpecific(tao, TAO_CLASSID, 1);
668   if (tao->ops->computeobjectiveandgradient == NULL) *flg = PETSC_FALSE;