1 #ifndef __TAO_H 2 #define __TAO_H 3 4 #include <petscksp.h> 5 6 PetscErrorCode VecFischer(Vec, Vec, Vec, Vec, Vec); 7 PetscErrorCode VecSFischer(Vec, Vec, Vec, Vec, PetscReal, Vec); 8 PetscErrorCode D_Fischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec); 9 PetscErrorCode D_SFischer(Mat, Vec, Vec, Vec, Vec, PetscReal, Vec, Vec, Vec, Vec, Vec); 10 11 12 /*E 13 TaoSubsetType - PetscInt representing the way TAO handles active sets 14 15 + TAO_SUBSET_SUBVEC - TAO uses PETSc's MatGetSubMatrix and VecGetSubVector 16 . TAO_SUBSET_MASK - Matrices are zeroed out corresponding to active set entries 17 - TAO_SUBSET_MATRIXFREE - Same as TAO_SUBSET_MASK, but can be applied to matrix-free operators 18 19 Options database keys: 20 . -different_hessian - TAO will use a copy of the hessian operator for masking. By default 21 TAO will directly alter the hessian operator. 22 23 E*/ 24 typedef enum {TAO_SUBSET_SUBVEC,TAO_SUBSET_MASK,TAO_SUBSET_MATRIXFREE} TaoSubsetType; 25 PETSC_EXTERN const char *const TaoSubsetTypes[]; 26 27 28 29 PetscErrorCode VecGetSubVec(Vec, IS, PetscInt, PetscReal, Vec*); 30 PetscErrorCode MatGetSubMat(Mat, IS, Vec, TaoSubsetType, Mat*); 31 32 typedef struct _p_TaoSolver* TaoSolver; 33 #define TaoSolverType char* 34 PETSC_EXTERN PetscClassId TAOSOLVER_CLASSID; 35 PETSC_EXTERN PetscFunctionList TaoSolverList; 36 37 /* Convergence flags. 38 Be sure to check that these match the flags in 39 $TAO_DIR/include/finclude/tao_solver.h 40 */ 41 typedef enum {/* converged */ 42 TAO_CONVERGED_FATOL = 1, /* f(X)-f(X*) <= fatol */ 43 TAO_CONVERGED_FRTOL = 2, /* |F(X) - f(X*)|/|f(X)| < frtol */ 44 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 45 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 46 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 47 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 48 TAO_CONVERGED_MINF = 7, /* F < F_min */ 49 TAO_CONVERGED_USER = 8, /* User defined */ 50 /* diverged */ 51 TAO_DIVERGED_MAXITS = -2, 52 TAO_DIVERGED_NAN = -4, 53 TAO_DIVERGED_MAXFCN = -5, 54 TAO_DIVERGED_LS_FAILURE = -6, 55 TAO_DIVERGED_TR_REDUCTION = -7, 56 TAO_DIVERGED_USER = -8, /* User defined */ 57 /* keep going */ 58 TAO_CONTINUE_ITERATING = 0} TaoSolverTerminationReason; 59 60 PETSC_EXTERN const char **TaoSolverTerminationReasons; 61 62 #include <petsctaolinesearch.h> 63 64 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 65 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 66 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,TaoSolver*); 67 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(TaoSolver); 68 PETSC_EXTERN PetscErrorCode TaoSetFiniteDifferencesOptions(TaoSolver); 69 PETSC_EXTERN PetscErrorCode TaoSetUp(TaoSolver); 70 PETSC_EXTERN PetscErrorCode TaoSetType(TaoSolver, const TaoSolverType); 71 PETSC_EXTERN PetscErrorCode TaoGetType(TaoSolver, const TaoSolverType *); 72 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(TaoSolver, void*); 73 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(TaoSolver, void*); 74 PETSC_EXTERN PetscErrorCode TaoDestroy(TaoSolver*); 75 76 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(TaoSolver,const char []); 77 PETSC_EXTERN PetscErrorCode TaoView(TaoSolver, PetscViewer); 78 79 PETSC_EXTERN PetscErrorCode TaoSolve(TaoSolver); 80 81 PETSC_EXTERN PetscErrorCode TaoSolverRegister(const char [],PetscErrorCode (*)(TaoSolver)); 82 PETSC_EXTERN PetscErrorCode TaoSolverRegisterAll(void); 83 PETSC_EXTERN PetscErrorCode TaoSolverRegisterDestroy(void); 84 85 PETSC_EXTERN PetscErrorCode TaoGetTerminationReason(TaoSolver,TaoSolverTerminationReason*); 86 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(TaoSolver, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoSolverTerminationReason*); 87 PETSC_EXTERN PetscErrorCode TaoSetTerminationReason(TaoSolver,TaoSolverTerminationReason); 88 PETSC_EXTERN PetscErrorCode TaoSetInitialVector(TaoSolver, Vec); 89 PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(TaoSolver, Vec*); 90 PETSC_EXTERN PetscErrorCode TaoGetGradientVector(TaoSolver, Vec*); 91 PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(TaoSolver, PetscErrorCode(*)(TaoSolver, Vec, PetscReal*,void*), void*); 92 PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(TaoSolver, PetscErrorCode(*)(TaoSolver, Vec, Vec, void*), void*); 93 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(TaoSolver, PetscErrorCode(*)(TaoSolver, Vec, PetscReal*, Vec, void*), void*); 94 PETSC_EXTERN PetscErrorCode TaoSetHessianMat(TaoSolver, Mat, Mat); 95 PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(TaoSolver,Mat,Mat, PetscErrorCode(*)(TaoSolver,Vec, Mat*, Mat*, MatStructure*, void*), void*); 96 PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveRoutine(TaoSolver, Vec, PetscErrorCode(*)(TaoSolver, Vec, Vec, void*), void*); 97 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(TaoSolver, Vec, PetscErrorCode(*)(TaoSolver, Vec, Vec, void*), void*); 98 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(TaoSolver, Vec, PetscErrorCode(*)(TaoSolver, Vec, Vec, void*), void*); 99 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(TaoSolver, Vec, PetscErrorCode(*)(TaoSolver, Vec, Vec, void*), void*); 100 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(TaoSolver,Mat,Mat, PetscErrorCode(*)(TaoSolver,Vec, Mat*, Mat*, MatStructure*, void*), void*); 101 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(TaoSolver,Mat,Mat,Mat, PetscErrorCode(*)(TaoSolver,Vec, Mat*, Mat*, Mat*, MatStructure*, void*), void*); 102 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(TaoSolver,Mat,PetscErrorCode(*)(TaoSolver,Vec, Mat*, void*), void*); 103 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(TaoSolver,Mat,Mat,PetscErrorCode(*)(TaoSolver,Vec, Mat*, Mat*, MatStructure*, void*), void*); 104 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(TaoSolver,Mat,Mat,PetscErrorCode(*)(TaoSolver,Vec, Mat*, Mat*, MatStructure*, void*), void*); 105 106 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(TaoSolver, IS, IS); 107 108 PETSC_EXTERN PetscErrorCode TaoComputeObjective(TaoSolver, Vec, PetscReal*); 109 PETSC_EXTERN PetscErrorCode TaoComputeSeparableObjective(TaoSolver, Vec, Vec); 110 PETSC_EXTERN PetscErrorCode TaoComputeGradient(TaoSolver, Vec, Vec); 111 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(TaoSolver, Vec, PetscReal*, Vec); 112 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(TaoSolver, Vec, Vec); 113 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(TaoSolver, Vec, Vec); 114 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(TaoSolver, Vec, Vec); 115 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(TaoSolver, Vec, Vec, void*); 116 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(TaoSolver,PetscBool*); 117 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(TaoSolver,PetscBool*); 118 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(TaoSolver,PetscBool*); 119 120 PETSC_EXTERN PetscErrorCode TaoComputeHessian(TaoSolver, Vec, Mat*, Mat*, MatStructure*); 121 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(TaoSolver, Vec, Mat*, Mat*, MatStructure*); 122 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(TaoSolver, Vec, Mat*, Mat*, Mat*, MatStructure*); 123 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(TaoSolver, Vec, Mat*, Mat*, MatStructure*); 124 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(TaoSolver, Vec, Mat*, Mat*, MatStructure*); 125 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(TaoSolver, Vec, Mat*); 126 127 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(TaoSolver, Vec, Mat*, Mat*, MatStructure*, void*); 128 129 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(TaoSolver, Vec, Mat*, Mat*, MatStructure*, void*); 130 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(TaoSolver, Vec, Vec); 131 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(TaoSolver, Vec, Vec); 132 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(TaoSolver, Vec, Vec); 133 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(TaoSolver, Vec*, Vec*); 134 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(TaoSolver, Vec*, Vec*); 135 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(TaoSolver, Vec, Vec); 136 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(TaoSolver, Vec*, Vec*); 137 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(TaoSolver, PetscErrorCode(*)(TaoSolver, Vec, Vec, void*), void*); 138 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(TaoSolver); 139 140 PETSC_EXTERN PetscErrorCode TaoGetTolerances(TaoSolver, PetscReal*, PetscReal*, PetscReal*, PetscReal*, PetscReal*); 141 PETSC_EXTERN PetscErrorCode TaoSetTolerances(TaoSolver, PetscReal, PetscReal, PetscReal, PetscReal, PetscReal); 142 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(TaoSolver, PetscReal*, PetscReal*); 143 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(TaoSolver, PetscReal, PetscReal); 144 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(TaoSolver, PetscReal); 145 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(TaoSolver, PetscReal); 146 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(TaoSolver, PetscInt); 147 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(TaoSolver, PetscInt); 148 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(TaoSolver, PetscReal*); 149 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(TaoSolver, PetscReal*); 150 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(TaoSolver, PetscReal*); 151 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(TaoSolver, PetscInt*); 152 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(TaoSolver, PetscInt*); 153 PETSC_EXTERN PetscErrorCode TaoSetDefaultKSPType(TaoSolver, KSPType); 154 PETSC_EXTERN PetscErrorCode TaoSetDefaultPCType(TaoSolver, PCType); 155 PETSC_EXTERN PetscErrorCode TaoSetDefaultLineSearchType(TaoSolver, TaoLineSearchType); 156 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(TaoSolver, const char p[]); 157 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(TaoSolver, const char p[]); 158 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(TaoSolver, const char *p[]); 159 PETSC_EXTERN PetscErrorCode TaoResetStatistics(TaoSolver); 160 161 PETSC_EXTERN PetscErrorCode TaoGetKSP(TaoSolver, KSP*); 162 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(TaoSolver, TaoLineSearch*); 163 164 PETSC_EXTERN PetscErrorCode TaoSetHistory(TaoSolver,PetscReal*,PetscReal*,PetscReal*,PetscInt,PetscBool); 165 PETSC_EXTERN PetscErrorCode TaoGetHistory(TaoSolver,PetscReal**,PetscReal**,PetscReal**,PetscInt*); 166 PETSC_EXTERN PetscErrorCode TaoSetMonitor(TaoSolver, PetscErrorCode (*)(TaoSolver,void*),void *,PetscErrorCode (*)(void**)); 167 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(TaoSolver); 168 PETSC_EXTERN PetscErrorCode TaoDefaultMonitor(TaoSolver, void*); 169 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(TaoSolver, void*); 170 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(TaoSolver, void*); 171 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(TaoSolver, void*); 172 PETSC_EXTERN PetscErrorCode TaoSeparableObjectiveMonitor(TaoSolver, void*); 173 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(TaoSolver, void*); 174 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(TaoSolver, void*); 175 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(TaoSolver, void*); 176 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(TaoSolver, void*); 177 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(TaoSolver, void*); 178 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(TaoSolver); 179 180 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(TaoSolver,void*); 181 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(TaoSolver, PetscErrorCode (*)(TaoSolver, void*),void *); 182 183 PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(TaoSolver, IS, IS); 184 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(TaoSolver, IS, IS); 185 PetscErrorCode TaoMonitor(TaoSolver, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal, TaoSolverTerminationReason*); 186 187 #endif 188