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 MatDFischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec); 9 PetscErrorCode MatDSFischer(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 MatCreateSubMatrix 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 Level: intermediate 23 24 E*/ 25 26 typedef enum {TAO_SUBSET_SUBVEC,TAO_SUBSET_MASK,TAO_SUBSET_MATRIXFREE} TaoSubsetType; 27 PETSC_EXTERN const char *const TaoSubsetTypes[]; 28 /*S 29 Tao - Abstract PETSc object that manages nonlinear optimization solves 30 31 Level: advanced 32 33 .seealso TaoCreate(), TaoDestroy(), TaoSetType(), TaoType 34 S*/ 35 36 typedef struct _p_Tao* Tao; 37 38 /*J 39 TaoType - String with the name of a TAO method 40 41 Level: beginner 42 43 J*/ 44 #define TaoType char* 45 #define TAOLMVM "lmvm" 46 #define TAONLS "nls" 47 #define TAONTR "ntr" 48 #define TAONTL "ntl" 49 #define TAOCG "cg" 50 #define TAOTRON "tron" 51 #define TAOOWLQN "owlqn" 52 #define TAOBMRM "bmrm" 53 #define TAOBLMVM "blmvm" 54 #define TAOBNCG "bncg" 55 #define TAOBNLS "bnls" 56 #define TAOBNTR "bntr" 57 #define TAOBNTL "bntl" 58 #define TAOBQPIP "bqpip" 59 #define TAOGPCG "gpcg" 60 #define TAONM "nm" 61 #define TAOPOUNDERS "pounders" 62 #define TAOLCL "lcl" 63 #define TAOSSILS "ssils" 64 #define TAOSSFLS "ssfls" 65 #define TAOASILS "asils" 66 #define TAOASFLS "asfls" 67 #define TAOIPM "ipm" 68 #define TAOTEST "test" 69 70 PETSC_EXTERN PetscClassId TAO_CLASSID; 71 PETSC_EXTERN PetscFunctionList TaoList; 72 73 /*E 74 TaoConvergedReason - reason a TAO method was said to have converged or diverged 75 76 Level: beginner 77 78 The two most common reasons for divergence are 79 $ 1) an incorrectly coded or computed gradient or Hessian 80 $ 2) failure or lack of convergence in the linear system (in this case we recommend 81 $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem). 82 83 Developer Notes: 84 this must match petsc/finclude/petsctao.h 85 86 The string versions of these are in TAOConvergedReasons, if you change any value here you must 87 also adjust that array. 88 89 .seealso: TAOSolve(), TaoGetConvergedReason(), KSPConvergedReason, SNESConvergedReason, TSConvergedReason 90 E*/ 91 typedef enum {/* converged */ 92 TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */ 93 TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */ 94 TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */ 95 TAO_CONVERGED_STEPTOL = 6, /* step size small */ 96 TAO_CONVERGED_MINF = 7, /* F < F_min */ 97 TAO_CONVERGED_USER = 8, /* User defined */ 98 /* diverged */ 99 TAO_DIVERGED_MAXITS = -2, 100 TAO_DIVERGED_NAN = -4, 101 TAO_DIVERGED_MAXFCN = -5, 102 TAO_DIVERGED_LS_FAILURE = -6, 103 TAO_DIVERGED_TR_REDUCTION = -7, 104 TAO_DIVERGED_USER = -8, /* User defined */ 105 /* keep going */ 106 TAO_CONTINUE_ITERATING = 0} TaoConvergedReason; 107 108 PETSC_EXTERN const char **TaoConvergedReasons; 109 110 PETSC_EXTERN PetscErrorCode TaoInitializePackage(void); 111 PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void); 112 PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*); 113 PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao); 114 PETSC_EXTERN PetscErrorCode TaoSetUp(Tao); 115 PETSC_EXTERN PetscErrorCode TaoSetType(Tao, const TaoType); 116 PETSC_EXTERN PetscErrorCode TaoGetType(Tao, const TaoType *); 117 PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*); 118 PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*); 119 PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*); 120 121 PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []); 122 PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer); 123 PETSC_STATIC_INLINE PetscErrorCode TaoViewFromOptions(Tao A,PetscObject obj,const char name[]) {return PetscObjectViewFromOptions((PetscObject)A,obj,name);} 124 125 PETSC_EXTERN PetscErrorCode TaoSolve(Tao); 126 127 PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao)); 128 PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void); 129 130 PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*); 131 PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*); 132 PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason); 133 PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec); 134 PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*); 135 PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*); 136 PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat); 137 PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat*); 138 PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat); 139 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat*); 140 PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP*); 141 PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*); 142 PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 143 PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*); 144 PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 145 PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 146 PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveWeights(Tao, Vec, PetscInt, PetscInt*, PetscInt*, PetscReal*); 147 PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 148 PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 149 PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 150 PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 151 PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*); 152 PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*); 153 PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 154 PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*); 155 156 PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS); 157 158 PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*); 159 PETSC_EXTERN PetscErrorCode TaoComputeSeparableObjective(Tao, Vec, Vec); 160 PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec); 161 PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec); 162 PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec); 163 PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec); 164 PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec); 165 PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*); 166 PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*); 167 PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*); 168 PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*); 169 170 PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat); 171 PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat); 172 PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat); 173 PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat); 174 PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat); 175 PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat); 176 177 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*); 178 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*); 179 PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void*); 180 PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec); 181 PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec); 182 PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*); 183 PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*); 184 PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec); 185 PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*); 186 PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*); 187 PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao); 188 189 PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*); 190 PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal); 191 PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*); 192 PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal); 193 PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal); 194 PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal); 195 PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt); 196 PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt); 197 PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*); 198 PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*); 199 PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*); 200 PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*); 201 PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt*); 202 PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*); 203 PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt*); 204 PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt); 205 PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt*); 206 PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt); 207 PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao,PetscReal*); 208 PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao,PetscReal*); 209 210 PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]); 211 PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]); 212 PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao); 213 214 PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*); 215 PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao,PetscInt *); 216 217 #include <petsctaolinesearch.h> 218 PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao); 219 PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*); 220 221 PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt,PetscBool); 222 PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt**,PetscInt*); 223 PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**)); 224 PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao); 225 PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void*); 226 PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void*); 227 PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*); 228 PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*); 229 PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*); 230 PETSC_EXTERN PetscErrorCode TaoSeparableObjectiveMonitor(Tao, void*); 231 PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*); 232 PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*); 233 PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*); 234 PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*); 235 PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*); 236 PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao); 237 238 PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*); 239 PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *); 240 241 PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS); 242 PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS); 243 PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal); 244 typedef struct _n_TaoMonitorDrawCtx* TaoMonitorDrawCtx; 245 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm,const char[],const char[],int,int,int,int,PetscInt,TaoMonitorDrawCtx*); 246 PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx*); 247 #endif 248