xref: /petsc/src/tao/interface/taosolver_bounds.c (revision 6c23d07575f07c9a033c9cb13c1a90726fd2593a)

#include "tao-private/taosolver_impl.h" /*I "taosolver.h" I*/

#undef __FUNCT__
#define __FUNCT__ "TaoSetVariableBounds"
/*@
  TaoSetVariableBounds - Sets the upper and lower bounds

  Logically collective on TaoSolver

  Input Parameters:
+ tao - the TaoSolver context
. XL  - vector of lower bounds
- XU  - vector of upper bounds

  Level: beginner

.seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
@*/

PetscErrorCode TaoSetVariableBounds(TaoSolver tao, Vec XL, Vec XU)
{
    PetscErrorCode ierr;
    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (XL) {
	PetscValidHeaderSpecific(XL,VEC_CLASSID,2);
	PetscObjectReference((PetscObject)XL);
    }
    if (XU) {
	PetscValidHeaderSpecific(XU,VEC_CLASSID,3);
	PetscObjectReference((PetscObject)XU);
    }
    if (tao->XL) {
	ierr = VecDestroy(&tao->XL); CHKERRQ(ierr);
    }
    if (tao->XU) {
	ierr = VecDestroy(&tao->XU); CHKERRQ(ierr);
    }

    tao->XL = XL;
    tao->XU = XU;

    PetscFunctionReturn(0);
}
#undef __FUNCT__
#define __FUNCT__ "TaoSetVariableBoundsRoutine"
/*@C
  TaoSetVariableBoundsRoutine - Sets a function to be used to compute variable bounds

  Logically collective on TaoSolver

  Input Parameters:
+ tao - the TaoSolver context
. func - the bounds computation routine
- ctx - [optional] user-defined context for private data for the bounds computation (may be NULL)

  Calling sequence of func:
$      func (TaoSolver tao, Vec xl, Vec xu);

+ tao - the TaoSolver
. xl  - vector of lower bounds
. xu  - vector of upper bounds
- ctx - the (optional) user-defined function context

  Level: beginner

.seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

Note: The func passed in to TaoSetVariableBoundsRoutine() takes
precedence over any values set in TaoSetVariableBounds().

@*/
PetscErrorCode TaoSetVariableBoundsRoutine(TaoSolver tao, PetscErrorCode (*func)(TaoSolver, Vec, Vec, void*), void *ctx)
{
    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    tao->user_boundsP = ctx;
    tao->ops->computebounds = func;
    PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoGetVariableBounds"
PetscErrorCode TaoGetVariableBounds(TaoSolver tao, Vec *XL, Vec *XU)
{
    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (XL) {
	*XL=tao->XL;
    }
    if (XU) {
	*XU=tao->XU;
    }
    PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoComputeVariableBounds"
/*@C
   TaoComputeVariableBounds - Compute the variable bounds using the
   routine set by TaoSetVariableBoundsRoutine().

   Collective on TaoSolver

   Input Parameters:
.  tao - the TaoSolver context

   Level: developer

.seealso: TaoSetVariableBoundsRoutine(), TaoSetVariableBounds()
@*/

PetscErrorCode TaoComputeVariableBounds(TaoSolver tao)
{
    PetscErrorCode ierr;

    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (tao->ops->computebounds == NULL) {
	PetscFunctionReturn(0);
    }
    if (tao->XL == NULL || tao->XU == NULL) {
	if (tao->solution == NULL) {
	    SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeVariableBounds");
	}
	ierr = VecDuplicate(tao->solution, &tao->XL); CHKERRQ(ierr);
	ierr = VecSet(tao->XL, TAO_NINFINITY); CHKERRQ(ierr);
	ierr = VecDuplicate(tao->solution, &tao->XU); CHKERRQ(ierr);
	ierr = VecSet(tao->XU, TAO_INFINITY); CHKERRQ(ierr);
    }
    CHKMEMQ;
    ierr = (*tao->ops->computebounds)(tao,tao->XL,tao->XU,tao->user_boundsP);
    CHKERRQ(ierr);
    CHKMEMQ;

    PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoSetInequalityBounds"
/*@
  TaoSetInequalityBounds - Sets the upper and lower bounds

  Logically collective on TaoSolver

  Input Parameters:
+ tao - the TaoSolver context
. IL  - vector of lower bounds
- IU  - vector of upper bounds

  Level: beginner

.seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
@*/

PetscErrorCode TaoSetInequalityBounds(TaoSolver tao, Vec IL, Vec IU)
{
    PetscErrorCode ierr;
    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (IL) {
	PetscValidHeaderSpecific(IL,VEC_CLASSID,2);
	PetscObjectReference((PetscObject)IL);
    }
    if (IU) {
	PetscValidHeaderSpecific(IU,VEC_CLASSID,3);
	PetscObjectReference((PetscObject)IU);
    }
    if (tao->IL) {
	ierr = VecDestroy(&tao->IL); CHKERRQ(ierr);
    }
    if (tao->IU) {
	ierr = VecDestroy(&tao->IU); CHKERRQ(ierr);
    }

    tao->IL = IL;
    tao->IU = IU;

    PetscFunctionReturn(0);
}


#undef __FUNCT__
#define __FUNCT__ "TaoGetInequalityBounds"
PetscErrorCode TaoGetInequalityBounds(TaoSolver tao, Vec *IL, Vec *IU)
{
    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (IL) {
	*IL=tao->IL;
    }
    if (IU) {
	*IU=tao->IU;
    }
    PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoComputeConstraints"
/*@C
   TaoComputeConstraints - Compute the variable bounds using the
   routine set by TaoSetConstraintsRoutine().

   Collective on TaoSolver

   Input Parameters:
.  tao - the TaoSolver context

   Level: developer

.seealso: TaoSetConstraintsRoutine(), TaoComputeJacobian()
@*/

PetscErrorCode TaoComputeConstraints(TaoSolver tao, Vec X, Vec C)
{
    PetscErrorCode ierr;

    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    PetscValidHeaderSpecific(X,VEC_CLASSID,2);
    PetscValidHeaderSpecific(C,VEC_CLASSID,2);
    PetscCheckSameComm(tao,1,X,2);
    PetscCheckSameComm(tao,1,C,3);

    if (tao->ops->computeconstraints == NULL) {
      SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetConstraintsRoutine() has not been called");
    }
    if (tao->solution == NULL) {
      SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeConstraints");
    }
    ierr = PetscLogEventBegin(TaoSolver_ConstraintsEval,tao,X,C,NULL); CHKERRQ(ierr);
    PetscStackPush("TaoSolver constraints evaluation routine");
    CHKMEMQ;
    ierr = (*tao->ops->computeconstraints)(tao,X,C,tao->user_conP);
    CHKERRQ(ierr);
    CHKMEMQ;
    PetscStackPop;
    ierr = PetscLogEventEnd(TaoSolver_ConstraintsEval,tao,X,C,NULL); CHKERRQ(ierr);
    tao->nconstraints++;
    PetscFunctionReturn(0);
}


#undef __FUNCT__
#define __FUNCT__ "TaoSetConstraintsRoutine"
/*@C
  TaoSetConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

  Logically collective on TaoSolver

  Input Parameters:
+ tao - the TaoSolver context
. c   - A vector that will be used to store constraint evaluation
. func - the bounds computation routine
- ctx - [optional] user-defined context for private data for the constraints computation (may be NULL)

  Calling sequence of func:
$      func (TaoSolver tao, Vec x, Vec c, void *ctx);

+ tao - the TaoSolver
. x   - point to evaluate constraints
. c   - vector constraints evaluated at x
- ctx - the (optional) user-defined function context

  Level: intermediate

.seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariablevBounds()

@*/
PetscErrorCode TaoSetConstraintsRoutine(TaoSolver tao, Vec c, PetscErrorCode (*func)(TaoSolver, Vec, Vec, void*), void *ctx)
{
    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    tao->constraints = c;
    tao->user_conP = ctx;
    tao->ops->computeconstraints = func;
    PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoComputeDualVariables"
/*@
  TaoComputeDualVariables - Computes the dual vectors corresponding to the bounds
  of the variables

  Collective on TaoSolver

  Input Parameters:
. tao - the TaoSolver context

  Output Parameter:
+ DL - dual variable vector for the lower bounds
- DU - dual variable vector for the upper bounds

  Level: advanced

  Note:
  DL and DU should be created before calling this routine.  If calling
  this routine after using an unconstrained solver, DL and DU are set to all
  zeros.

  Level: advanced

.seealso: TaoComputeObjective(), TaoSetVariableBounds()
@*/
PetscErrorCode TaoComputeDualVariables(TaoSolver tao, Vec DL, Vec DU)
{
    PetscErrorCode ierr;
    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    PetscValidHeaderSpecific(DL,VEC_CLASSID,2);
    PetscValidHeaderSpecific(DU,VEC_CLASSID,2);
    PetscCheckSameComm(tao,1,DL,2);
    PetscCheckSameComm(tao,1,DU,3);
    if (tao->ops->computedual) {
      ierr = (*tao->ops->computedual)(tao,DL,DU); CHKERRQ(ierr);
    }  else {
      ierr = VecSet(DL,0.0); CHKERRQ(ierr);
      ierr = VecSet(DU,0.0); CHKERRQ(ierr);
    }
    PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoGetDualVariables"
/*@
  TaoGetDualVariables - Gets pointers to the dual vectors

  Collective on TaoSolver

  Input Parameters:
. tao - the TaoSolver context

  Output Parameter:
+ DE - dual variable vector for the lower bounds
- DI - dual variable vector for the upper bounds

  Level: advanced

.seealso: TaoComputeDualVariables()
@*/
PetscErrorCode TaoGetDualVariables(TaoSolver tao, Vec *DE, Vec *DI)
{
    PetscFunctionBegin;
     PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (DE) {
      *DE = tao->DE;
    }
    if (DI) {
      *DI = tao->DI;
    }
    PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "TaoSetEqualityConstraintsRoutine"
/*@C
  TaoSetEqualityConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

  Logically collective on TaoSolver

  Input Parameters:
+ tao - the TaoSolver context
. ce   - A vector that will be used to store equality constraint evaluation
. func - the bounds computation routine
- ctx - [optional] user-defined context for private data for the equality constraints computation (may be NULL)

  Calling sequence of func:
$      func (TaoSolver tao, Vec x, Vec ce, void *ctx);

+ tao - the TaoSolver
. x   - point to evaluate equality constraints
. ce   - vector of equality constraints evaluated at x
- ctx - the (optional) user-defined function context

  Level: intermediate

.seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

@*/
PetscErrorCode TaoSetEqualityConstraintsRoutine(TaoSolver tao, Vec ce, PetscErrorCode (*func)(TaoSolver, Vec, Vec, void*), void *ctx)
{
    PetscErrorCode ierr;

    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (ce) {
      PetscValidHeaderSpecific(ce,VEC_CLASSID,2);
      PetscObjectReference((PetscObject)ce);
    }
    ierr = VecDestroy(&tao->constraints_equality); CHKERRQ(ierr);

    tao->constraints_equality = ce;
    tao->user_con_equalityP = ctx;
    tao->ops->computeequalityconstraints = func;
    PetscFunctionReturn(0);
}


#undef __FUNCT__
#define __FUNCT__ "TaoSetInequalityConstraintsRoutine"
/*@C
  TaoSetInequalityConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

  Logically collective on TaoSolver

  Input Parameters:
+ tao - the TaoSolver context
. ci   - A vector that will be used to store inequality constraint evaluation
. func - the bounds computation routine
- ctx - [optional] user-defined context for private data for the inequality constraints computation (may be NULL)

  Calling sequence of func:
$      func (TaoSolver tao, Vec x, Vec ci, void *ctx);

+ tao - the TaoSolver
. x   - point to evaluate inequality constraints
. ci   - vector of inequality constraints evaluated at x
- ctx - the (optional) user-defined function context

  Level: intermediate

.seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

@*/
PetscErrorCode TaoSetInequalityConstraintsRoutine(TaoSolver tao, Vec ci, PetscErrorCode (*func)(TaoSolver, Vec, Vec, void*), void *ctx)
{
    PetscErrorCode ierr;

    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    if (ci) {
      PetscValidHeaderSpecific(ci,VEC_CLASSID,2);
      PetscObjectReference((PetscObject)ci);
    }
    ierr = VecDestroy(&tao->constraints_inequality); CHKERRQ(ierr);
    tao->constraints_inequality = ci;

    tao->user_con_inequalityP = ctx;
    tao->ops->computeinequalityconstraints = func;
    PetscFunctionReturn(0);
}


#undef __FUNCT__
#define __FUNCT__ "TaoComputeEqualityConstraints"
/*@C
   TaoComputeEqualityConstraints - Compute the variable bounds using the
   routine set by TaoSetEqualityConstraintsRoutine().

   Collective on TaoSolver

   Input Parameters:
.  tao - the TaoSolver context

   Level: developer

.seealso: TaoSetEqualityConstraintsRoutine(), TaoComputeJacobianEquality()
@*/

PetscErrorCode TaoComputeEqualityConstraints(TaoSolver tao, Vec X, Vec CE)
{
    PetscErrorCode ierr;

    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    PetscValidHeaderSpecific(X,VEC_CLASSID,2);
    PetscValidHeaderSpecific(CE,VEC_CLASSID,2);
    PetscCheckSameComm(tao,1,X,2);
    PetscCheckSameComm(tao,1,CE,3);

    if (tao->ops->computeequalityconstraints == NULL) {
      SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetEqualityConstraintsRoutine() has not been called");
    }
    if (tao->solution == NULL) {
      SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeEqualityConstraints");
    }
    ierr = PetscLogEventBegin(TaoSolver_ConstraintsEval,tao,X,CE,NULL); CHKERRQ(ierr);
    PetscStackPush("TaoSolver equality constraints evaluation routine");
    CHKMEMQ;
    ierr = (*tao->ops->computeequalityconstraints)(tao,X,CE,tao->user_con_equalityP);
    CHKERRQ(ierr);
    CHKMEMQ;
    PetscStackPop;
    ierr = PetscLogEventEnd(TaoSolver_ConstraintsEval,tao,X,CE,NULL); CHKERRQ(ierr);
    tao->nconstraints++;
    PetscFunctionReturn(0);
}


#undef __FUNCT__
#define __FUNCT__ "TaoComputeInequalityConstraints"
/*@C
   TaoComputeInequalityConstraints - Compute the variable bounds using the
   routine set by TaoSetInequalityConstraintsRoutine().

   Collective on TaoSolver

   Input Parameters:
.  tao - the TaoSolver context

   Level: developer

.seealso: TaoSetInequalityConstraintsRoutine(), TaoComputeJacobianInequality()
@*/

PetscErrorCode TaoComputeInequalityConstraints(TaoSolver tao, Vec X, Vec CI)
{
    PetscErrorCode ierr;

    PetscFunctionBegin;
    PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
    PetscValidHeaderSpecific(X,VEC_CLASSID,2);
    PetscValidHeaderSpecific(CI,VEC_CLASSID,2);
    PetscCheckSameComm(tao,1,X,2);
    PetscCheckSameComm(tao,1,CI,3);

    if (tao->ops->computeinequalityconstraints == NULL) {
      SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInequalityConstraintsRoutine() has not been called");
    }
    if (tao->solution == NULL) {
      SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeInequalityConstraints");
    }
    ierr = PetscLogEventBegin(TaoSolver_ConstraintsEval,tao,X,CI,NULL); CHKERRQ(ierr);
    PetscStackPush("TaoSolver inequality constraints evaluation routine");
    CHKMEMQ;
    ierr = (*tao->ops->computeinequalityconstraints)(tao,X,CI,tao->user_con_inequalityP);
    CHKERRQ(ierr);
    CHKMEMQ;
    PetscStackPop;
    ierr = PetscLogEventEnd(TaoSolver_ConstraintsEval,tao,X,CI,NULL); CHKERRQ(ierr);
    tao->nconstraints++;
    PetscFunctionReturn(0);
}