1af0996ceSBarry Smith #include <petsc/private/taoimpl.h> /*I "petsctao.h" I*/ 2a7e14dcfSSatish Balay 3a7e14dcfSSatish Balay /*@ 4a7e14dcfSSatish Balay TaoSetInitialVector - Sets the initial guess for the solve 5a7e14dcfSSatish Balay 6441846f8SBarry Smith Logically collective on Tao 7a7e14dcfSSatish Balay 8a7e14dcfSSatish Balay Input Parameters: 9441846f8SBarry Smith + tao - the Tao context 10a7e14dcfSSatish Balay - x0 - the initial guess 11a7e14dcfSSatish Balay 12a7e14dcfSSatish Balay Level: beginner 13a7e14dcfSSatish Balay .seealso: TaoCreate(), TaoSolve() 14a7e14dcfSSatish Balay @*/ 15a7e14dcfSSatish Balay 16441846f8SBarry Smith PetscErrorCode TaoSetInitialVector(Tao tao, Vec x0) 1745cf516eSBarry Smith { 18a7e14dcfSSatish Balay PetscErrorCode ierr; 19a7e14dcfSSatish Balay 20a7e14dcfSSatish Balay PetscFunctionBegin; 21441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 22a7e14dcfSSatish Balay if (x0) { 23a7e14dcfSSatish Balay PetscValidHeaderSpecific(x0,VEC_CLASSID,2); 24a7e14dcfSSatish Balay PetscObjectReference((PetscObject)x0); 25a7e14dcfSSatish Balay } 26a7e14dcfSSatish Balay ierr = VecDestroy(&tao->solution);CHKERRQ(ierr); 27a7e14dcfSSatish Balay tao->solution = x0; 28a7e14dcfSSatish Balay PetscFunctionReturn(0); 29a7e14dcfSSatish Balay } 30a7e14dcfSSatish Balay 31*09baa881SHong Zhang PetscErrorCode TaoTestGradient(Tao tao,Vec g1) 32*09baa881SHong Zhang { 33*09baa881SHong Zhang Vec x = tao->solution,g2,g3; 34*09baa881SHong Zhang PetscBool complete_print = PETSC_FALSE,test = PETSC_FALSE; 35*09baa881SHong Zhang PetscReal hcnorm,fdnorm,hcmax,fdmax,diffmax,diffnorm; 36*09baa881SHong Zhang PetscScalar dot; 37*09baa881SHong Zhang MPI_Comm comm; 38*09baa881SHong Zhang PetscViewer viewer; 39*09baa881SHong Zhang PetscInt tabs; 40*09baa881SHong Zhang static PetscBool directionsprinted = PETSC_FALSE; 41*09baa881SHong Zhang PetscErrorCode ierr; 42*09baa881SHong Zhang 43*09baa881SHong Zhang PetscFunctionBegin; 44*09baa881SHong Zhang ierr = PetscObjectOptionsBegin((PetscObject)tao);CHKERRQ(ierr); 45*09baa881SHong Zhang ierr = PetscOptionsName("-tao_test_gradient","Compare hand-coded and finite difference Gradients","None",&test);CHKERRQ(ierr); 46*09baa881SHong Zhang ierr = PetscOptionsBool("-tao_test_gradient_view","View difference between hand-coded and finite difference Gradients element entries","None",complete_print,&complete_print,NULL);CHKERRQ(ierr); 47*09baa881SHong Zhang ierr = PetscOptionsEnd();CHKERRQ(ierr); 48*09baa881SHong Zhang if (!test) PetscFunctionReturn(0); 49*09baa881SHong Zhang 50*09baa881SHong Zhang ierr = PetscObjectGetComm((PetscObject)tao,&comm);CHKERRQ(ierr); 51*09baa881SHong Zhang ierr = PetscViewerASCIIGetStdout(comm,&viewer);CHKERRQ(ierr); 52*09baa881SHong Zhang ierr = PetscViewerASCIIGetTab(viewer, &tabs);CHKERRQ(ierr); 53*09baa881SHong Zhang ierr = PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel);CHKERRQ(ierr); 54*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," ---------- Testing Gradient -------------\n");CHKERRQ(ierr); 55*09baa881SHong Zhang if (!complete_print && !directionsprinted) { 56*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Run with -tao_test_gradient_view and optionally -tao_test_gradient <threshold> to show difference\n");CHKERRQ(ierr); 57*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," of hand-coded and finite difference gradient entries greater than <threshold>.\n");CHKERRQ(ierr); 58*09baa881SHong Zhang } 59*09baa881SHong Zhang if (!directionsprinted) { 60*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Testing hand-coded Gradient, if (for double precision runs) ||G - Gfd||_F/||G||_F is\n");CHKERRQ(ierr); 61*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," O(1.e-8), the hand-coded Hessian is probably correct.\n");CHKERRQ(ierr); 62*09baa881SHong Zhang directionsprinted = PETSC_TRUE; 63*09baa881SHong Zhang } 64*09baa881SHong Zhang 65*09baa881SHong Zhang ierr = VecDuplicate(x,&g2);CHKERRQ(ierr); 66*09baa881SHong Zhang ierr = VecDuplicate(x,&g3);CHKERRQ(ierr); 67*09baa881SHong Zhang 68*09baa881SHong Zhang /* Compute finite difference gradient, assume the gradient is already computed by TaoComputeGradient() and put into g1 */ 69*09baa881SHong Zhang ierr = TaoDefaultComputeGradient(tao,x,g2,NULL);CHKERRQ(ierr); 70*09baa881SHong Zhang 71*09baa881SHong Zhang ierr = VecNorm(g2,NORM_2,&fdnorm);CHKERRQ(ierr); 72*09baa881SHong Zhang ierr = VecNorm(g1,NORM_2,&hcnorm);CHKERRQ(ierr); 73*09baa881SHong Zhang ierr = VecNorm(g2,NORM_INFINITY,&fdmax);CHKERRQ(ierr); 74*09baa881SHong Zhang ierr = VecNorm(g1,NORM_INFINITY,&hcmax);CHKERRQ(ierr); 75*09baa881SHong Zhang ierr = VecDot(g1,g2,&dot);CHKERRQ(ierr); 76*09baa881SHong Zhang ierr = VecCopy(g1,g3);CHKERRQ(ierr); 77*09baa881SHong Zhang ierr = VecAXPY(g3,-1.0,g2);CHKERRQ(ierr); 78*09baa881SHong Zhang ierr = VecNorm(g3,NORM_2,&diffnorm);CHKERRQ(ierr); 79*09baa881SHong Zhang ierr = VecNorm(g3,NORM_INFINITY,&diffmax);CHKERRQ(ierr); 80*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," ||Gfd|| %g, ||G|| = %g, angle cosine = (Gfd'G)/||Gfd||||G|| = %g\n", (double)fdnorm, (double)hcnorm, (double)(PetscRealPart(dot)/(fdnorm*hcnorm)));CHKERRQ(ierr); 81*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," 2-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffnorm/PetscMax(hcnorm,fdnorm)),(double)diffnorm);CHKERRQ(ierr); 82*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," max-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffmax/PetscMax(hcmax,fdmax)),(double)diffmax);CHKERRQ(ierr); 83*09baa881SHong Zhang 84*09baa881SHong Zhang if (complete_print) { 85*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Hand-coded gradient ----------\n");CHKERRQ(ierr); 86*09baa881SHong Zhang ierr = VecView(g1,viewer);CHKERRQ(ierr); 87*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Finite difference gradient ----------\n");CHKERRQ(ierr); 88*09baa881SHong Zhang ierr = VecView(g2,viewer);CHKERRQ(ierr); 89*09baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Hand-coded minus finite-difference gradient ----------\n");CHKERRQ(ierr); 90*09baa881SHong Zhang ierr = VecView(g3,viewer);CHKERRQ(ierr); 91*09baa881SHong Zhang } 92*09baa881SHong Zhang ierr = VecDestroy(&g2);CHKERRQ(ierr); 93*09baa881SHong Zhang ierr = VecDestroy(&g3);CHKERRQ(ierr); 94*09baa881SHong Zhang PetscFunctionReturn(0); 95*09baa881SHong Zhang } 96*09baa881SHong Zhang 97a7e14dcfSSatish Balay /*@ 98a7e14dcfSSatish Balay TaoComputeGradient - Computes the gradient of the objective function 99a7e14dcfSSatish Balay 100441846f8SBarry Smith Collective on Tao 101a7e14dcfSSatish Balay 102a7e14dcfSSatish Balay Input Parameters: 103441846f8SBarry Smith + tao - the Tao context 104a7e14dcfSSatish Balay - X - input vector 105a7e14dcfSSatish Balay 106a7e14dcfSSatish Balay Output Parameter: 107a7e14dcfSSatish Balay . G - gradient vector 108a7e14dcfSSatish Balay 109*09baa881SHong Zhang Options Database Keys: 110*09baa881SHong Zhang + -tao_test_gradient - compare the user provided gradient with one compute via finite differences to check for errors 111*09baa881SHong Zhang - -tao_test_gradient_display - display the user provided gradient, the finite difference gradient and the difference between them to help users detect the location of errors in the user provided gradient 112*09baa881SHong Zhang 11395452b02SPatrick Sanan Notes: 11495452b02SPatrick Sanan TaoComputeGradient() is typically used within minimization implementations, 115a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 116a7e14dcfSSatish Balay 117a7e14dcfSSatish Balay Level: advanced 118a7e14dcfSSatish Balay 119a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetGradientRoutine() 120a7e14dcfSSatish Balay @*/ 121441846f8SBarry Smith PetscErrorCode TaoComputeGradient(Tao tao, Vec X, Vec G) 122a7e14dcfSSatish Balay { 123a7e14dcfSSatish Balay PetscErrorCode ierr; 124a7e14dcfSSatish Balay PetscReal dummy; 12587f595a5SBarry Smith 126a7e14dcfSSatish Balay PetscFunctionBegin; 127441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 128a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 129a7e14dcfSSatish Balay PetscValidHeaderSpecific(G,VEC_CLASSID,2); 130a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 131a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,G,3); 132f4c1ad5cSStefano Zampini ierr = VecLockPush(X);CHKERRQ(ierr); 133a7e14dcfSSatish Balay if (tao->ops->computegradient) { 134441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 135441846f8SBarry Smith PetscStackPush("Tao user gradient evaluation routine"); 136a7e14dcfSSatish Balay ierr = (*tao->ops->computegradient)(tao,X,G,tao->user_gradP);CHKERRQ(ierr); 137a7e14dcfSSatish Balay PetscStackPop; 138441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 139a7e14dcfSSatish Balay tao->ngrads++; 140a7e14dcfSSatish Balay } else if (tao->ops->computeobjectiveandgradient) { 141441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_ObjGradientEval,tao,X,G,NULL);CHKERRQ(ierr); 142a7e14dcfSSatish Balay PetscStackPush("Tao user objective/gradient evaluation routine"); 143a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,&dummy,G,tao->user_objgradP);CHKERRQ(ierr); 144a7e14dcfSSatish Balay PetscStackPop; 145441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_ObjGradientEval,tao,X,G,NULL);CHKERRQ(ierr); 146a7e14dcfSSatish Balay tao->nfuncgrads++; 14787f595a5SBarry Smith } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetGradientRoutine() has not been called"); 148f4c1ad5cSStefano Zampini ierr = VecLockPop(X);CHKERRQ(ierr); 149*09baa881SHong Zhang 150*09baa881SHong Zhang ierr = TaoTestGradient(tao,G);CHKERRQ(ierr); 151a7e14dcfSSatish Balay PetscFunctionReturn(0); 152a7e14dcfSSatish Balay } 153a7e14dcfSSatish Balay 154a7e14dcfSSatish Balay /*@ 155a7e14dcfSSatish Balay TaoComputeObjective - Computes the objective function value at a given point 156a7e14dcfSSatish Balay 157441846f8SBarry Smith Collective on Tao 158a7e14dcfSSatish Balay 159a7e14dcfSSatish Balay Input Parameters: 160441846f8SBarry Smith + tao - the Tao context 161a7e14dcfSSatish Balay - X - input vector 162a7e14dcfSSatish Balay 163a7e14dcfSSatish Balay Output Parameter: 164a7e14dcfSSatish Balay . f - Objective value at X 165a7e14dcfSSatish Balay 16695452b02SPatrick Sanan Notes: 16795452b02SPatrick Sanan TaoComputeObjective() is typically used within minimization implementations, 168a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 169a7e14dcfSSatish Balay 170a7e14dcfSSatish Balay Level: advanced 171a7e14dcfSSatish Balay 172a7e14dcfSSatish Balay .seealso: TaoComputeGradient(), TaoComputeObjectiveAndGradient(), TaoSetObjectiveRoutine() 173a7e14dcfSSatish Balay @*/ 174441846f8SBarry Smith PetscErrorCode TaoComputeObjective(Tao tao, Vec X, PetscReal *f) 175a7e14dcfSSatish Balay { 176a7e14dcfSSatish Balay PetscErrorCode ierr; 177a7e14dcfSSatish Balay Vec temp; 17887f595a5SBarry Smith 179a7e14dcfSSatish Balay PetscFunctionBegin; 180441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 181a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 182a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 183f4c1ad5cSStefano Zampini ierr = VecLockPush(X);CHKERRQ(ierr); 184a7e14dcfSSatish Balay if (tao->ops->computeobjective) { 185441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 186441846f8SBarry Smith PetscStackPush("Tao user objective evaluation routine"); 187a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjective)(tao,X,f,tao->user_objP);CHKERRQ(ierr); 188a7e14dcfSSatish Balay PetscStackPop; 189441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 190a7e14dcfSSatish Balay tao->nfuncs++; 191a7e14dcfSSatish Balay } else if (tao->ops->computeobjectiveandgradient) { 192955c1f14SBarry Smith ierr = PetscInfo(tao,"Duplicating variable vector in order to call func/grad routine\n");CHKERRQ(ierr); 193a7e14dcfSSatish Balay ierr = VecDuplicate(X,&temp);CHKERRQ(ierr); 194441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_ObjGradientEval,tao,X,NULL,NULL);CHKERRQ(ierr); 195441846f8SBarry Smith PetscStackPush("Tao user objective/gradient evaluation routine"); 196a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,f,temp,tao->user_objgradP);CHKERRQ(ierr); 197a7e14dcfSSatish Balay PetscStackPop; 198441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_ObjGradientEval,tao,X,NULL,NULL);CHKERRQ(ierr); 199a7e14dcfSSatish Balay ierr = VecDestroy(&temp);CHKERRQ(ierr); 200a7e14dcfSSatish Balay tao->nfuncgrads++; 20187f595a5SBarry Smith } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetObjectiveRoutine() has not been called"); 202e356b196STodd Munson ierr = PetscInfo1(tao,"TAO Function evaluation: %20.19e\n",(double)(*f));CHKERRQ(ierr); 203f4c1ad5cSStefano Zampini ierr = VecLockPop(X);CHKERRQ(ierr); 204a7e14dcfSSatish Balay PetscFunctionReturn(0); 205a7e14dcfSSatish Balay } 206a7e14dcfSSatish Balay 207a7e14dcfSSatish Balay /*@ 208a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient - Computes the objective function value at a given point 209a7e14dcfSSatish Balay 210441846f8SBarry Smith Collective on Tao 211a7e14dcfSSatish Balay 212a7e14dcfSSatish Balay Input Parameters: 213441846f8SBarry Smith + tao - the Tao context 214a7e14dcfSSatish Balay - X - input vector 215a7e14dcfSSatish Balay 216a7e14dcfSSatish Balay Output Parameter: 217a7e14dcfSSatish Balay + f - Objective value at X 218a7e14dcfSSatish Balay - g - Gradient vector at X 219a7e14dcfSSatish Balay 22095452b02SPatrick Sanan Notes: 22195452b02SPatrick Sanan TaoComputeObjectiveAndGradient() is typically used within minimization implementations, 222a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 223a7e14dcfSSatish Balay 224a7e14dcfSSatish Balay Level: advanced 225a7e14dcfSSatish Balay 226a7e14dcfSSatish Balay .seealso: TaoComputeGradient(), TaoComputeObjectiveAndGradient(), TaoSetObjectiveRoutine() 227a7e14dcfSSatish Balay @*/ 228441846f8SBarry Smith PetscErrorCode TaoComputeObjectiveAndGradient(Tao tao, Vec X, PetscReal *f, Vec G) 229a7e14dcfSSatish Balay { 230a7e14dcfSSatish Balay PetscErrorCode ierr; 23187f595a5SBarry Smith 232a7e14dcfSSatish Balay PetscFunctionBegin; 233441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 234a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 235a7e14dcfSSatish Balay PetscValidHeaderSpecific(G,VEC_CLASSID,4); 236a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 237a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,G,4); 238f4c1ad5cSStefano Zampini ierr = VecLockPush(X);CHKERRQ(ierr); 239a7e14dcfSSatish Balay if (tao->ops->computeobjectiveandgradient) { 240441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_ObjGradientEval,tao,X,G,NULL);CHKERRQ(ierr); 241f4c1ad5cSStefano Zampini if (tao->ops->computegradient == TaoDefaultComputeGradient) { 242f4c1ad5cSStefano Zampini ierr = TaoComputeObjective(tao,X,f);CHKERRQ(ierr); 243f4c1ad5cSStefano Zampini ierr = TaoDefaultComputeGradient(tao,X,G,NULL);CHKERRQ(ierr); 244f4c1ad5cSStefano Zampini } else { 245441846f8SBarry Smith PetscStackPush("Tao user objective/gradient evaluation routine"); 246a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,f,G,tao->user_objgradP);CHKERRQ(ierr); 2470cbffdbaSBarry Smith PetscStackPop; 248a7e14dcfSSatish Balay } 249441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_ObjGradientEval,tao,X,G,NULL);CHKERRQ(ierr); 250a7e14dcfSSatish Balay tao->nfuncgrads++; 251a7e14dcfSSatish Balay } else if (tao->ops->computeobjective && tao->ops->computegradient) { 252441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 253441846f8SBarry Smith PetscStackPush("Tao user objective evaluation routine"); 254a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjective)(tao,X,f,tao->user_objP);CHKERRQ(ierr); 255a7e14dcfSSatish Balay PetscStackPop; 256441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 257a7e14dcfSSatish Balay tao->nfuncs++; 258441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 259441846f8SBarry Smith PetscStackPush("Tao user gradient evaluation routine"); 260a7e14dcfSSatish Balay ierr = (*tao->ops->computegradient)(tao,X,G,tao->user_gradP);CHKERRQ(ierr); 261a7e14dcfSSatish Balay PetscStackPop; 262441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 263a7e14dcfSSatish Balay tao->ngrads++; 26487f595a5SBarry Smith } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetObjectiveRoutine() or TaoSetGradientRoutine() not set"); 265e356b196STodd Munson ierr = PetscInfo1(tao,"TAO Function evaluation: %20.19e\n",(double)(*f));CHKERRQ(ierr); 266f4c1ad5cSStefano Zampini ierr = VecLockPop(X);CHKERRQ(ierr); 267a7e14dcfSSatish Balay PetscFunctionReturn(0); 268a7e14dcfSSatish Balay } 269a7e14dcfSSatish Balay 270a7e14dcfSSatish Balay /*@C 271a7e14dcfSSatish Balay TaoSetObjectiveRoutine - Sets the function evaluation routine for minimization 272a7e14dcfSSatish Balay 273441846f8SBarry Smith Logically collective on Tao 274a7e14dcfSSatish Balay 275a7e14dcfSSatish Balay Input Parameter: 276441846f8SBarry Smith + tao - the Tao context 277a7e14dcfSSatish Balay . func - the objective function 278a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation 2796c23d075SBarry Smith routine (may be NULL) 280a7e14dcfSSatish Balay 281a7e14dcfSSatish Balay Calling sequence of func: 282441846f8SBarry Smith $ func (Tao tao, Vec x, PetscReal *f, void *ctx); 283a7e14dcfSSatish Balay 284a7e14dcfSSatish Balay + x - input vector 285a7e14dcfSSatish Balay . f - function value 286a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 287a7e14dcfSSatish Balay 288a7e14dcfSSatish Balay Level: beginner 289a7e14dcfSSatish Balay 290a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 291a7e14dcfSSatish Balay @*/ 292441846f8SBarry Smith PetscErrorCode TaoSetObjectiveRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal*,void*),void *ctx) 293a7e14dcfSSatish Balay { 294a7e14dcfSSatish Balay PetscFunctionBegin; 295441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 296a7e14dcfSSatish Balay tao->user_objP = ctx; 297a7e14dcfSSatish Balay tao->ops->computeobjective = func; 298a7e14dcfSSatish Balay PetscFunctionReturn(0); 299a7e14dcfSSatish Balay } 300a7e14dcfSSatish Balay 301a7e14dcfSSatish Balay /*@C 302a7e14dcfSSatish Balay TaoSetSeparableObjectiveRoutine - Sets the function evaluation routine for least-square applications 303a7e14dcfSSatish Balay 304441846f8SBarry Smith Logically collective on Tao 305a7e14dcfSSatish Balay 306a7e14dcfSSatish Balay Input Parameter: 307441846f8SBarry Smith + tao - the Tao context 308a7e14dcfSSatish Balay . func - the objective function evaluation routine 309a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation 3106c23d075SBarry Smith routine (may be NULL) 311a7e14dcfSSatish Balay 312a7e14dcfSSatish Balay Calling sequence of func: 313441846f8SBarry Smith $ func (Tao tao, Vec x, Vec f, void *ctx); 314a7e14dcfSSatish Balay 315a7e14dcfSSatish Balay + x - input vector 316a7e14dcfSSatish Balay . f - function value vector 317a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 318a7e14dcfSSatish Balay 319a7e14dcfSSatish Balay Level: beginner 320a7e14dcfSSatish Balay 321a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetJacobianRoutine() 322a7e14dcfSSatish Balay @*/ 323441846f8SBarry Smith PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec sepobj, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) 324a7e14dcfSSatish Balay { 325a7e14dcfSSatish Balay PetscFunctionBegin; 326441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 327a7e14dcfSSatish Balay PetscValidHeaderSpecific(sepobj, VEC_CLASSID,2); 328a7e14dcfSSatish Balay tao->user_sepobjP = ctx; 329a7e14dcfSSatish Balay tao->sep_objective = sepobj; 330a7e14dcfSSatish Balay tao->ops->computeseparableobjective = func; 331a7e14dcfSSatish Balay PetscFunctionReturn(0); 332a7e14dcfSSatish Balay } 333a7e14dcfSSatish Balay 3348b7a9b22SJason Sarich /*@ 3358b7a9b22SJason Sarich TaoSetSeparableObjectiveWeights - Give weights for the separable objective values. A vector can be used if only diagonal terms are used, otherwise a matrix can be give. If this function is not used, or if sigma_v and sigma_w are both NULL, then the default identity matrix will be used for weights. 3368b7a9b22SJason Sarich 3378b7a9b22SJason Sarich Collective on Tao 3388b7a9b22SJason Sarich 3398b7a9b22SJason Sarich Input Parameters: 3408b7a9b22SJason Sarich + tao - the Tao context 3418b7a9b22SJason Sarich . sigma_v - vector of weights (diagonal terms only) 3428b7a9b22SJason Sarich . n - the number of weights (if using off-diagonal) 3438b7a9b22SJason Sarich . rows - index list of rows for sigma_w 3448b7a9b22SJason Sarich . cols - index list of columns for sigma_w 3458b7a9b22SJason Sarich - vals - array of weights 3468b7a9b22SJason Sarich 3478b7a9b22SJason Sarich 3488b7a9b22SJason Sarich 3498b7a9b22SJason Sarich Note: Either sigma_v or sigma_w (or both) should be NULL 3508b7a9b22SJason Sarich 3518b7a9b22SJason Sarich Level: intermediate 3528b7a9b22SJason Sarich 3538b7a9b22SJason Sarich .seealso: TaoSetSeparableObjectiveRoutine() 3548b7a9b22SJason Sarich @*/ 3558b7a9b22SJason Sarich PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) 3568b7a9b22SJason Sarich { 3578b7a9b22SJason Sarich PetscErrorCode ierr; 3588b7a9b22SJason Sarich PetscInt i; 3598b7a9b22SJason Sarich PetscFunctionBegin; 3608b7a9b22SJason Sarich PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 3618b7a9b22SJason Sarich ierr = VecDestroy(&tao->sep_weights_v);CHKERRQ(ierr); 3628b7a9b22SJason Sarich tao->sep_weights_v=sigma_v; 3638b7a9b22SJason Sarich if (sigma_v) { 3648b7a9b22SJason Sarich ierr = PetscObjectReference((PetscObject)sigma_v);CHKERRQ(ierr); 3658b7a9b22SJason Sarich } 3668b7a9b22SJason Sarich if (vals) { 3678b7a9b22SJason Sarich if (tao->sep_weights_n) { 3688b7a9b22SJason Sarich ierr = PetscFree(tao->sep_weights_rows);CHKERRQ(ierr); 3698b7a9b22SJason Sarich ierr = PetscFree(tao->sep_weights_cols);CHKERRQ(ierr); 3708b7a9b22SJason Sarich ierr = PetscFree(tao->sep_weights_w);CHKERRQ(ierr); 3718b7a9b22SJason Sarich } 3728b7a9b22SJason Sarich ierr = PetscMalloc1(n,&tao->sep_weights_rows);CHKERRQ(ierr); 3738b7a9b22SJason Sarich ierr = PetscMalloc1(n,&tao->sep_weights_cols);CHKERRQ(ierr); 3748b7a9b22SJason Sarich ierr = PetscMalloc1(n,&tao->sep_weights_w);CHKERRQ(ierr); 3758b7a9b22SJason Sarich tao->sep_weights_n=n; 3768b7a9b22SJason Sarich for (i=0;i<n;i++) { 3778b7a9b22SJason Sarich tao->sep_weights_rows[i]=rows[i]; 3788b7a9b22SJason Sarich tao->sep_weights_cols[i]=cols[i]; 3798b7a9b22SJason Sarich tao->sep_weights_w[i]=vals[i]; 3808b7a9b22SJason Sarich } 3818b7a9b22SJason Sarich } else { 3828b7a9b22SJason Sarich tao->sep_weights_n=0; 3838b7a9b22SJason Sarich tao->sep_weights_rows=0; 3848b7a9b22SJason Sarich tao->sep_weights_cols=0; 3858b7a9b22SJason Sarich } 3868b7a9b22SJason Sarich PetscFunctionReturn(0); 3878b7a9b22SJason Sarich } 388a7e14dcfSSatish Balay /*@ 389a7e14dcfSSatish Balay TaoComputeSeparableObjective - Computes a separable objective function vector at a given point (for least-square applications) 390a7e14dcfSSatish Balay 391441846f8SBarry Smith Collective on Tao 392a7e14dcfSSatish Balay 393a7e14dcfSSatish Balay Input Parameters: 394441846f8SBarry Smith + tao - the Tao context 395a7e14dcfSSatish Balay - X - input vector 396a7e14dcfSSatish Balay 397a7e14dcfSSatish Balay Output Parameter: 398a7e14dcfSSatish Balay . f - Objective vector at X 399a7e14dcfSSatish Balay 40095452b02SPatrick Sanan Notes: 40195452b02SPatrick Sanan TaoComputeSeparableObjective() is typically used within minimization implementations, 402a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 403a7e14dcfSSatish Balay 404a7e14dcfSSatish Balay Level: advanced 405a7e14dcfSSatish Balay 406a7e14dcfSSatish Balay .seealso: TaoSetSeparableObjectiveRoutine() 407a7e14dcfSSatish Balay @*/ 408441846f8SBarry Smith PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F) 409a7e14dcfSSatish Balay { 410a7e14dcfSSatish Balay PetscErrorCode ierr; 41187f595a5SBarry Smith 412a7e14dcfSSatish Balay PetscFunctionBegin; 413441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 414a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 415a7e14dcfSSatish Balay PetscValidHeaderSpecific(F,VEC_CLASSID,3); 416a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 417a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,F,3); 418a7e14dcfSSatish Balay if (tao->ops->computeseparableobjective) { 419441846f8SBarry Smith ierr = PetscLogEventBegin(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 420441846f8SBarry Smith PetscStackPush("Tao user separable objective evaluation routine"); 421a7e14dcfSSatish Balay ierr = (*tao->ops->computeseparableobjective)(tao,X,F,tao->user_sepobjP);CHKERRQ(ierr); 422a7e14dcfSSatish Balay PetscStackPop; 423441846f8SBarry Smith ierr = PetscLogEventEnd(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 424a7e14dcfSSatish Balay tao->nfuncs++; 42587f595a5SBarry Smith } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetSeparableObjectiveRoutine() has not been called"); 426a7e14dcfSSatish Balay ierr = PetscInfo(tao,"TAO separable function evaluation.\n");CHKERRQ(ierr); 427a7e14dcfSSatish Balay PetscFunctionReturn(0); 428a7e14dcfSSatish Balay } 429a7e14dcfSSatish Balay 430a7e14dcfSSatish Balay /*@C 431a7e14dcfSSatish Balay TaoSetGradientRoutine - Sets the gradient evaluation routine for minimization 432a7e14dcfSSatish Balay 433441846f8SBarry Smith Logically collective on Tao 434a7e14dcfSSatish Balay 435a7e14dcfSSatish Balay Input Parameter: 436441846f8SBarry Smith + tao - the Tao context 437a7e14dcfSSatish Balay . func - the gradient function 438a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation 4396c23d075SBarry Smith routine (may be NULL) 440a7e14dcfSSatish Balay 441a7e14dcfSSatish Balay Calling sequence of func: 442441846f8SBarry Smith $ func (Tao tao, Vec x, Vec g, void *ctx); 443a7e14dcfSSatish Balay 444a7e14dcfSSatish Balay + x - input vector 445a7e14dcfSSatish Balay . g - gradient value (output) 446a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 447a7e14dcfSSatish Balay 448a7e14dcfSSatish Balay Level: beginner 449a7e14dcfSSatish Balay 450a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 451a7e14dcfSSatish Balay @*/ 452441846f8SBarry Smith PetscErrorCode TaoSetGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) 453a7e14dcfSSatish Balay { 454a7e14dcfSSatish Balay PetscFunctionBegin; 455441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 456a7e14dcfSSatish Balay tao->user_gradP = ctx; 457a7e14dcfSSatish Balay tao->ops->computegradient = func; 458a7e14dcfSSatish Balay PetscFunctionReturn(0); 459a7e14dcfSSatish Balay } 460a7e14dcfSSatish Balay 461a7e14dcfSSatish Balay /*@C 462a7e14dcfSSatish Balay TaoSetObjectiveAndGradientRoutine - Sets a combined objective function and gradient evaluation routine for minimization 463a7e14dcfSSatish Balay 464441846f8SBarry Smith Logically collective on Tao 465a7e14dcfSSatish Balay 466a7e14dcfSSatish Balay Input Parameter: 467441846f8SBarry Smith + tao - the Tao context 468a7e14dcfSSatish Balay . func - the gradient function 469a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation 4706c23d075SBarry Smith routine (may be NULL) 471a7e14dcfSSatish Balay 472a7e14dcfSSatish Balay Calling sequence of func: 47317477c02SJason Sarich $ func (Tao tao, Vec x, PetscReal *f, Vec g, void *ctx); 474a7e14dcfSSatish Balay 475a7e14dcfSSatish Balay + x - input vector 47617477c02SJason Sarich . f - objective value (output) 477a7e14dcfSSatish Balay . g - gradient value (output) 478a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 479a7e14dcfSSatish Balay 480a7e14dcfSSatish Balay Level: beginner 481a7e14dcfSSatish Balay 482a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 483a7e14dcfSSatish Balay @*/ 484441846f8SBarry Smith PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void*), void *ctx) 485a7e14dcfSSatish Balay { 486a7e14dcfSSatish Balay PetscFunctionBegin; 487441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 488a7e14dcfSSatish Balay tao->user_objgradP = ctx; 489a7e14dcfSSatish Balay tao->ops->computeobjectiveandgradient = func; 490a7e14dcfSSatish Balay PetscFunctionReturn(0); 491a7e14dcfSSatish Balay } 492a7e14dcfSSatish Balay 493a7e14dcfSSatish Balay /*@ 494a7e14dcfSSatish Balay TaoIsObjectiveDefined -- Checks to see if the user has 495a7e14dcfSSatish Balay declared an objective-only routine. Useful for determining when 496a7e14dcfSSatish Balay it is appropriate to call TaoComputeObjective() or 497a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient() 498a7e14dcfSSatish Balay 499441846f8SBarry Smith Collective on Tao 500a7e14dcfSSatish Balay 501a7e14dcfSSatish Balay Input Parameter: 502441846f8SBarry Smith + tao - the Tao context 503a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective function routine is set by user, 504a7e14dcfSSatish Balay PETSC_FALSE otherwise 505a7e14dcfSSatish Balay Level: developer 506a7e14dcfSSatish Balay 507a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoIsGradientDefined(), TaoIsObjectiveAndGradientDefined() 508a7e14dcfSSatish Balay @*/ 509441846f8SBarry Smith PetscErrorCode TaoIsObjectiveDefined(Tao tao, PetscBool *flg) 510a7e14dcfSSatish Balay { 511a7e14dcfSSatish Balay PetscFunctionBegin; 512441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 51345cf516eSBarry Smith if (tao->ops->computeobjective == 0) *flg = PETSC_FALSE; 51445cf516eSBarry Smith else *flg = PETSC_TRUE; 515a7e14dcfSSatish Balay PetscFunctionReturn(0); 516a7e14dcfSSatish Balay } 517a7e14dcfSSatish Balay 518a7e14dcfSSatish Balay /*@ 519a7e14dcfSSatish Balay TaoIsGradientDefined -- Checks to see if the user has 520a7e14dcfSSatish Balay declared an objective-only routine. Useful for determining when 521a7e14dcfSSatish Balay it is appropriate to call TaoComputeGradient() or 522a7e14dcfSSatish Balay TaoComputeGradientAndGradient() 523a7e14dcfSSatish Balay 524a7e14dcfSSatish Balay Not Collective 525a7e14dcfSSatish Balay 526a7e14dcfSSatish Balay Input Parameter: 527441846f8SBarry Smith + tao - the Tao context 528a7e14dcfSSatish Balay - ctx - PETSC_TRUE if gradient routine is set by user, PETSC_FALSE otherwise 529a7e14dcfSSatish Balay Level: developer 530a7e14dcfSSatish Balay 531a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoIsObjectiveDefined(), TaoIsObjectiveAndGradientDefined() 532a7e14dcfSSatish Balay @*/ 533441846f8SBarry Smith PetscErrorCode TaoIsGradientDefined(Tao tao, PetscBool *flg) 534a7e14dcfSSatish Balay { 535a7e14dcfSSatish Balay PetscFunctionBegin; 536441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 53745cf516eSBarry Smith if (tao->ops->computegradient == 0) *flg = PETSC_FALSE; 53845cf516eSBarry Smith else *flg = PETSC_TRUE; 539a7e14dcfSSatish Balay PetscFunctionReturn(0); 540a7e14dcfSSatish Balay } 541a7e14dcfSSatish Balay 542a7e14dcfSSatish Balay /*@ 543a7e14dcfSSatish Balay TaoIsObjectiveAndGradientDefined -- Checks to see if the user has 544a7e14dcfSSatish Balay declared a joint objective/gradient routine. Useful for determining when 545a7e14dcfSSatish Balay it is appropriate to call TaoComputeObjective() or 546a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient() 547a7e14dcfSSatish Balay 548a7e14dcfSSatish Balay Not Collective 549a7e14dcfSSatish Balay 550a7e14dcfSSatish Balay Input Parameter: 551441846f8SBarry Smith + tao - the Tao context 552a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective/gradient routine is set by user, PETSC_FALSE otherwise 553a7e14dcfSSatish Balay Level: developer 554a7e14dcfSSatish Balay 555a7e14dcfSSatish Balay .seealso: TaoSetObjectiveAndGradientRoutine(), TaoIsObjectiveDefined(), TaoIsGradientDefined() 556a7e14dcfSSatish Balay @*/ 557441846f8SBarry Smith PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao tao, PetscBool *flg) 558a7e14dcfSSatish Balay { 559a7e14dcfSSatish Balay PetscFunctionBegin; 560441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 56145cf516eSBarry Smith if (tao->ops->computeobjectiveandgradient == 0) *flg = PETSC_FALSE; 56245cf516eSBarry Smith else *flg = PETSC_TRUE; 563a7e14dcfSSatish Balay PetscFunctionReturn(0); 564a7e14dcfSSatish Balay } 565