xref: /petsc/src/tao/interface/taosolver_fg.c (revision 0ebee16d61c2e067d90b4647dd39d0134a8a2601)
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 
31412cdd55SHong Zhang PetscErrorCode TaoTestGradient(Tao tao,Vec x,Vec g1)
3209baa881SHong Zhang {
33412cdd55SHong Zhang   Vec               g2,g3;
3409baa881SHong Zhang   PetscBool         complete_print = PETSC_FALSE,test = PETSC_FALSE;
3509baa881SHong Zhang   PetscReal         hcnorm,fdnorm,hcmax,fdmax,diffmax,diffnorm;
3609baa881SHong Zhang   PetscScalar       dot;
3709baa881SHong Zhang   MPI_Comm          comm;
38913eda9aSHong Zhang   PetscViewer       viewer,mviewer;
39913eda9aSHong Zhang   PetscViewerFormat format;
4009baa881SHong Zhang   PetscInt          tabs;
4109baa881SHong Zhang   static PetscBool  directionsprinted = PETSC_FALSE;
4209baa881SHong Zhang   PetscErrorCode    ierr;
4309baa881SHong Zhang 
4409baa881SHong Zhang   PetscFunctionBegin;
4509baa881SHong Zhang   ierr = PetscObjectOptionsBegin((PetscObject)tao);CHKERRQ(ierr);
4609baa881SHong Zhang   ierr = PetscOptionsName("-tao_test_gradient","Compare hand-coded and finite difference Gradients","None",&test);CHKERRQ(ierr);
47913eda9aSHong Zhang   ierr = PetscOptionsViewer("-tao_test_gradient_view","View difference between hand-coded and finite difference Gradients element entries","None",&mviewer,&format,&complete_print);CHKERRQ(ierr);
4809baa881SHong Zhang   ierr = PetscOptionsEnd();CHKERRQ(ierr);
4909baa881SHong Zhang   if (!test) PetscFunctionReturn(0);
5009baa881SHong Zhang 
5109baa881SHong Zhang   ierr = PetscObjectGetComm((PetscObject)tao,&comm);CHKERRQ(ierr);
5209baa881SHong Zhang   ierr = PetscViewerASCIIGetStdout(comm,&viewer);CHKERRQ(ierr);
5309baa881SHong Zhang   ierr = PetscViewerASCIIGetTab(viewer, &tabs);CHKERRQ(ierr);
5409baa881SHong Zhang   ierr = PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel);CHKERRQ(ierr);
5509baa881SHong Zhang   ierr = PetscViewerASCIIPrintf(viewer,"  ---------- Testing Gradient -------------\n");CHKERRQ(ierr);
5609baa881SHong Zhang   if (!complete_print && !directionsprinted) {
5709baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Run with -tao_test_gradient_view and optionally -tao_test_gradient <threshold> to show difference\n");CHKERRQ(ierr);
5809baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"    of hand-coded and finite difference gradient entries greater than <threshold>.\n");CHKERRQ(ierr);
5909baa881SHong Zhang   }
6009baa881SHong Zhang   if (!directionsprinted) {
6109baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Testing hand-coded Gradient, if (for double precision runs) ||G - Gfd||_F/||G||_F is\n");CHKERRQ(ierr);
6209baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"    O(1.e-8), the hand-coded Hessian is probably correct.\n");CHKERRQ(ierr);
6309baa881SHong Zhang     directionsprinted = PETSC_TRUE;
6409baa881SHong Zhang   }
65913eda9aSHong Zhang   if (complete_print) {
66913eda9aSHong Zhang     ierr = PetscViewerPushFormat(mviewer,format);CHKERRQ(ierr);
67913eda9aSHong Zhang   }
6809baa881SHong Zhang 
6909baa881SHong Zhang   ierr = VecDuplicate(x,&g2);CHKERRQ(ierr);
7009baa881SHong Zhang   ierr = VecDuplicate(x,&g3);CHKERRQ(ierr);
7109baa881SHong Zhang 
7209baa881SHong Zhang   /* Compute finite difference gradient, assume the gradient is already computed by TaoComputeGradient() and put into g1 */
7309baa881SHong Zhang   ierr = TaoDefaultComputeGradient(tao,x,g2,NULL);CHKERRQ(ierr);
7409baa881SHong Zhang 
7509baa881SHong Zhang   ierr = VecNorm(g2,NORM_2,&fdnorm);CHKERRQ(ierr);
7609baa881SHong Zhang   ierr = VecNorm(g1,NORM_2,&hcnorm);CHKERRQ(ierr);
7709baa881SHong Zhang   ierr = VecNorm(g2,NORM_INFINITY,&fdmax);CHKERRQ(ierr);
7809baa881SHong Zhang   ierr = VecNorm(g1,NORM_INFINITY,&hcmax);CHKERRQ(ierr);
7909baa881SHong Zhang   ierr = VecDot(g1,g2,&dot);CHKERRQ(ierr);
8009baa881SHong Zhang   ierr = VecCopy(g1,g3);CHKERRQ(ierr);
8109baa881SHong Zhang   ierr = VecAXPY(g3,-1.0,g2);CHKERRQ(ierr);
8209baa881SHong Zhang   ierr = VecNorm(g3,NORM_2,&diffnorm);CHKERRQ(ierr);
8309baa881SHong Zhang   ierr = VecNorm(g3,NORM_INFINITY,&diffmax);CHKERRQ(ierr);
8409baa881SHong 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);
8509baa881SHong Zhang   ierr = PetscViewerASCIIPrintf(viewer,"  2-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffnorm/PetscMax(hcnorm,fdnorm)),(double)diffnorm);CHKERRQ(ierr);
8609baa881SHong Zhang   ierr = PetscViewerASCIIPrintf(viewer,"  max-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffmax/PetscMax(hcmax,fdmax)),(double)diffmax);CHKERRQ(ierr);
8709baa881SHong Zhang 
8809baa881SHong Zhang   if (complete_print) {
8909baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Hand-coded gradient ----------\n");CHKERRQ(ierr);
90913eda9aSHong Zhang     ierr = VecView(g1,mviewer);CHKERRQ(ierr);
9109baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Finite difference gradient ----------\n");CHKERRQ(ierr);
92913eda9aSHong Zhang     ierr = VecView(g2,mviewer);CHKERRQ(ierr);
9309baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Hand-coded minus finite-difference gradient ----------\n");CHKERRQ(ierr);
94913eda9aSHong Zhang     ierr = VecView(g3,mviewer);CHKERRQ(ierr);
9509baa881SHong Zhang   }
9609baa881SHong Zhang   ierr = VecDestroy(&g2);CHKERRQ(ierr);
9709baa881SHong Zhang   ierr = VecDestroy(&g3);CHKERRQ(ierr);
98913eda9aSHong Zhang 
99913eda9aSHong Zhang   if (complete_print) {
100913eda9aSHong Zhang     ierr = PetscViewerPopFormat(mviewer);CHKERRQ(ierr);
101913eda9aSHong Zhang   }
102913eda9aSHong Zhang   ierr = PetscViewerASCIISetTab(viewer,tabs);CHKERRQ(ierr);
10309baa881SHong Zhang   PetscFunctionReturn(0);
10409baa881SHong Zhang }
10509baa881SHong Zhang 
106a7e14dcfSSatish Balay /*@
107a7e14dcfSSatish Balay   TaoComputeGradient - Computes the gradient of the objective function
108a7e14dcfSSatish Balay 
109441846f8SBarry Smith   Collective on Tao
110a7e14dcfSSatish Balay 
111a7e14dcfSSatish Balay   Input Parameters:
112441846f8SBarry Smith + tao - the Tao context
113a7e14dcfSSatish Balay - X - input vector
114a7e14dcfSSatish Balay 
115a7e14dcfSSatish Balay   Output Parameter:
116a7e14dcfSSatish Balay . G - gradient vector
117a7e14dcfSSatish Balay 
11809baa881SHong Zhang   Options Database Keys:
11909baa881SHong Zhang +    -tao_test_gradient - compare the user provided gradient with one compute via finite differences to check for errors
120dfe02fe6SHong Zhang -    -tao_test_gradient_view - 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
12109baa881SHong Zhang 
12295452b02SPatrick Sanan   Notes:
12395452b02SPatrick Sanan     TaoComputeGradient() is typically used within minimization implementations,
124a7e14dcfSSatish Balay   so most users would not generally call this routine themselves.
125a7e14dcfSSatish Balay 
126a7e14dcfSSatish Balay   Level: advanced
127a7e14dcfSSatish Balay 
128a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetGradientRoutine()
129a7e14dcfSSatish Balay @*/
130441846f8SBarry Smith PetscErrorCode TaoComputeGradient(Tao tao, Vec X, Vec G)
131a7e14dcfSSatish Balay {
132a7e14dcfSSatish Balay   PetscErrorCode ierr;
133a7e14dcfSSatish Balay   PetscReal      dummy;
13487f595a5SBarry Smith 
135a7e14dcfSSatish Balay   PetscFunctionBegin;
136441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
137a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X,VEC_CLASSID,2);
138a7e14dcfSSatish Balay   PetscValidHeaderSpecific(G,VEC_CLASSID,2);
139a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
140a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,G,3);
141f4c1ad5cSStefano Zampini   ierr = VecLockPush(X);CHKERRQ(ierr);
142a7e14dcfSSatish Balay   if (tao->ops->computegradient) {
143*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr);
144441846f8SBarry Smith     PetscStackPush("Tao user gradient evaluation routine");
145a7e14dcfSSatish Balay     ierr = (*tao->ops->computegradient)(tao,X,G,tao->user_gradP);CHKERRQ(ierr);
146a7e14dcfSSatish Balay     PetscStackPop;
147*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr);
148a7e14dcfSSatish Balay     tao->ngrads++;
149a7e14dcfSSatish Balay   } else if (tao->ops->computeobjectiveandgradient) {
150*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr);
151a7e14dcfSSatish Balay     PetscStackPush("Tao user objective/gradient evaluation routine");
152a7e14dcfSSatish Balay     ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,&dummy,G,tao->user_objgradP);CHKERRQ(ierr);
153a7e14dcfSSatish Balay     PetscStackPop;
154*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr);
155a7e14dcfSSatish Balay     tao->nfuncgrads++;
15687f595a5SBarry Smith   } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetGradientRoutine() has not been called");
157f4c1ad5cSStefano Zampini   ierr = VecLockPop(X);CHKERRQ(ierr);
15809baa881SHong Zhang 
159412cdd55SHong Zhang   ierr = TaoTestGradient(tao,X,G);CHKERRQ(ierr);
160a7e14dcfSSatish Balay   PetscFunctionReturn(0);
161a7e14dcfSSatish Balay }
162a7e14dcfSSatish Balay 
163a7e14dcfSSatish Balay /*@
164a7e14dcfSSatish Balay   TaoComputeObjective - Computes the objective function value at a given point
165a7e14dcfSSatish Balay 
166441846f8SBarry Smith   Collective on Tao
167a7e14dcfSSatish Balay 
168a7e14dcfSSatish Balay   Input Parameters:
169441846f8SBarry Smith + tao - the Tao context
170a7e14dcfSSatish Balay - X - input vector
171a7e14dcfSSatish Balay 
172a7e14dcfSSatish Balay   Output Parameter:
173a7e14dcfSSatish Balay . f - Objective value at X
174a7e14dcfSSatish Balay 
17595452b02SPatrick Sanan   Notes:
17695452b02SPatrick Sanan     TaoComputeObjective() is typically used within minimization implementations,
177a7e14dcfSSatish Balay   so most users would not generally call this routine themselves.
178a7e14dcfSSatish Balay 
179a7e14dcfSSatish Balay   Level: advanced
180a7e14dcfSSatish Balay 
181a7e14dcfSSatish Balay .seealso: TaoComputeGradient(), TaoComputeObjectiveAndGradient(), TaoSetObjectiveRoutine()
182a7e14dcfSSatish Balay @*/
183441846f8SBarry Smith PetscErrorCode TaoComputeObjective(Tao tao, Vec X, PetscReal *f)
184a7e14dcfSSatish Balay {
185a7e14dcfSSatish Balay   PetscErrorCode ierr;
186a7e14dcfSSatish Balay   Vec            temp;
18787f595a5SBarry Smith 
188a7e14dcfSSatish Balay   PetscFunctionBegin;
189441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
190a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X,VEC_CLASSID,2);
191a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
192f4c1ad5cSStefano Zampini   ierr = VecLockPush(X);CHKERRQ(ierr);
193a7e14dcfSSatish Balay   if (tao->ops->computeobjective) {
194*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
195441846f8SBarry Smith     PetscStackPush("Tao user objective evaluation routine");
196a7e14dcfSSatish Balay     ierr = (*tao->ops->computeobjective)(tao,X,f,tao->user_objP);CHKERRQ(ierr);
197a7e14dcfSSatish Balay     PetscStackPop;
198*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
199a7e14dcfSSatish Balay     tao->nfuncs++;
200a7e14dcfSSatish Balay   } else if (tao->ops->computeobjectiveandgradient) {
201955c1f14SBarry Smith     ierr = PetscInfo(tao,"Duplicating variable vector in order to call func/grad routine\n");CHKERRQ(ierr);
202a7e14dcfSSatish Balay     ierr = VecDuplicate(X,&temp);CHKERRQ(ierr);
203*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_ObjGradEval,tao,X,NULL,NULL);CHKERRQ(ierr);
204441846f8SBarry Smith     PetscStackPush("Tao user objective/gradient evaluation routine");
205a7e14dcfSSatish Balay     ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,f,temp,tao->user_objgradP);CHKERRQ(ierr);
206a7e14dcfSSatish Balay     PetscStackPop;
207*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_ObjGradEval,tao,X,NULL,NULL);CHKERRQ(ierr);
208a7e14dcfSSatish Balay     ierr = VecDestroy(&temp);CHKERRQ(ierr);
209a7e14dcfSSatish Balay     tao->nfuncgrads++;
21087f595a5SBarry Smith   }  else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetObjectiveRoutine() has not been called");
211e356b196STodd Munson   ierr = PetscInfo1(tao,"TAO Function evaluation: %20.19e\n",(double)(*f));CHKERRQ(ierr);
212f4c1ad5cSStefano Zampini   ierr = VecLockPop(X);CHKERRQ(ierr);
213a7e14dcfSSatish Balay   PetscFunctionReturn(0);
214a7e14dcfSSatish Balay }
215a7e14dcfSSatish Balay 
216a7e14dcfSSatish Balay /*@
217a7e14dcfSSatish Balay   TaoComputeObjectiveAndGradient - Computes the objective function value at a given point
218a7e14dcfSSatish Balay 
219441846f8SBarry Smith   Collective on Tao
220a7e14dcfSSatish Balay 
221a7e14dcfSSatish Balay   Input Parameters:
222441846f8SBarry Smith + tao - the Tao context
223a7e14dcfSSatish Balay - X - input vector
224a7e14dcfSSatish Balay 
225a7e14dcfSSatish Balay   Output Parameter:
226a7e14dcfSSatish Balay + f - Objective value at X
227a7e14dcfSSatish Balay - g - Gradient vector at X
228a7e14dcfSSatish Balay 
22995452b02SPatrick Sanan   Notes:
23095452b02SPatrick Sanan     TaoComputeObjectiveAndGradient() is typically used within minimization implementations,
231a7e14dcfSSatish Balay   so most users would not generally call this routine themselves.
232a7e14dcfSSatish Balay 
233a7e14dcfSSatish Balay   Level: advanced
234a7e14dcfSSatish Balay 
235a7e14dcfSSatish Balay .seealso: TaoComputeGradient(), TaoComputeObjectiveAndGradient(), TaoSetObjectiveRoutine()
236a7e14dcfSSatish Balay @*/
237441846f8SBarry Smith PetscErrorCode TaoComputeObjectiveAndGradient(Tao tao, Vec X, PetscReal *f, Vec G)
238a7e14dcfSSatish Balay {
239a7e14dcfSSatish Balay   PetscErrorCode ierr;
24087f595a5SBarry Smith 
241a7e14dcfSSatish Balay   PetscFunctionBegin;
242441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
243a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X,VEC_CLASSID,2);
244a7e14dcfSSatish Balay   PetscValidHeaderSpecific(G,VEC_CLASSID,4);
245a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
246a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,G,4);
247f4c1ad5cSStefano Zampini   ierr = VecLockPush(X);CHKERRQ(ierr);
248a7e14dcfSSatish Balay   if (tao->ops->computeobjectiveandgradient) {
249*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr);
250f4c1ad5cSStefano Zampini     if (tao->ops->computegradient == TaoDefaultComputeGradient) {
251f4c1ad5cSStefano Zampini       ierr = TaoComputeObjective(tao,X,f);CHKERRQ(ierr);
252f4c1ad5cSStefano Zampini       ierr = TaoDefaultComputeGradient(tao,X,G,NULL);CHKERRQ(ierr);
253f4c1ad5cSStefano Zampini     } else {
254441846f8SBarry Smith       PetscStackPush("Tao user objective/gradient evaluation routine");
255a7e14dcfSSatish Balay       ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,f,G,tao->user_objgradP);CHKERRQ(ierr);
2560cbffdbaSBarry Smith       PetscStackPop;
257a7e14dcfSSatish Balay     }
258*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr);
259a7e14dcfSSatish Balay     tao->nfuncgrads++;
260a7e14dcfSSatish Balay   } else if (tao->ops->computeobjective && tao->ops->computegradient) {
261*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
262441846f8SBarry Smith     PetscStackPush("Tao user objective evaluation routine");
263a7e14dcfSSatish Balay     ierr = (*tao->ops->computeobjective)(tao,X,f,tao->user_objP);CHKERRQ(ierr);
264a7e14dcfSSatish Balay     PetscStackPop;
265*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
266a7e14dcfSSatish Balay     tao->nfuncs++;
267*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr);
268441846f8SBarry Smith     PetscStackPush("Tao user gradient evaluation routine");
269a7e14dcfSSatish Balay     ierr = (*tao->ops->computegradient)(tao,X,G,tao->user_gradP);CHKERRQ(ierr);
270a7e14dcfSSatish Balay     PetscStackPop;
271*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr);
272a7e14dcfSSatish Balay     tao->ngrads++;
27387f595a5SBarry Smith   } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetObjectiveRoutine() or TaoSetGradientRoutine() not set");
274e356b196STodd Munson   ierr = PetscInfo1(tao,"TAO Function evaluation: %20.19e\n",(double)(*f));CHKERRQ(ierr);
275f4c1ad5cSStefano Zampini   ierr = VecLockPop(X);CHKERRQ(ierr);
2761657496cSHong Zhang 
277412cdd55SHong Zhang   ierr = TaoTestGradient(tao,X,G);CHKERRQ(ierr);
278a7e14dcfSSatish Balay   PetscFunctionReturn(0);
279a7e14dcfSSatish Balay }
280a7e14dcfSSatish Balay 
281a7e14dcfSSatish Balay /*@C
282a7e14dcfSSatish Balay   TaoSetObjectiveRoutine - Sets the function evaluation routine for minimization
283a7e14dcfSSatish Balay 
284441846f8SBarry Smith   Logically collective on Tao
285a7e14dcfSSatish Balay 
286a7e14dcfSSatish Balay   Input Parameter:
287441846f8SBarry Smith + tao - the Tao context
288a7e14dcfSSatish Balay . func - the objective function
289a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation
2906c23d075SBarry Smith         routine (may be NULL)
291a7e14dcfSSatish Balay 
292a7e14dcfSSatish Balay   Calling sequence of func:
293441846f8SBarry Smith $      func (Tao tao, Vec x, PetscReal *f, void *ctx);
294a7e14dcfSSatish Balay 
295a7e14dcfSSatish Balay + x - input vector
296a7e14dcfSSatish Balay . f - function value
297a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
298a7e14dcfSSatish Balay 
299a7e14dcfSSatish Balay   Level: beginner
300a7e14dcfSSatish Balay 
301a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
302a7e14dcfSSatish Balay @*/
303441846f8SBarry Smith PetscErrorCode TaoSetObjectiveRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal*,void*),void *ctx)
304a7e14dcfSSatish Balay {
305a7e14dcfSSatish Balay   PetscFunctionBegin;
306441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
307a7e14dcfSSatish Balay   tao->user_objP = ctx;
308a7e14dcfSSatish Balay   tao->ops->computeobjective = func;
309a7e14dcfSSatish Balay   PetscFunctionReturn(0);
310a7e14dcfSSatish Balay }
311a7e14dcfSSatish Balay 
312a7e14dcfSSatish Balay /*@C
313a7e14dcfSSatish Balay   TaoSetSeparableObjectiveRoutine - Sets the function evaluation routine for least-square applications
314a7e14dcfSSatish Balay 
315441846f8SBarry Smith   Logically collective on Tao
316a7e14dcfSSatish Balay 
317a7e14dcfSSatish Balay   Input Parameter:
318441846f8SBarry Smith + tao - the Tao context
319a7e14dcfSSatish Balay . func - the objective function evaluation routine
320a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation
3216c23d075SBarry Smith         routine (may be NULL)
322a7e14dcfSSatish Balay 
323a7e14dcfSSatish Balay   Calling sequence of func:
324441846f8SBarry Smith $      func (Tao tao, Vec x, Vec f, void *ctx);
325a7e14dcfSSatish Balay 
326a7e14dcfSSatish Balay + x - input vector
327a7e14dcfSSatish Balay . f - function value vector
328a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
329a7e14dcfSSatish Balay 
330a7e14dcfSSatish Balay   Level: beginner
331a7e14dcfSSatish Balay 
332a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetJacobianRoutine()
333a7e14dcfSSatish Balay @*/
334441846f8SBarry Smith PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec sepobj, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx)
335a7e14dcfSSatish Balay {
336a7e14dcfSSatish Balay   PetscFunctionBegin;
337441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
338a7e14dcfSSatish Balay   PetscValidHeaderSpecific(sepobj, VEC_CLASSID,2);
339a7e14dcfSSatish Balay   tao->user_sepobjP = ctx;
340a7e14dcfSSatish Balay   tao->sep_objective = sepobj;
341a7e14dcfSSatish Balay   tao->ops->computeseparableobjective = func;
342a7e14dcfSSatish Balay   PetscFunctionReturn(0);
343a7e14dcfSSatish Balay }
344a7e14dcfSSatish Balay 
3458b7a9b22SJason Sarich /*@
3468b7a9b22SJason 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.
3478b7a9b22SJason Sarich 
3488b7a9b22SJason Sarich   Collective on Tao
3498b7a9b22SJason Sarich 
3508b7a9b22SJason Sarich   Input Parameters:
3518b7a9b22SJason Sarich + tao - the Tao context
3528b7a9b22SJason Sarich . sigma_v - vector of weights (diagonal terms only)
3538b7a9b22SJason Sarich . n       - the number of weights (if using off-diagonal)
3548b7a9b22SJason Sarich . rows    - index list of rows for sigma_w
3558b7a9b22SJason Sarich . cols    - index list of columns for sigma_w
3568b7a9b22SJason Sarich - vals - array of weights
3578b7a9b22SJason Sarich 
3588b7a9b22SJason Sarich 
3598b7a9b22SJason Sarich 
3608b7a9b22SJason Sarich   Note: Either sigma_v or sigma_w (or both) should be NULL
3618b7a9b22SJason Sarich 
3628b7a9b22SJason Sarich   Level: intermediate
3638b7a9b22SJason Sarich 
3648b7a9b22SJason Sarich .seealso: TaoSetSeparableObjectiveRoutine()
3658b7a9b22SJason Sarich @*/
3668b7a9b22SJason Sarich PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals)
3678b7a9b22SJason Sarich {
3688b7a9b22SJason Sarich   PetscErrorCode ierr;
3698b7a9b22SJason Sarich   PetscInt       i;
3708b7a9b22SJason Sarich   PetscFunctionBegin;
3718b7a9b22SJason Sarich   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
3728b7a9b22SJason Sarich   ierr = VecDestroy(&tao->sep_weights_v);CHKERRQ(ierr);
3738b7a9b22SJason Sarich   tao->sep_weights_v=sigma_v;
3748b7a9b22SJason Sarich   if (sigma_v) {
3758b7a9b22SJason Sarich     ierr = PetscObjectReference((PetscObject)sigma_v);CHKERRQ(ierr);
3768b7a9b22SJason Sarich   }
3778b7a9b22SJason Sarich   if (vals) {
3788b7a9b22SJason Sarich     if (tao->sep_weights_n) {
3798b7a9b22SJason Sarich       ierr = PetscFree(tao->sep_weights_rows);CHKERRQ(ierr);
3808b7a9b22SJason Sarich       ierr = PetscFree(tao->sep_weights_cols);CHKERRQ(ierr);
3818b7a9b22SJason Sarich       ierr = PetscFree(tao->sep_weights_w);CHKERRQ(ierr);
3828b7a9b22SJason Sarich     }
3838b7a9b22SJason Sarich     ierr = PetscMalloc1(n,&tao->sep_weights_rows);CHKERRQ(ierr);
3848b7a9b22SJason Sarich     ierr = PetscMalloc1(n,&tao->sep_weights_cols);CHKERRQ(ierr);
3858b7a9b22SJason Sarich     ierr = PetscMalloc1(n,&tao->sep_weights_w);CHKERRQ(ierr);
3868b7a9b22SJason Sarich     tao->sep_weights_n=n;
3878b7a9b22SJason Sarich     for (i=0;i<n;i++) {
3888b7a9b22SJason Sarich       tao->sep_weights_rows[i]=rows[i];
3898b7a9b22SJason Sarich       tao->sep_weights_cols[i]=cols[i];
3908b7a9b22SJason Sarich       tao->sep_weights_w[i]=vals[i];
3918b7a9b22SJason Sarich     }
3928b7a9b22SJason Sarich   } else {
3938b7a9b22SJason Sarich     tao->sep_weights_n=0;
3948b7a9b22SJason Sarich     tao->sep_weights_rows=0;
3958b7a9b22SJason Sarich     tao->sep_weights_cols=0;
3968b7a9b22SJason Sarich   }
3978b7a9b22SJason Sarich   PetscFunctionReturn(0);
3988b7a9b22SJason Sarich }
399a7e14dcfSSatish Balay /*@
400a7e14dcfSSatish Balay   TaoComputeSeparableObjective - Computes a separable objective function vector at a given point (for least-square applications)
401a7e14dcfSSatish Balay 
402441846f8SBarry Smith   Collective on Tao
403a7e14dcfSSatish Balay 
404a7e14dcfSSatish Balay   Input Parameters:
405441846f8SBarry Smith + tao - the Tao context
406a7e14dcfSSatish Balay - X - input vector
407a7e14dcfSSatish Balay 
408a7e14dcfSSatish Balay   Output Parameter:
409a7e14dcfSSatish Balay . f - Objective vector at X
410a7e14dcfSSatish Balay 
41195452b02SPatrick Sanan   Notes:
41295452b02SPatrick Sanan     TaoComputeSeparableObjective() is typically used within minimization implementations,
413a7e14dcfSSatish Balay   so most users would not generally call this routine themselves.
414a7e14dcfSSatish Balay 
415a7e14dcfSSatish Balay   Level: advanced
416a7e14dcfSSatish Balay 
417a7e14dcfSSatish Balay .seealso: TaoSetSeparableObjectiveRoutine()
418a7e14dcfSSatish Balay @*/
419441846f8SBarry Smith PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F)
420a7e14dcfSSatish Balay {
421a7e14dcfSSatish Balay   PetscErrorCode ierr;
42287f595a5SBarry Smith 
423a7e14dcfSSatish Balay   PetscFunctionBegin;
424441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
425a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X,VEC_CLASSID,2);
426a7e14dcfSSatish Balay   PetscValidHeaderSpecific(F,VEC_CLASSID,3);
427a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
428a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,F,3);
429a7e14dcfSSatish Balay   if (tao->ops->computeseparableobjective) {
430*0ebee16dSLisandro Dalcin     ierr = PetscLogEventBegin(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
431441846f8SBarry Smith     PetscStackPush("Tao user separable objective evaluation routine");
432a7e14dcfSSatish Balay     ierr = (*tao->ops->computeseparableobjective)(tao,X,F,tao->user_sepobjP);CHKERRQ(ierr);
433a7e14dcfSSatish Balay     PetscStackPop;
434*0ebee16dSLisandro Dalcin     ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
435a7e14dcfSSatish Balay     tao->nfuncs++;
43687f595a5SBarry Smith   } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetSeparableObjectiveRoutine() has not been called");
437a7e14dcfSSatish Balay   ierr = PetscInfo(tao,"TAO separable function evaluation.\n");CHKERRQ(ierr);
438a7e14dcfSSatish Balay   PetscFunctionReturn(0);
439a7e14dcfSSatish Balay }
440a7e14dcfSSatish Balay 
441a7e14dcfSSatish Balay /*@C
442a7e14dcfSSatish Balay   TaoSetGradientRoutine - Sets the gradient evaluation routine for minimization
443a7e14dcfSSatish Balay 
444441846f8SBarry Smith   Logically collective on Tao
445a7e14dcfSSatish Balay 
446a7e14dcfSSatish Balay   Input Parameter:
447441846f8SBarry Smith + tao - the Tao context
448a7e14dcfSSatish Balay . func - the gradient function
449a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation
4506c23d075SBarry Smith         routine (may be NULL)
451a7e14dcfSSatish Balay 
452a7e14dcfSSatish Balay   Calling sequence of func:
453441846f8SBarry Smith $      func (Tao tao, Vec x, Vec g, void *ctx);
454a7e14dcfSSatish Balay 
455a7e14dcfSSatish Balay + x - input vector
456a7e14dcfSSatish Balay . g - gradient value (output)
457a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
458a7e14dcfSSatish Balay 
459a7e14dcfSSatish Balay   Level: beginner
460a7e14dcfSSatish Balay 
461a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
462a7e14dcfSSatish Balay @*/
463441846f8SBarry Smith PetscErrorCode TaoSetGradientRoutine(Tao tao,  PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx)
464a7e14dcfSSatish Balay {
465a7e14dcfSSatish Balay   PetscFunctionBegin;
466441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
467a7e14dcfSSatish Balay   tao->user_gradP = ctx;
468a7e14dcfSSatish Balay   tao->ops->computegradient = func;
469a7e14dcfSSatish Balay   PetscFunctionReturn(0);
470a7e14dcfSSatish Balay }
471a7e14dcfSSatish Balay 
472a7e14dcfSSatish Balay /*@C
473a7e14dcfSSatish Balay   TaoSetObjectiveAndGradientRoutine - Sets a combined objective function and gradient evaluation routine for minimization
474a7e14dcfSSatish Balay 
475441846f8SBarry Smith   Logically collective on Tao
476a7e14dcfSSatish Balay 
477a7e14dcfSSatish Balay   Input Parameter:
478441846f8SBarry Smith + tao - the Tao context
479a7e14dcfSSatish Balay . func - the gradient function
480a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation
4816c23d075SBarry Smith         routine (may be NULL)
482a7e14dcfSSatish Balay 
483a7e14dcfSSatish Balay   Calling sequence of func:
48417477c02SJason Sarich $      func (Tao tao, Vec x, PetscReal *f, Vec g, void *ctx);
485a7e14dcfSSatish Balay 
486a7e14dcfSSatish Balay + x - input vector
48717477c02SJason Sarich . f - objective value (output)
488a7e14dcfSSatish Balay . g - gradient value (output)
489a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
490a7e14dcfSSatish Balay 
491a7e14dcfSSatish Balay   Level: beginner
492a7e14dcfSSatish Balay 
493a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
494a7e14dcfSSatish Balay @*/
495441846f8SBarry Smith PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void*), void *ctx)
496a7e14dcfSSatish Balay {
497a7e14dcfSSatish Balay   PetscFunctionBegin;
498441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
499a7e14dcfSSatish Balay   tao->user_objgradP = ctx;
500a7e14dcfSSatish Balay   tao->ops->computeobjectiveandgradient = func;
501a7e14dcfSSatish Balay   PetscFunctionReturn(0);
502a7e14dcfSSatish Balay }
503a7e14dcfSSatish Balay 
504a7e14dcfSSatish Balay /*@
505a7e14dcfSSatish Balay   TaoIsObjectiveDefined -- Checks to see if the user has
506a7e14dcfSSatish Balay   declared an objective-only routine.  Useful for determining when
507a7e14dcfSSatish Balay   it is appropriate to call TaoComputeObjective() or
508a7e14dcfSSatish Balay   TaoComputeObjectiveAndGradient()
509a7e14dcfSSatish Balay 
510441846f8SBarry Smith   Collective on Tao
511a7e14dcfSSatish Balay 
512a7e14dcfSSatish Balay   Input Parameter:
513441846f8SBarry Smith + tao - the Tao context
514a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective function routine is set by user,
515a7e14dcfSSatish Balay         PETSC_FALSE otherwise
516a7e14dcfSSatish Balay   Level: developer
517a7e14dcfSSatish Balay 
518a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoIsGradientDefined(), TaoIsObjectiveAndGradientDefined()
519a7e14dcfSSatish Balay @*/
520441846f8SBarry Smith PetscErrorCode TaoIsObjectiveDefined(Tao tao, PetscBool *flg)
521a7e14dcfSSatish Balay {
522a7e14dcfSSatish Balay   PetscFunctionBegin;
523441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
52445cf516eSBarry Smith   if (tao->ops->computeobjective == 0) *flg = PETSC_FALSE;
52545cf516eSBarry Smith   else *flg = PETSC_TRUE;
526a7e14dcfSSatish Balay   PetscFunctionReturn(0);
527a7e14dcfSSatish Balay }
528a7e14dcfSSatish Balay 
529a7e14dcfSSatish Balay /*@
530a7e14dcfSSatish Balay   TaoIsGradientDefined -- Checks to see if the user has
531a7e14dcfSSatish Balay   declared an objective-only routine.  Useful for determining when
532a7e14dcfSSatish Balay   it is appropriate to call TaoComputeGradient() or
533a7e14dcfSSatish Balay   TaoComputeGradientAndGradient()
534a7e14dcfSSatish Balay 
535a7e14dcfSSatish Balay   Not Collective
536a7e14dcfSSatish Balay 
537a7e14dcfSSatish Balay   Input Parameter:
538441846f8SBarry Smith + tao - the Tao context
539a7e14dcfSSatish Balay - ctx - PETSC_TRUE if gradient routine is set by user, PETSC_FALSE otherwise
540a7e14dcfSSatish Balay   Level: developer
541a7e14dcfSSatish Balay 
542a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoIsObjectiveDefined(), TaoIsObjectiveAndGradientDefined()
543a7e14dcfSSatish Balay @*/
544441846f8SBarry Smith PetscErrorCode TaoIsGradientDefined(Tao tao, PetscBool *flg)
545a7e14dcfSSatish Balay {
546a7e14dcfSSatish Balay   PetscFunctionBegin;
547441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
54845cf516eSBarry Smith   if (tao->ops->computegradient == 0) *flg = PETSC_FALSE;
54945cf516eSBarry Smith   else *flg = PETSC_TRUE;
550a7e14dcfSSatish Balay   PetscFunctionReturn(0);
551a7e14dcfSSatish Balay }
552a7e14dcfSSatish Balay 
553a7e14dcfSSatish Balay /*@
554a7e14dcfSSatish Balay   TaoIsObjectiveAndGradientDefined -- Checks to see if the user has
555a7e14dcfSSatish Balay   declared a joint objective/gradient routine.  Useful for determining when
556a7e14dcfSSatish Balay   it is appropriate to call TaoComputeObjective() or
557a7e14dcfSSatish Balay   TaoComputeObjectiveAndGradient()
558a7e14dcfSSatish Balay 
559a7e14dcfSSatish Balay   Not Collective
560a7e14dcfSSatish Balay 
561a7e14dcfSSatish Balay   Input Parameter:
562441846f8SBarry Smith + tao - the Tao context
563a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective/gradient routine is set by user, PETSC_FALSE otherwise
564a7e14dcfSSatish Balay   Level: developer
565a7e14dcfSSatish Balay 
566a7e14dcfSSatish Balay .seealso: TaoSetObjectiveAndGradientRoutine(), TaoIsObjectiveDefined(), TaoIsGradientDefined()
567a7e14dcfSSatish Balay @*/
568441846f8SBarry Smith PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao tao, PetscBool *flg)
569a7e14dcfSSatish Balay {
570a7e14dcfSSatish Balay   PetscFunctionBegin;
571441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
57245cf516eSBarry Smith   if (tao->ops->computeobjectiveandgradient == 0) *flg = PETSC_FALSE;
57345cf516eSBarry Smith   else *flg = PETSC_TRUE;
574a7e14dcfSSatish Balay   PetscFunctionReturn(0);
575a7e14dcfSSatish Balay }
576