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