xref: /petsc/src/tao/interface/taosolver_fg.c (revision 1657496c99a8e495416e018d8d3a46dbf89e7c0b)
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 
3109baa881SHong Zhang PetscErrorCode TaoTestGradient(Tao tao,Vec g1)
3209baa881SHong Zhang {
3309baa881SHong Zhang   Vec             x = tao->solution,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;
3809baa881SHong Zhang   PetscViewer     viewer;
3909baa881SHong Zhang   PetscInt        tabs;
4009baa881SHong Zhang   static PetscBool directionsprinted = PETSC_FALSE;
4109baa881SHong Zhang   PetscErrorCode ierr;
4209baa881SHong Zhang 
4309baa881SHong Zhang   PetscFunctionBegin;
4409baa881SHong Zhang   ierr = PetscObjectOptionsBegin((PetscObject)tao);CHKERRQ(ierr);
4509baa881SHong Zhang   ierr = PetscOptionsName("-tao_test_gradient","Compare hand-coded and finite difference Gradients","None",&test);CHKERRQ(ierr);
4609baa881SHong 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);
4709baa881SHong Zhang   ierr = PetscOptionsEnd();CHKERRQ(ierr);
4809baa881SHong Zhang   if (!test) PetscFunctionReturn(0);
4909baa881SHong Zhang 
5009baa881SHong Zhang   ierr = PetscObjectGetComm((PetscObject)tao,&comm);CHKERRQ(ierr);
5109baa881SHong Zhang   ierr = PetscViewerASCIIGetStdout(comm,&viewer);CHKERRQ(ierr);
5209baa881SHong Zhang   ierr = PetscViewerASCIIGetTab(viewer, &tabs);CHKERRQ(ierr);
5309baa881SHong Zhang   ierr = PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel);CHKERRQ(ierr);
5409baa881SHong Zhang   ierr = PetscViewerASCIIPrintf(viewer,"  ---------- Testing Gradient -------------\n");CHKERRQ(ierr);
5509baa881SHong Zhang   if (!complete_print && !directionsprinted) {
5609baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Run with -tao_test_gradient_view and optionally -tao_test_gradient <threshold> to show difference\n");CHKERRQ(ierr);
5709baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"    of hand-coded and finite difference gradient entries greater than <threshold>.\n");CHKERRQ(ierr);
5809baa881SHong Zhang   }
5909baa881SHong Zhang   if (!directionsprinted) {
6009baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Testing hand-coded Gradient, if (for double precision runs) ||G - Gfd||_F/||G||_F is\n");CHKERRQ(ierr);
6109baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"    O(1.e-8), the hand-coded Hessian is probably correct.\n");CHKERRQ(ierr);
6209baa881SHong Zhang     directionsprinted = PETSC_TRUE;
6309baa881SHong Zhang   }
6409baa881SHong Zhang 
6509baa881SHong Zhang   ierr = VecDuplicate(x,&g2);CHKERRQ(ierr);
6609baa881SHong Zhang   ierr = VecDuplicate(x,&g3);CHKERRQ(ierr);
6709baa881SHong Zhang 
6809baa881SHong Zhang   /* Compute finite difference gradient, assume the gradient is already computed by TaoComputeGradient() and put into g1 */
6909baa881SHong Zhang   ierr = TaoDefaultComputeGradient(tao,x,g2,NULL);CHKERRQ(ierr);
7009baa881SHong Zhang 
7109baa881SHong Zhang   ierr = VecNorm(g2,NORM_2,&fdnorm);CHKERRQ(ierr);
7209baa881SHong Zhang   ierr = VecNorm(g1,NORM_2,&hcnorm);CHKERRQ(ierr);
7309baa881SHong Zhang   ierr = VecNorm(g2,NORM_INFINITY,&fdmax);CHKERRQ(ierr);
7409baa881SHong Zhang   ierr = VecNorm(g1,NORM_INFINITY,&hcmax);CHKERRQ(ierr);
7509baa881SHong Zhang   ierr = VecDot(g1,g2,&dot);CHKERRQ(ierr);
7609baa881SHong Zhang   ierr = VecCopy(g1,g3);CHKERRQ(ierr);
7709baa881SHong Zhang   ierr = VecAXPY(g3,-1.0,g2);CHKERRQ(ierr);
7809baa881SHong Zhang   ierr = VecNorm(g3,NORM_2,&diffnorm);CHKERRQ(ierr);
7909baa881SHong Zhang   ierr = VecNorm(g3,NORM_INFINITY,&diffmax);CHKERRQ(ierr);
8009baa881SHong 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);
8109baa881SHong Zhang   ierr = PetscViewerASCIIPrintf(viewer,"  2-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffnorm/PetscMax(hcnorm,fdnorm)),(double)diffnorm);CHKERRQ(ierr);
8209baa881SHong Zhang   ierr = PetscViewerASCIIPrintf(viewer,"  max-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffmax/PetscMax(hcmax,fdmax)),(double)diffmax);CHKERRQ(ierr);
8309baa881SHong Zhang 
8409baa881SHong Zhang   if (complete_print) {
8509baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Hand-coded gradient ----------\n");CHKERRQ(ierr);
8609baa881SHong Zhang     ierr = VecView(g1,viewer);CHKERRQ(ierr);
8709baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Finite difference gradient ----------\n");CHKERRQ(ierr);
8809baa881SHong Zhang     ierr = VecView(g2,viewer);CHKERRQ(ierr);
8909baa881SHong Zhang     ierr = PetscViewerASCIIPrintf(viewer,"  Hand-coded minus finite-difference gradient ----------\n");CHKERRQ(ierr);
9009baa881SHong Zhang     ierr = VecView(g3,viewer);CHKERRQ(ierr);
9109baa881SHong Zhang   }
9209baa881SHong Zhang   ierr = VecDestroy(&g2);CHKERRQ(ierr);
9309baa881SHong Zhang   ierr = VecDestroy(&g3);CHKERRQ(ierr);
9409baa881SHong Zhang   PetscFunctionReturn(0);
9509baa881SHong Zhang }
9609baa881SHong 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 
10909baa881SHong Zhang   Options Database Keys:
11009baa881SHong Zhang +    -tao_test_gradient - compare the user provided gradient with one compute via finite differences to check for errors
11109baa881SHong 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
11209baa881SHong 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);
14909baa881SHong Zhang 
15009baa881SHong 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);
267*1657496cSHong Zhang 
268*1657496cSHong Zhang   ierr = TaoTestGradient(tao,G);CHKERRQ(ierr);
269a7e14dcfSSatish Balay   PetscFunctionReturn(0);
270a7e14dcfSSatish Balay }
271a7e14dcfSSatish Balay 
272a7e14dcfSSatish Balay /*@C
273a7e14dcfSSatish Balay   TaoSetObjectiveRoutine - Sets the function evaluation routine for minimization
274a7e14dcfSSatish Balay 
275441846f8SBarry Smith   Logically collective on Tao
276a7e14dcfSSatish Balay 
277a7e14dcfSSatish Balay   Input Parameter:
278441846f8SBarry Smith + tao - the Tao context
279a7e14dcfSSatish Balay . func - the objective function
280a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation
2816c23d075SBarry Smith         routine (may be NULL)
282a7e14dcfSSatish Balay 
283a7e14dcfSSatish Balay   Calling sequence of func:
284441846f8SBarry Smith $      func (Tao tao, Vec x, PetscReal *f, void *ctx);
285a7e14dcfSSatish Balay 
286a7e14dcfSSatish Balay + x - input vector
287a7e14dcfSSatish Balay . f - function value
288a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
289a7e14dcfSSatish Balay 
290a7e14dcfSSatish Balay   Level: beginner
291a7e14dcfSSatish Balay 
292a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
293a7e14dcfSSatish Balay @*/
294441846f8SBarry Smith PetscErrorCode TaoSetObjectiveRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal*,void*),void *ctx)
295a7e14dcfSSatish Balay {
296a7e14dcfSSatish Balay   PetscFunctionBegin;
297441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
298a7e14dcfSSatish Balay   tao->user_objP = ctx;
299a7e14dcfSSatish Balay   tao->ops->computeobjective = func;
300a7e14dcfSSatish Balay   PetscFunctionReturn(0);
301a7e14dcfSSatish Balay }
302a7e14dcfSSatish Balay 
303a7e14dcfSSatish Balay /*@C
304a7e14dcfSSatish Balay   TaoSetSeparableObjectiveRoutine - Sets the function evaluation routine for least-square applications
305a7e14dcfSSatish Balay 
306441846f8SBarry Smith   Logically collective on Tao
307a7e14dcfSSatish Balay 
308a7e14dcfSSatish Balay   Input Parameter:
309441846f8SBarry Smith + tao - the Tao context
310a7e14dcfSSatish Balay . func - the objective function evaluation routine
311a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation
3126c23d075SBarry Smith         routine (may be NULL)
313a7e14dcfSSatish Balay 
314a7e14dcfSSatish Balay   Calling sequence of func:
315441846f8SBarry Smith $      func (Tao tao, Vec x, Vec f, void *ctx);
316a7e14dcfSSatish Balay 
317a7e14dcfSSatish Balay + x - input vector
318a7e14dcfSSatish Balay . f - function value vector
319a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
320a7e14dcfSSatish Balay 
321a7e14dcfSSatish Balay   Level: beginner
322a7e14dcfSSatish Balay 
323a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetJacobianRoutine()
324a7e14dcfSSatish Balay @*/
325441846f8SBarry Smith PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec sepobj, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx)
326a7e14dcfSSatish Balay {
327a7e14dcfSSatish Balay   PetscFunctionBegin;
328441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
329a7e14dcfSSatish Balay   PetscValidHeaderSpecific(sepobj, VEC_CLASSID,2);
330a7e14dcfSSatish Balay   tao->user_sepobjP = ctx;
331a7e14dcfSSatish Balay   tao->sep_objective = sepobj;
332a7e14dcfSSatish Balay   tao->ops->computeseparableobjective = func;
333a7e14dcfSSatish Balay   PetscFunctionReturn(0);
334a7e14dcfSSatish Balay }
335a7e14dcfSSatish Balay 
3368b7a9b22SJason Sarich /*@
3378b7a9b22SJason 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.
3388b7a9b22SJason Sarich 
3398b7a9b22SJason Sarich   Collective on Tao
3408b7a9b22SJason Sarich 
3418b7a9b22SJason Sarich   Input Parameters:
3428b7a9b22SJason Sarich + tao - the Tao context
3438b7a9b22SJason Sarich . sigma_v - vector of weights (diagonal terms only)
3448b7a9b22SJason Sarich . n       - the number of weights (if using off-diagonal)
3458b7a9b22SJason Sarich . rows    - index list of rows for sigma_w
3468b7a9b22SJason Sarich . cols    - index list of columns for sigma_w
3478b7a9b22SJason Sarich - vals - array of weights
3488b7a9b22SJason Sarich 
3498b7a9b22SJason Sarich 
3508b7a9b22SJason Sarich 
3518b7a9b22SJason Sarich   Note: Either sigma_v or sigma_w (or both) should be NULL
3528b7a9b22SJason Sarich 
3538b7a9b22SJason Sarich   Level: intermediate
3548b7a9b22SJason Sarich 
3558b7a9b22SJason Sarich .seealso: TaoSetSeparableObjectiveRoutine()
3568b7a9b22SJason Sarich @*/
3578b7a9b22SJason Sarich PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals)
3588b7a9b22SJason Sarich {
3598b7a9b22SJason Sarich   PetscErrorCode ierr;
3608b7a9b22SJason Sarich   PetscInt       i;
3618b7a9b22SJason Sarich   PetscFunctionBegin;
3628b7a9b22SJason Sarich   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
3638b7a9b22SJason Sarich   ierr = VecDestroy(&tao->sep_weights_v);CHKERRQ(ierr);
3648b7a9b22SJason Sarich   tao->sep_weights_v=sigma_v;
3658b7a9b22SJason Sarich   if (sigma_v) {
3668b7a9b22SJason Sarich     ierr = PetscObjectReference((PetscObject)sigma_v);CHKERRQ(ierr);
3678b7a9b22SJason Sarich   }
3688b7a9b22SJason Sarich   if (vals) {
3698b7a9b22SJason Sarich     if (tao->sep_weights_n) {
3708b7a9b22SJason Sarich       ierr = PetscFree(tao->sep_weights_rows);CHKERRQ(ierr);
3718b7a9b22SJason Sarich       ierr = PetscFree(tao->sep_weights_cols);CHKERRQ(ierr);
3728b7a9b22SJason Sarich       ierr = PetscFree(tao->sep_weights_w);CHKERRQ(ierr);
3738b7a9b22SJason Sarich     }
3748b7a9b22SJason Sarich     ierr = PetscMalloc1(n,&tao->sep_weights_rows);CHKERRQ(ierr);
3758b7a9b22SJason Sarich     ierr = PetscMalloc1(n,&tao->sep_weights_cols);CHKERRQ(ierr);
3768b7a9b22SJason Sarich     ierr = PetscMalloc1(n,&tao->sep_weights_w);CHKERRQ(ierr);
3778b7a9b22SJason Sarich     tao->sep_weights_n=n;
3788b7a9b22SJason Sarich     for (i=0;i<n;i++) {
3798b7a9b22SJason Sarich       tao->sep_weights_rows[i]=rows[i];
3808b7a9b22SJason Sarich       tao->sep_weights_cols[i]=cols[i];
3818b7a9b22SJason Sarich       tao->sep_weights_w[i]=vals[i];
3828b7a9b22SJason Sarich     }
3838b7a9b22SJason Sarich   } else {
3848b7a9b22SJason Sarich     tao->sep_weights_n=0;
3858b7a9b22SJason Sarich     tao->sep_weights_rows=0;
3868b7a9b22SJason Sarich     tao->sep_weights_cols=0;
3878b7a9b22SJason Sarich   }
3888b7a9b22SJason Sarich   PetscFunctionReturn(0);
3898b7a9b22SJason Sarich }
390a7e14dcfSSatish Balay /*@
391a7e14dcfSSatish Balay   TaoComputeSeparableObjective - Computes a separable objective function vector at a given point (for least-square applications)
392a7e14dcfSSatish Balay 
393441846f8SBarry Smith   Collective on Tao
394a7e14dcfSSatish Balay 
395a7e14dcfSSatish Balay   Input Parameters:
396441846f8SBarry Smith + tao - the Tao context
397a7e14dcfSSatish Balay - X - input vector
398a7e14dcfSSatish Balay 
399a7e14dcfSSatish Balay   Output Parameter:
400a7e14dcfSSatish Balay . f - Objective vector at X
401a7e14dcfSSatish Balay 
40295452b02SPatrick Sanan   Notes:
40395452b02SPatrick Sanan     TaoComputeSeparableObjective() is typically used within minimization implementations,
404a7e14dcfSSatish Balay   so most users would not generally call this routine themselves.
405a7e14dcfSSatish Balay 
406a7e14dcfSSatish Balay   Level: advanced
407a7e14dcfSSatish Balay 
408a7e14dcfSSatish Balay .seealso: TaoSetSeparableObjectiveRoutine()
409a7e14dcfSSatish Balay @*/
410441846f8SBarry Smith PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F)
411a7e14dcfSSatish Balay {
412a7e14dcfSSatish Balay   PetscErrorCode ierr;
41387f595a5SBarry Smith 
414a7e14dcfSSatish Balay   PetscFunctionBegin;
415441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
416a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X,VEC_CLASSID,2);
417a7e14dcfSSatish Balay   PetscValidHeaderSpecific(F,VEC_CLASSID,3);
418a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
419a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,F,3);
420a7e14dcfSSatish Balay   if (tao->ops->computeseparableobjective) {
421441846f8SBarry Smith     ierr = PetscLogEventBegin(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
422441846f8SBarry Smith     PetscStackPush("Tao user separable objective evaluation routine");
423a7e14dcfSSatish Balay     ierr = (*tao->ops->computeseparableobjective)(tao,X,F,tao->user_sepobjP);CHKERRQ(ierr);
424a7e14dcfSSatish Balay     PetscStackPop;
425441846f8SBarry Smith     ierr = PetscLogEventEnd(Tao_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr);
426a7e14dcfSSatish Balay     tao->nfuncs++;
42787f595a5SBarry Smith   } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetSeparableObjectiveRoutine() has not been called");
428a7e14dcfSSatish Balay   ierr = PetscInfo(tao,"TAO separable function evaluation.\n");CHKERRQ(ierr);
429a7e14dcfSSatish Balay   PetscFunctionReturn(0);
430a7e14dcfSSatish Balay }
431a7e14dcfSSatish Balay 
432a7e14dcfSSatish Balay /*@C
433a7e14dcfSSatish Balay   TaoSetGradientRoutine - Sets the gradient evaluation routine for minimization
434a7e14dcfSSatish Balay 
435441846f8SBarry Smith   Logically collective on Tao
436a7e14dcfSSatish Balay 
437a7e14dcfSSatish Balay   Input Parameter:
438441846f8SBarry Smith + tao - the Tao context
439a7e14dcfSSatish Balay . func - the gradient function
440a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation
4416c23d075SBarry Smith         routine (may be NULL)
442a7e14dcfSSatish Balay 
443a7e14dcfSSatish Balay   Calling sequence of func:
444441846f8SBarry Smith $      func (Tao tao, Vec x, Vec g, void *ctx);
445a7e14dcfSSatish Balay 
446a7e14dcfSSatish Balay + x - input vector
447a7e14dcfSSatish Balay . g - gradient value (output)
448a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
449a7e14dcfSSatish Balay 
450a7e14dcfSSatish Balay   Level: beginner
451a7e14dcfSSatish Balay 
452a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
453a7e14dcfSSatish Balay @*/
454441846f8SBarry Smith PetscErrorCode TaoSetGradientRoutine(Tao tao,  PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx)
455a7e14dcfSSatish Balay {
456a7e14dcfSSatish Balay   PetscFunctionBegin;
457441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
458a7e14dcfSSatish Balay   tao->user_gradP = ctx;
459a7e14dcfSSatish Balay   tao->ops->computegradient = func;
460a7e14dcfSSatish Balay   PetscFunctionReturn(0);
461a7e14dcfSSatish Balay }
462a7e14dcfSSatish Balay 
463a7e14dcfSSatish Balay /*@C
464a7e14dcfSSatish Balay   TaoSetObjectiveAndGradientRoutine - Sets a combined objective function and gradient evaluation routine for minimization
465a7e14dcfSSatish Balay 
466441846f8SBarry Smith   Logically collective on Tao
467a7e14dcfSSatish Balay 
468a7e14dcfSSatish Balay   Input Parameter:
469441846f8SBarry Smith + tao - the Tao context
470a7e14dcfSSatish Balay . func - the gradient function
471a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation
4726c23d075SBarry Smith         routine (may be NULL)
473a7e14dcfSSatish Balay 
474a7e14dcfSSatish Balay   Calling sequence of func:
47517477c02SJason Sarich $      func (Tao tao, Vec x, PetscReal *f, Vec g, void *ctx);
476a7e14dcfSSatish Balay 
477a7e14dcfSSatish Balay + x - input vector
47817477c02SJason Sarich . f - objective value (output)
479a7e14dcfSSatish Balay . g - gradient value (output)
480a7e14dcfSSatish Balay - ctx - [optional] user-defined function context
481a7e14dcfSSatish Balay 
482a7e14dcfSSatish Balay   Level: beginner
483a7e14dcfSSatish Balay 
484a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
485a7e14dcfSSatish Balay @*/
486441846f8SBarry Smith PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void*), void *ctx)
487a7e14dcfSSatish Balay {
488a7e14dcfSSatish Balay   PetscFunctionBegin;
489441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
490a7e14dcfSSatish Balay   tao->user_objgradP = ctx;
491a7e14dcfSSatish Balay   tao->ops->computeobjectiveandgradient = func;
492a7e14dcfSSatish Balay   PetscFunctionReturn(0);
493a7e14dcfSSatish Balay }
494a7e14dcfSSatish Balay 
495a7e14dcfSSatish Balay /*@
496a7e14dcfSSatish Balay   TaoIsObjectiveDefined -- Checks to see if the user has
497a7e14dcfSSatish Balay   declared an objective-only routine.  Useful for determining when
498a7e14dcfSSatish Balay   it is appropriate to call TaoComputeObjective() or
499a7e14dcfSSatish Balay   TaoComputeObjectiveAndGradient()
500a7e14dcfSSatish Balay 
501441846f8SBarry Smith   Collective on Tao
502a7e14dcfSSatish Balay 
503a7e14dcfSSatish Balay   Input Parameter:
504441846f8SBarry Smith + tao - the Tao context
505a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective function routine is set by user,
506a7e14dcfSSatish Balay         PETSC_FALSE otherwise
507a7e14dcfSSatish Balay   Level: developer
508a7e14dcfSSatish Balay 
509a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoIsGradientDefined(), TaoIsObjectiveAndGradientDefined()
510a7e14dcfSSatish Balay @*/
511441846f8SBarry Smith PetscErrorCode TaoIsObjectiveDefined(Tao tao, PetscBool *flg)
512a7e14dcfSSatish Balay {
513a7e14dcfSSatish Balay   PetscFunctionBegin;
514441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
51545cf516eSBarry Smith   if (tao->ops->computeobjective == 0) *flg = PETSC_FALSE;
51645cf516eSBarry Smith   else *flg = PETSC_TRUE;
517a7e14dcfSSatish Balay   PetscFunctionReturn(0);
518a7e14dcfSSatish Balay }
519a7e14dcfSSatish Balay 
520a7e14dcfSSatish Balay /*@
521a7e14dcfSSatish Balay   TaoIsGradientDefined -- Checks to see if the user has
522a7e14dcfSSatish Balay   declared an objective-only routine.  Useful for determining when
523a7e14dcfSSatish Balay   it is appropriate to call TaoComputeGradient() or
524a7e14dcfSSatish Balay   TaoComputeGradientAndGradient()
525a7e14dcfSSatish Balay 
526a7e14dcfSSatish Balay   Not Collective
527a7e14dcfSSatish Balay 
528a7e14dcfSSatish Balay   Input Parameter:
529441846f8SBarry Smith + tao - the Tao context
530a7e14dcfSSatish Balay - ctx - PETSC_TRUE if gradient routine is set by user, PETSC_FALSE otherwise
531a7e14dcfSSatish Balay   Level: developer
532a7e14dcfSSatish Balay 
533a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoIsObjectiveDefined(), TaoIsObjectiveAndGradientDefined()
534a7e14dcfSSatish Balay @*/
535441846f8SBarry Smith PetscErrorCode TaoIsGradientDefined(Tao tao, PetscBool *flg)
536a7e14dcfSSatish Balay {
537a7e14dcfSSatish Balay   PetscFunctionBegin;
538441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
53945cf516eSBarry Smith   if (tao->ops->computegradient == 0) *flg = PETSC_FALSE;
54045cf516eSBarry Smith   else *flg = PETSC_TRUE;
541a7e14dcfSSatish Balay   PetscFunctionReturn(0);
542a7e14dcfSSatish Balay }
543a7e14dcfSSatish Balay 
544a7e14dcfSSatish Balay /*@
545a7e14dcfSSatish Balay   TaoIsObjectiveAndGradientDefined -- Checks to see if the user has
546a7e14dcfSSatish Balay   declared a joint objective/gradient routine.  Useful for determining when
547a7e14dcfSSatish Balay   it is appropriate to call TaoComputeObjective() or
548a7e14dcfSSatish Balay   TaoComputeObjectiveAndGradient()
549a7e14dcfSSatish Balay 
550a7e14dcfSSatish Balay   Not Collective
551a7e14dcfSSatish Balay 
552a7e14dcfSSatish Balay   Input Parameter:
553441846f8SBarry Smith + tao - the Tao context
554a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective/gradient routine is set by user, PETSC_FALSE otherwise
555a7e14dcfSSatish Balay   Level: developer
556a7e14dcfSSatish Balay 
557a7e14dcfSSatish Balay .seealso: TaoSetObjectiveAndGradientRoutine(), TaoIsObjectiveDefined(), TaoIsGradientDefined()
558a7e14dcfSSatish Balay @*/
559441846f8SBarry Smith PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao tao, PetscBool *flg)
560a7e14dcfSSatish Balay {
561a7e14dcfSSatish Balay   PetscFunctionBegin;
562441846f8SBarry Smith   PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
56345cf516eSBarry Smith   if (tao->ops->computeobjectiveandgradient == 0) *flg = PETSC_FALSE;
56445cf516eSBarry Smith   else *flg = PETSC_TRUE;
565a7e14dcfSSatish Balay   PetscFunctionReturn(0);
566a7e14dcfSSatish Balay }
567