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); 49*2f4b6201SAlp Dener if (!test) { 50*2f4b6201SAlp Dener if (complete_print) { 51*2f4b6201SAlp Dener ierr = PetscViewerDestroy(&mviewer);CHKERRQ(ierr); 52*2f4b6201SAlp Dener } 53*2f4b6201SAlp Dener PetscFunctionReturn(0); 54*2f4b6201SAlp Dener } 5509baa881SHong Zhang 5609baa881SHong Zhang ierr = PetscObjectGetComm((PetscObject)tao,&comm);CHKERRQ(ierr); 5709baa881SHong Zhang ierr = PetscViewerASCIIGetStdout(comm,&viewer);CHKERRQ(ierr); 5809baa881SHong Zhang ierr = PetscViewerASCIIGetTab(viewer, &tabs);CHKERRQ(ierr); 5909baa881SHong Zhang ierr = PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel);CHKERRQ(ierr); 6009baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," ---------- Testing Gradient -------------\n");CHKERRQ(ierr); 6109baa881SHong Zhang if (!complete_print && !directionsprinted) { 6209baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Run with -tao_test_gradient_view and optionally -tao_test_gradient <threshold> to show difference\n");CHKERRQ(ierr); 6309baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," of hand-coded and finite difference gradient entries greater than <threshold>.\n");CHKERRQ(ierr); 6409baa881SHong Zhang } 6509baa881SHong Zhang if (!directionsprinted) { 6609baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Testing hand-coded Gradient, if (for double precision runs) ||G - Gfd||_F/||G||_F is\n");CHKERRQ(ierr); 67ae75128cSStefano Zampini ierr = PetscViewerASCIIPrintf(viewer," O(1.e-8), the hand-coded Gradient is probably correct.\n");CHKERRQ(ierr); 6809baa881SHong Zhang directionsprinted = PETSC_TRUE; 6909baa881SHong Zhang } 70913eda9aSHong Zhang if (complete_print) { 71913eda9aSHong Zhang ierr = PetscViewerPushFormat(mviewer,format);CHKERRQ(ierr); 72913eda9aSHong Zhang } 7309baa881SHong Zhang 7409baa881SHong Zhang ierr = VecDuplicate(x,&g2);CHKERRQ(ierr); 7509baa881SHong Zhang ierr = VecDuplicate(x,&g3);CHKERRQ(ierr); 7609baa881SHong Zhang 7709baa881SHong Zhang /* Compute finite difference gradient, assume the gradient is already computed by TaoComputeGradient() and put into g1 */ 7809baa881SHong Zhang ierr = TaoDefaultComputeGradient(tao,x,g2,NULL);CHKERRQ(ierr); 7909baa881SHong Zhang 8009baa881SHong Zhang ierr = VecNorm(g2,NORM_2,&fdnorm);CHKERRQ(ierr); 8109baa881SHong Zhang ierr = VecNorm(g1,NORM_2,&hcnorm);CHKERRQ(ierr); 8209baa881SHong Zhang ierr = VecNorm(g2,NORM_INFINITY,&fdmax);CHKERRQ(ierr); 8309baa881SHong Zhang ierr = VecNorm(g1,NORM_INFINITY,&hcmax);CHKERRQ(ierr); 8409baa881SHong Zhang ierr = VecDot(g1,g2,&dot);CHKERRQ(ierr); 8509baa881SHong Zhang ierr = VecCopy(g1,g3);CHKERRQ(ierr); 8609baa881SHong Zhang ierr = VecAXPY(g3,-1.0,g2);CHKERRQ(ierr); 8709baa881SHong Zhang ierr = VecNorm(g3,NORM_2,&diffnorm);CHKERRQ(ierr); 8809baa881SHong Zhang ierr = VecNorm(g3,NORM_INFINITY,&diffmax);CHKERRQ(ierr); 8909baa881SHong 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); 9009baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," 2-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffnorm/PetscMax(hcnorm,fdnorm)),(double)diffnorm);CHKERRQ(ierr); 9109baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," max-norm ||G - Gfd||/||G|| = %g, ||G - Gfd|| = %g\n",(double)(diffmax/PetscMax(hcmax,fdmax)),(double)diffmax);CHKERRQ(ierr); 9209baa881SHong Zhang 9309baa881SHong Zhang if (complete_print) { 9409baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Hand-coded gradient ----------\n");CHKERRQ(ierr); 95913eda9aSHong Zhang ierr = VecView(g1,mviewer);CHKERRQ(ierr); 9609baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Finite difference gradient ----------\n");CHKERRQ(ierr); 97913eda9aSHong Zhang ierr = VecView(g2,mviewer);CHKERRQ(ierr); 9809baa881SHong Zhang ierr = PetscViewerASCIIPrintf(viewer," Hand-coded minus finite-difference gradient ----------\n");CHKERRQ(ierr); 99913eda9aSHong Zhang ierr = VecView(g3,mviewer);CHKERRQ(ierr); 10009baa881SHong Zhang } 10109baa881SHong Zhang ierr = VecDestroy(&g2);CHKERRQ(ierr); 10209baa881SHong Zhang ierr = VecDestroy(&g3);CHKERRQ(ierr); 103913eda9aSHong Zhang 104913eda9aSHong Zhang if (complete_print) { 105913eda9aSHong Zhang ierr = PetscViewerPopFormat(mviewer);CHKERRQ(ierr); 106*2f4b6201SAlp Dener ierr = PetscViewerDestroy(&mviewer);CHKERRQ(ierr); 107913eda9aSHong Zhang } 108913eda9aSHong Zhang ierr = PetscViewerASCIISetTab(viewer,tabs);CHKERRQ(ierr); 10909baa881SHong Zhang PetscFunctionReturn(0); 11009baa881SHong Zhang } 11109baa881SHong Zhang 112a7e14dcfSSatish Balay /*@ 113a7e14dcfSSatish Balay TaoComputeGradient - Computes the gradient of the objective function 114a7e14dcfSSatish Balay 115441846f8SBarry Smith Collective on Tao 116a7e14dcfSSatish Balay 117a7e14dcfSSatish Balay Input Parameters: 118441846f8SBarry Smith + tao - the Tao context 119a7e14dcfSSatish Balay - X - input vector 120a7e14dcfSSatish Balay 121a7e14dcfSSatish Balay Output Parameter: 122a7e14dcfSSatish Balay . G - gradient vector 123a7e14dcfSSatish Balay 12409baa881SHong Zhang Options Database Keys: 12509baa881SHong Zhang + -tao_test_gradient - compare the user provided gradient with one compute via finite differences to check for errors 126dfe02fe6SHong 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 12709baa881SHong Zhang 12895452b02SPatrick Sanan Notes: 12995452b02SPatrick Sanan TaoComputeGradient() is typically used within minimization implementations, 130a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 131a7e14dcfSSatish Balay 132a7e14dcfSSatish Balay Level: advanced 133a7e14dcfSSatish Balay 134a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetGradientRoutine() 135a7e14dcfSSatish Balay @*/ 136441846f8SBarry Smith PetscErrorCode TaoComputeGradient(Tao tao, Vec X, Vec G) 137a7e14dcfSSatish Balay { 138a7e14dcfSSatish Balay PetscErrorCode ierr; 139a7e14dcfSSatish Balay PetscReal dummy; 14087f595a5SBarry Smith 141a7e14dcfSSatish Balay PetscFunctionBegin; 142441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 143a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 144a7e14dcfSSatish Balay PetscValidHeaderSpecific(G,VEC_CLASSID,2); 145a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 146a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,G,3); 1478860a134SJunchao Zhang ierr = VecLockReadPush(X);CHKERRQ(ierr); 148a7e14dcfSSatish Balay if (tao->ops->computegradient) { 1490ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 150441846f8SBarry Smith PetscStackPush("Tao user gradient evaluation routine"); 151a7e14dcfSSatish Balay ierr = (*tao->ops->computegradient)(tao,X,G,tao->user_gradP);CHKERRQ(ierr); 152a7e14dcfSSatish Balay PetscStackPop; 1530ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 154a7e14dcfSSatish Balay tao->ngrads++; 155a7e14dcfSSatish Balay } else if (tao->ops->computeobjectiveandgradient) { 1560ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr); 157a7e14dcfSSatish Balay PetscStackPush("Tao user objective/gradient evaluation routine"); 158a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,&dummy,G,tao->user_objgradP);CHKERRQ(ierr); 159a7e14dcfSSatish Balay PetscStackPop; 1600ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr); 161a7e14dcfSSatish Balay tao->nfuncgrads++; 16287f595a5SBarry Smith } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetGradientRoutine() has not been called"); 1638860a134SJunchao Zhang ierr = VecLockReadPop(X);CHKERRQ(ierr); 16409baa881SHong Zhang 165412cdd55SHong Zhang ierr = TaoTestGradient(tao,X,G);CHKERRQ(ierr); 166a7e14dcfSSatish Balay PetscFunctionReturn(0); 167a7e14dcfSSatish Balay } 168a7e14dcfSSatish Balay 169a7e14dcfSSatish Balay /*@ 170a7e14dcfSSatish Balay TaoComputeObjective - Computes the objective function value at a given point 171a7e14dcfSSatish Balay 172441846f8SBarry Smith Collective on Tao 173a7e14dcfSSatish Balay 174a7e14dcfSSatish Balay Input Parameters: 175441846f8SBarry Smith + tao - the Tao context 176a7e14dcfSSatish Balay - X - input vector 177a7e14dcfSSatish Balay 178a7e14dcfSSatish Balay Output Parameter: 179a7e14dcfSSatish Balay . f - Objective value at X 180a7e14dcfSSatish Balay 18195452b02SPatrick Sanan Notes: 18295452b02SPatrick Sanan TaoComputeObjective() is typically used within minimization implementations, 183a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 184a7e14dcfSSatish Balay 185a7e14dcfSSatish Balay Level: advanced 186a7e14dcfSSatish Balay 187a7e14dcfSSatish Balay .seealso: TaoComputeGradient(), TaoComputeObjectiveAndGradient(), TaoSetObjectiveRoutine() 188a7e14dcfSSatish Balay @*/ 189441846f8SBarry Smith PetscErrorCode TaoComputeObjective(Tao tao, Vec X, PetscReal *f) 190a7e14dcfSSatish Balay { 191a7e14dcfSSatish Balay PetscErrorCode ierr; 192a7e14dcfSSatish Balay Vec temp; 19387f595a5SBarry Smith 194a7e14dcfSSatish Balay PetscFunctionBegin; 195441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 196a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 197a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 1988860a134SJunchao Zhang ierr = VecLockReadPush(X);CHKERRQ(ierr); 199a7e14dcfSSatish Balay if (tao->ops->computeobjective) { 2000ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 201441846f8SBarry Smith PetscStackPush("Tao user objective evaluation routine"); 202a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjective)(tao,X,f,tao->user_objP);CHKERRQ(ierr); 203a7e14dcfSSatish Balay PetscStackPop; 2040ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 205a7e14dcfSSatish Balay tao->nfuncs++; 206a7e14dcfSSatish Balay } else if (tao->ops->computeobjectiveandgradient) { 207955c1f14SBarry Smith ierr = PetscInfo(tao,"Duplicating variable vector in order to call func/grad routine\n");CHKERRQ(ierr); 208a7e14dcfSSatish Balay ierr = VecDuplicate(X,&temp);CHKERRQ(ierr); 2090ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_ObjGradEval,tao,X,NULL,NULL);CHKERRQ(ierr); 210441846f8SBarry Smith PetscStackPush("Tao user objective/gradient evaluation routine"); 211a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,f,temp,tao->user_objgradP);CHKERRQ(ierr); 212a7e14dcfSSatish Balay PetscStackPop; 2130ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjGradEval,tao,X,NULL,NULL);CHKERRQ(ierr); 214a7e14dcfSSatish Balay ierr = VecDestroy(&temp);CHKERRQ(ierr); 215a7e14dcfSSatish Balay tao->nfuncgrads++; 21687f595a5SBarry Smith } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetObjectiveRoutine() has not been called"); 217e356b196STodd Munson ierr = PetscInfo1(tao,"TAO Function evaluation: %20.19e\n",(double)(*f));CHKERRQ(ierr); 2188860a134SJunchao Zhang ierr = VecLockReadPop(X);CHKERRQ(ierr); 219a7e14dcfSSatish Balay PetscFunctionReturn(0); 220a7e14dcfSSatish Balay } 221a7e14dcfSSatish Balay 222a7e14dcfSSatish Balay /*@ 223a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient - Computes the objective function value at a given point 224a7e14dcfSSatish Balay 225441846f8SBarry Smith Collective on Tao 226a7e14dcfSSatish Balay 227a7e14dcfSSatish Balay Input Parameters: 228441846f8SBarry Smith + tao - the Tao context 229a7e14dcfSSatish Balay - X - input vector 230a7e14dcfSSatish Balay 231a7e14dcfSSatish Balay Output Parameter: 232a7e14dcfSSatish Balay + f - Objective value at X 233a7e14dcfSSatish Balay - g - Gradient vector at X 234a7e14dcfSSatish Balay 23595452b02SPatrick Sanan Notes: 23695452b02SPatrick Sanan TaoComputeObjectiveAndGradient() is typically used within minimization implementations, 237a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 238a7e14dcfSSatish Balay 239a7e14dcfSSatish Balay Level: advanced 240a7e14dcfSSatish Balay 241a7e14dcfSSatish Balay .seealso: TaoComputeGradient(), TaoComputeObjectiveAndGradient(), TaoSetObjectiveRoutine() 242a7e14dcfSSatish Balay @*/ 243441846f8SBarry Smith PetscErrorCode TaoComputeObjectiveAndGradient(Tao tao, Vec X, PetscReal *f, Vec G) 244a7e14dcfSSatish Balay { 245a7e14dcfSSatish Balay PetscErrorCode ierr; 24687f595a5SBarry Smith 247a7e14dcfSSatish Balay PetscFunctionBegin; 248441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 249a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 250a7e14dcfSSatish Balay PetscValidHeaderSpecific(G,VEC_CLASSID,4); 251a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 252a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,G,4); 2538860a134SJunchao Zhang ierr = VecLockReadPush(X);CHKERRQ(ierr); 254a7e14dcfSSatish Balay if (tao->ops->computeobjectiveandgradient) { 2550ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr); 256f4c1ad5cSStefano Zampini if (tao->ops->computegradient == TaoDefaultComputeGradient) { 257f4c1ad5cSStefano Zampini ierr = TaoComputeObjective(tao,X,f);CHKERRQ(ierr); 258f4c1ad5cSStefano Zampini ierr = TaoDefaultComputeGradient(tao,X,G,NULL);CHKERRQ(ierr); 259f4c1ad5cSStefano Zampini } else { 260441846f8SBarry Smith PetscStackPush("Tao user objective/gradient evaluation routine"); 261a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,f,G,tao->user_objgradP);CHKERRQ(ierr); 2620cbffdbaSBarry Smith PetscStackPop; 263a7e14dcfSSatish Balay } 2640ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjGradEval,tao,X,G,NULL);CHKERRQ(ierr); 265a7e14dcfSSatish Balay tao->nfuncgrads++; 266a7e14dcfSSatish Balay } else if (tao->ops->computeobjective && tao->ops->computegradient) { 2670ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 268441846f8SBarry Smith PetscStackPush("Tao user objective evaluation routine"); 269a7e14dcfSSatish Balay ierr = (*tao->ops->computeobjective)(tao,X,f,tao->user_objP);CHKERRQ(ierr); 270a7e14dcfSSatish Balay PetscStackPop; 2710ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 272a7e14dcfSSatish Balay tao->nfuncs++; 2730ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 274441846f8SBarry Smith PetscStackPush("Tao user gradient evaluation routine"); 275a7e14dcfSSatish Balay ierr = (*tao->ops->computegradient)(tao,X,G,tao->user_gradP);CHKERRQ(ierr); 276a7e14dcfSSatish Balay PetscStackPop; 2770ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 278a7e14dcfSSatish Balay tao->ngrads++; 27987f595a5SBarry Smith } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetObjectiveRoutine() or TaoSetGradientRoutine() not set"); 280e356b196STodd Munson ierr = PetscInfo1(tao,"TAO Function evaluation: %20.19e\n",(double)(*f));CHKERRQ(ierr); 2818860a134SJunchao Zhang ierr = VecLockReadPop(X);CHKERRQ(ierr); 2821657496cSHong Zhang 283412cdd55SHong Zhang ierr = TaoTestGradient(tao,X,G);CHKERRQ(ierr); 284a7e14dcfSSatish Balay PetscFunctionReturn(0); 285a7e14dcfSSatish Balay } 286a7e14dcfSSatish Balay 287a7e14dcfSSatish Balay /*@C 288a7e14dcfSSatish Balay TaoSetObjectiveRoutine - Sets the function evaluation routine for minimization 289a7e14dcfSSatish Balay 290441846f8SBarry Smith Logically collective on Tao 291a7e14dcfSSatish Balay 292a7e14dcfSSatish Balay Input Parameter: 293441846f8SBarry Smith + tao - the Tao context 294a7e14dcfSSatish Balay . func - the objective function 295a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation 2966c23d075SBarry Smith routine (may be NULL) 297a7e14dcfSSatish Balay 298a7e14dcfSSatish Balay Calling sequence of func: 299441846f8SBarry Smith $ func (Tao tao, Vec x, PetscReal *f, void *ctx); 300a7e14dcfSSatish Balay 301a7e14dcfSSatish Balay + x - input vector 302a7e14dcfSSatish Balay . f - function value 303a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 304a7e14dcfSSatish Balay 305a7e14dcfSSatish Balay Level: beginner 306a7e14dcfSSatish Balay 307a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 308a7e14dcfSSatish Balay @*/ 309441846f8SBarry Smith PetscErrorCode TaoSetObjectiveRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal*,void*),void *ctx) 310a7e14dcfSSatish Balay { 311a7e14dcfSSatish Balay PetscFunctionBegin; 312441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 313a7e14dcfSSatish Balay tao->user_objP = ctx; 314a7e14dcfSSatish Balay tao->ops->computeobjective = func; 315a7e14dcfSSatish Balay PetscFunctionReturn(0); 316a7e14dcfSSatish Balay } 317a7e14dcfSSatish Balay 318a7e14dcfSSatish Balay /*@C 3194a48860cSAlp Dener TaoSetResidualRoutine - Sets the residual evaluation routine for least-square applications 320a7e14dcfSSatish Balay 321441846f8SBarry Smith Logically collective on Tao 322a7e14dcfSSatish Balay 323a7e14dcfSSatish Balay Input Parameter: 324441846f8SBarry Smith + tao - the Tao context 3254a48860cSAlp Dener . func - the residual evaluation routine 326a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the function evaluation 3276c23d075SBarry Smith routine (may be NULL) 328a7e14dcfSSatish Balay 329a7e14dcfSSatish Balay Calling sequence of func: 330441846f8SBarry Smith $ func (Tao tao, Vec x, Vec f, void *ctx); 331a7e14dcfSSatish Balay 332a7e14dcfSSatish Balay + x - input vector 333a7e14dcfSSatish Balay . f - function value vector 334a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 335a7e14dcfSSatish Balay 336a7e14dcfSSatish Balay Level: beginner 337a7e14dcfSSatish Balay 338a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetJacobianRoutine() 339a7e14dcfSSatish Balay @*/ 3404a48860cSAlp Dener PetscErrorCode TaoSetResidualRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) 341a7e14dcfSSatish Balay { 342737f463aSAlp Dener PetscErrorCode ierr; 343737f463aSAlp Dener 344a7e14dcfSSatish Balay PetscFunctionBegin; 345441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 3464a48860cSAlp Dener PetscValidHeaderSpecific(res,VEC_CLASSID,2); 3474ffbe8acSAlp Dener ierr = PetscObjectReference((PetscObject)res);CHKERRQ(ierr); 348737f463aSAlp Dener if (tao->ls_res) { 349737f463aSAlp Dener ierr = VecDestroy(&tao->ls_res);CHKERRQ(ierr); 350737f463aSAlp Dener } 3514a48860cSAlp Dener tao->ls_res = res; 3524ffbe8acSAlp Dener tao->user_lsresP = ctx; 3534a48860cSAlp Dener tao->ops->computeresidual = func; 354737f463aSAlp Dener 355737f463aSAlp Dener PetscFunctionReturn(0); 356737f463aSAlp Dener } 357737f463aSAlp Dener 358737f463aSAlp Dener /*@ 359737f463aSAlp Dener TaoSetResidualWeights - Give weights for the residual 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. 360737f463aSAlp Dener 361737f463aSAlp Dener Collective on Tao 362737f463aSAlp Dener 363737f463aSAlp Dener Input Parameters: 364737f463aSAlp Dener + tao - the Tao context 365737f463aSAlp Dener . sigma_v - vector of weights (diagonal terms only) 366737f463aSAlp Dener . n - the number of weights (if using off-diagonal) 367737f463aSAlp Dener . rows - index list of rows for sigma_w 368737f463aSAlp Dener . cols - index list of columns for sigma_w 369737f463aSAlp Dener - vals - array of weights 370737f463aSAlp Dener 371737f463aSAlp Dener 372737f463aSAlp Dener 373737f463aSAlp Dener Note: Either sigma_v or sigma_w (or both) should be NULL 374737f463aSAlp Dener 375737f463aSAlp Dener Level: intermediate 376737f463aSAlp Dener 377737f463aSAlp Dener .seealso: TaoSetResidualRoutine() 378737f463aSAlp Dener @*/ 379737f463aSAlp Dener PetscErrorCode TaoSetResidualWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) 380737f463aSAlp Dener { 381737f463aSAlp Dener PetscErrorCode ierr; 382737f463aSAlp Dener PetscInt i; 383737f463aSAlp Dener PetscFunctionBegin; 384737f463aSAlp Dener PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 385737f463aSAlp Dener if (sigma_v) { 3864ffbe8acSAlp Dener PetscValidHeaderSpecific(sigma_v,VEC_CLASSID,2); 387737f463aSAlp Dener ierr = PetscObjectReference((PetscObject)sigma_v);CHKERRQ(ierr); 388737f463aSAlp Dener } 3894ffbe8acSAlp Dener if (tao->res_weights_v) { 3904ffbe8acSAlp Dener ierr = VecDestroy(&tao->res_weights_v);CHKERRQ(ierr); 3914ffbe8acSAlp Dener } 3924ffbe8acSAlp Dener tao->res_weights_v=sigma_v; 393737f463aSAlp Dener if (vals) { 394737f463aSAlp Dener if (tao->res_weights_n) { 395737f463aSAlp Dener ierr = PetscFree(tao->res_weights_rows);CHKERRQ(ierr); 396737f463aSAlp Dener ierr = PetscFree(tao->res_weights_cols);CHKERRQ(ierr); 397737f463aSAlp Dener ierr = PetscFree(tao->res_weights_w);CHKERRQ(ierr); 398737f463aSAlp Dener } 399737f463aSAlp Dener ierr = PetscMalloc1(n,&tao->res_weights_rows);CHKERRQ(ierr); 400737f463aSAlp Dener ierr = PetscMalloc1(n,&tao->res_weights_cols);CHKERRQ(ierr); 401737f463aSAlp Dener ierr = PetscMalloc1(n,&tao->res_weights_w);CHKERRQ(ierr); 402737f463aSAlp Dener tao->res_weights_n=n; 403737f463aSAlp Dener for (i=0;i<n;i++) { 404737f463aSAlp Dener tao->res_weights_rows[i]=rows[i]; 405737f463aSAlp Dener tao->res_weights_cols[i]=cols[i]; 406737f463aSAlp Dener tao->res_weights_w[i]=vals[i]; 407737f463aSAlp Dener } 408737f463aSAlp Dener } else { 409737f463aSAlp Dener tao->res_weights_n=0; 410737f463aSAlp Dener tao->res_weights_rows=0; 411737f463aSAlp Dener tao->res_weights_cols=0; 412737f463aSAlp Dener } 413a7e14dcfSSatish Balay PetscFunctionReturn(0); 414a7e14dcfSSatish Balay } 415a7e14dcfSSatish Balay 4168b7a9b22SJason Sarich /*@ 4174a48860cSAlp Dener TaoComputeResidual - Computes a least-squares residual vector at a given point 418a7e14dcfSSatish Balay 419441846f8SBarry Smith Collective on Tao 420a7e14dcfSSatish Balay 421a7e14dcfSSatish Balay Input Parameters: 422441846f8SBarry Smith + tao - the Tao context 423a7e14dcfSSatish Balay - X - input vector 424a7e14dcfSSatish Balay 425a7e14dcfSSatish Balay Output Parameter: 426a7e14dcfSSatish Balay . f - Objective vector at X 427a7e14dcfSSatish Balay 42895452b02SPatrick Sanan Notes: 4294a48860cSAlp Dener TaoComputeResidual() is typically used within minimization implementations, 430a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 431a7e14dcfSSatish Balay 432a7e14dcfSSatish Balay Level: advanced 433a7e14dcfSSatish Balay 4344a48860cSAlp Dener .seealso: TaoSetResidualRoutine() 435a7e14dcfSSatish Balay @*/ 4364a48860cSAlp Dener PetscErrorCode TaoComputeResidual(Tao tao, Vec X, Vec F) 437a7e14dcfSSatish Balay { 438a7e14dcfSSatish Balay PetscErrorCode ierr; 43987f595a5SBarry Smith 440a7e14dcfSSatish Balay PetscFunctionBegin; 441441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 442a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 443a7e14dcfSSatish Balay PetscValidHeaderSpecific(F,VEC_CLASSID,3); 444a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 445a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,F,3); 4464a48860cSAlp Dener if (tao->ops->computeresidual) { 4470ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 4484a48860cSAlp Dener PetscStackPush("Tao user least-squares residual evaluation routine"); 4494a48860cSAlp Dener ierr = (*tao->ops->computeresidual)(tao,X,F,tao->user_lsresP);CHKERRQ(ierr); 450a7e14dcfSSatish Balay PetscStackPop; 4510ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 452a7e14dcfSSatish Balay tao->nfuncs++; 4534a48860cSAlp Dener } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetResidualRoutine() has not been called"); 4544a48860cSAlp Dener ierr = PetscInfo(tao,"TAO least-squares residual evaluation.\n");CHKERRQ(ierr); 455a7e14dcfSSatish Balay PetscFunctionReturn(0); 456a7e14dcfSSatish Balay } 457a7e14dcfSSatish Balay 458a7e14dcfSSatish Balay /*@C 459a7e14dcfSSatish Balay TaoSetGradientRoutine - Sets the gradient evaluation routine for minimization 460a7e14dcfSSatish Balay 461441846f8SBarry Smith Logically collective on Tao 462a7e14dcfSSatish Balay 463a7e14dcfSSatish Balay Input Parameter: 464441846f8SBarry Smith + tao - the Tao context 465a7e14dcfSSatish Balay . func - the gradient function 466a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation 4676c23d075SBarry Smith routine (may be NULL) 468a7e14dcfSSatish Balay 469a7e14dcfSSatish Balay Calling sequence of func: 470441846f8SBarry Smith $ func (Tao tao, Vec x, Vec g, void *ctx); 471a7e14dcfSSatish Balay 472a7e14dcfSSatish Balay + x - input vector 473a7e14dcfSSatish Balay . g - gradient value (output) 474a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 475a7e14dcfSSatish Balay 476a7e14dcfSSatish Balay Level: beginner 477a7e14dcfSSatish Balay 478a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 479a7e14dcfSSatish Balay @*/ 480441846f8SBarry Smith PetscErrorCode TaoSetGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) 481a7e14dcfSSatish Balay { 482a7e14dcfSSatish Balay PetscFunctionBegin; 483441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 484a7e14dcfSSatish Balay tao->user_gradP = ctx; 485a7e14dcfSSatish Balay tao->ops->computegradient = func; 486a7e14dcfSSatish Balay PetscFunctionReturn(0); 487a7e14dcfSSatish Balay } 488a7e14dcfSSatish Balay 489a7e14dcfSSatish Balay /*@C 490a7e14dcfSSatish Balay TaoSetObjectiveAndGradientRoutine - Sets a combined objective function and gradient evaluation routine for minimization 491a7e14dcfSSatish Balay 492441846f8SBarry Smith Logically collective on Tao 493a7e14dcfSSatish Balay 494a7e14dcfSSatish Balay Input Parameter: 495441846f8SBarry Smith + tao - the Tao context 496a7e14dcfSSatish Balay . func - the gradient function 497a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation 4986c23d075SBarry Smith routine (may be NULL) 499a7e14dcfSSatish Balay 500a7e14dcfSSatish Balay Calling sequence of func: 50117477c02SJason Sarich $ func (Tao tao, Vec x, PetscReal *f, Vec g, void *ctx); 502a7e14dcfSSatish Balay 503a7e14dcfSSatish Balay + x - input vector 50417477c02SJason Sarich . f - objective value (output) 505a7e14dcfSSatish Balay . g - gradient value (output) 506a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 507a7e14dcfSSatish Balay 508a7e14dcfSSatish Balay Level: beginner 509a7e14dcfSSatish Balay 510a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 511a7e14dcfSSatish Balay @*/ 512441846f8SBarry Smith PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void*), void *ctx) 513a7e14dcfSSatish Balay { 514a7e14dcfSSatish Balay PetscFunctionBegin; 515441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 516a7e14dcfSSatish Balay tao->user_objgradP = ctx; 517a7e14dcfSSatish Balay tao->ops->computeobjectiveandgradient = func; 518a7e14dcfSSatish Balay PetscFunctionReturn(0); 519a7e14dcfSSatish Balay } 520a7e14dcfSSatish Balay 521a7e14dcfSSatish Balay /*@ 522a7e14dcfSSatish Balay TaoIsObjectiveDefined -- Checks to see if the user has 523a7e14dcfSSatish Balay declared an objective-only routine. Useful for determining when 524a7e14dcfSSatish Balay it is appropriate to call TaoComputeObjective() or 525a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient() 526a7e14dcfSSatish Balay 527441846f8SBarry Smith Collective on Tao 528a7e14dcfSSatish Balay 529a7e14dcfSSatish Balay Input Parameter: 530441846f8SBarry Smith + tao - the Tao context 531a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective function routine is set by user, 532a7e14dcfSSatish Balay PETSC_FALSE otherwise 533a7e14dcfSSatish Balay Level: developer 534a7e14dcfSSatish Balay 535a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoIsGradientDefined(), TaoIsObjectiveAndGradientDefined() 536a7e14dcfSSatish Balay @*/ 537441846f8SBarry Smith PetscErrorCode TaoIsObjectiveDefined(Tao tao, PetscBool *flg) 538a7e14dcfSSatish Balay { 539a7e14dcfSSatish Balay PetscFunctionBegin; 540441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 54145cf516eSBarry Smith if (tao->ops->computeobjective == 0) *flg = PETSC_FALSE; 54245cf516eSBarry Smith else *flg = PETSC_TRUE; 543a7e14dcfSSatish Balay PetscFunctionReturn(0); 544a7e14dcfSSatish Balay } 545a7e14dcfSSatish Balay 546a7e14dcfSSatish Balay /*@ 547a7e14dcfSSatish Balay TaoIsGradientDefined -- Checks to see if the user has 548a7e14dcfSSatish Balay declared an objective-only routine. Useful for determining when 549a7e14dcfSSatish Balay it is appropriate to call TaoComputeGradient() or 550a7e14dcfSSatish Balay TaoComputeGradientAndGradient() 551a7e14dcfSSatish Balay 552a7e14dcfSSatish Balay Not Collective 553a7e14dcfSSatish Balay 554a7e14dcfSSatish Balay Input Parameter: 555441846f8SBarry Smith + tao - the Tao context 556a7e14dcfSSatish Balay - ctx - PETSC_TRUE if gradient routine is set by user, PETSC_FALSE otherwise 557a7e14dcfSSatish Balay Level: developer 558a7e14dcfSSatish Balay 559a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoIsObjectiveDefined(), TaoIsObjectiveAndGradientDefined() 560a7e14dcfSSatish Balay @*/ 561441846f8SBarry Smith PetscErrorCode TaoIsGradientDefined(Tao tao, PetscBool *flg) 562a7e14dcfSSatish Balay { 563a7e14dcfSSatish Balay PetscFunctionBegin; 564441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 56545cf516eSBarry Smith if (tao->ops->computegradient == 0) *flg = PETSC_FALSE; 56645cf516eSBarry Smith else *flg = PETSC_TRUE; 567a7e14dcfSSatish Balay PetscFunctionReturn(0); 568a7e14dcfSSatish Balay } 569a7e14dcfSSatish Balay 570a7e14dcfSSatish Balay /*@ 571a7e14dcfSSatish Balay TaoIsObjectiveAndGradientDefined -- Checks to see if the user has 572a7e14dcfSSatish Balay declared a joint objective/gradient routine. Useful for determining when 573a7e14dcfSSatish Balay it is appropriate to call TaoComputeObjective() or 574a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient() 575a7e14dcfSSatish Balay 576a7e14dcfSSatish Balay Not Collective 577a7e14dcfSSatish Balay 578a7e14dcfSSatish Balay Input Parameter: 579441846f8SBarry Smith + tao - the Tao context 580a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective/gradient routine is set by user, PETSC_FALSE otherwise 581a7e14dcfSSatish Balay Level: developer 582a7e14dcfSSatish Balay 583a7e14dcfSSatish Balay .seealso: TaoSetObjectiveAndGradientRoutine(), TaoIsObjectiveDefined(), TaoIsGradientDefined() 584a7e14dcfSSatish Balay @*/ 585441846f8SBarry Smith PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao tao, PetscBool *flg) 586a7e14dcfSSatish Balay { 587a7e14dcfSSatish Balay PetscFunctionBegin; 588441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 58945cf516eSBarry Smith if (tao->ops->computeobjectiveandgradient == 0) *flg = PETSC_FALSE; 59045cf516eSBarry Smith else *flg = PETSC_TRUE; 591a7e14dcfSSatish Balay PetscFunctionReturn(0); 592a7e14dcfSSatish Balay } 593