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) { 1430ebee16dSLisandro 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; 1470ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_GradientEval,tao,X,G,NULL);CHKERRQ(ierr); 148a7e14dcfSSatish Balay tao->ngrads++; 149a7e14dcfSSatish Balay } else if (tao->ops->computeobjectiveandgradient) { 1500ebee16dSLisandro 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; 1540ebee16dSLisandro 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) { 1940ebee16dSLisandro 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; 1980ebee16dSLisandro 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); 2030ebee16dSLisandro 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; 2070ebee16dSLisandro 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) { 2490ebee16dSLisandro 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 } 2580ebee16dSLisandro 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) { 2610ebee16dSLisandro 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; 2650ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 266a7e14dcfSSatish Balay tao->nfuncs++; 2670ebee16dSLisandro 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; 2710ebee16dSLisandro 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 3134a48860cSAlp Dener TaoSetResidualRoutine - Sets the residual 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 3194a48860cSAlp Dener . func - the residual 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 @*/ 3344a48860cSAlp Dener PetscErrorCode TaoSetResidualRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) 335a7e14dcfSSatish Balay { 336*737f463aSAlp Dener PetscErrorCode ierr; 337*737f463aSAlp Dener 338a7e14dcfSSatish Balay PetscFunctionBegin; 339441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 3404a48860cSAlp Dener PetscValidHeaderSpecific(res,VEC_CLASSID,2); 3414a48860cSAlp Dener tao->user_lsresP = ctx; 342*737f463aSAlp Dener if (tao->ls_res) { 343*737f463aSAlp Dener ierr = VecDestroy(&tao->ls_res);CHKERRQ(ierr); 344*737f463aSAlp Dener } 345*737f463aSAlp Dener ierr = PetscObjectReference((PetscObject)res);CHKERRQ(ierr); 3464a48860cSAlp Dener tao->ls_res = res; 3474a48860cSAlp Dener tao->ops->computeresidual = func; 348*737f463aSAlp Dener 349*737f463aSAlp Dener PetscFunctionReturn(0); 350*737f463aSAlp Dener } 351*737f463aSAlp Dener 352*737f463aSAlp Dener /*@ 353*737f463aSAlp 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. 354*737f463aSAlp Dener 355*737f463aSAlp Dener Collective on Tao 356*737f463aSAlp Dener 357*737f463aSAlp Dener Input Parameters: 358*737f463aSAlp Dener + tao - the Tao context 359*737f463aSAlp Dener . sigma_v - vector of weights (diagonal terms only) 360*737f463aSAlp Dener . n - the number of weights (if using off-diagonal) 361*737f463aSAlp Dener . rows - index list of rows for sigma_w 362*737f463aSAlp Dener . cols - index list of columns for sigma_w 363*737f463aSAlp Dener - vals - array of weights 364*737f463aSAlp Dener 365*737f463aSAlp Dener 366*737f463aSAlp Dener 367*737f463aSAlp Dener Note: Either sigma_v or sigma_w (or both) should be NULL 368*737f463aSAlp Dener 369*737f463aSAlp Dener Level: intermediate 370*737f463aSAlp Dener 371*737f463aSAlp Dener .seealso: TaoSetResidualRoutine() 372*737f463aSAlp Dener @*/ 373*737f463aSAlp Dener PetscErrorCode TaoSetResidualWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) 374*737f463aSAlp Dener { 375*737f463aSAlp Dener PetscErrorCode ierr; 376*737f463aSAlp Dener PetscInt i; 377*737f463aSAlp Dener PetscFunctionBegin; 378*737f463aSAlp Dener PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 379*737f463aSAlp Dener ierr = VecDestroy(&tao->res_weights_v);CHKERRQ(ierr); 380*737f463aSAlp Dener tao->res_weights_v=sigma_v; 381*737f463aSAlp Dener if (sigma_v) { 382*737f463aSAlp Dener ierr = PetscObjectReference((PetscObject)sigma_v);CHKERRQ(ierr); 383*737f463aSAlp Dener } 384*737f463aSAlp Dener if (vals) { 385*737f463aSAlp Dener if (tao->res_weights_n) { 386*737f463aSAlp Dener ierr = PetscFree(tao->res_weights_rows);CHKERRQ(ierr); 387*737f463aSAlp Dener ierr = PetscFree(tao->res_weights_cols);CHKERRQ(ierr); 388*737f463aSAlp Dener ierr = PetscFree(tao->res_weights_w);CHKERRQ(ierr); 389*737f463aSAlp Dener } 390*737f463aSAlp Dener ierr = PetscMalloc1(n,&tao->res_weights_rows);CHKERRQ(ierr); 391*737f463aSAlp Dener ierr = PetscMalloc1(n,&tao->res_weights_cols);CHKERRQ(ierr); 392*737f463aSAlp Dener ierr = PetscMalloc1(n,&tao->res_weights_w);CHKERRQ(ierr); 393*737f463aSAlp Dener tao->res_weights_n=n; 394*737f463aSAlp Dener for (i=0;i<n;i++) { 395*737f463aSAlp Dener tao->res_weights_rows[i]=rows[i]; 396*737f463aSAlp Dener tao->res_weights_cols[i]=cols[i]; 397*737f463aSAlp Dener tao->res_weights_w[i]=vals[i]; 398*737f463aSAlp Dener } 399*737f463aSAlp Dener } else { 400*737f463aSAlp Dener tao->res_weights_n=0; 401*737f463aSAlp Dener tao->res_weights_rows=0; 402*737f463aSAlp Dener tao->res_weights_cols=0; 403*737f463aSAlp Dener } 404a7e14dcfSSatish Balay PetscFunctionReturn(0); 405a7e14dcfSSatish Balay } 406a7e14dcfSSatish Balay 4078b7a9b22SJason Sarich /*@ 4084a48860cSAlp Dener TaoComputeResidual - Computes a least-squares residual vector at a given point 409a7e14dcfSSatish Balay 410441846f8SBarry Smith Collective on Tao 411a7e14dcfSSatish Balay 412a7e14dcfSSatish Balay Input Parameters: 413441846f8SBarry Smith + tao - the Tao context 414a7e14dcfSSatish Balay - X - input vector 415a7e14dcfSSatish Balay 416a7e14dcfSSatish Balay Output Parameter: 417a7e14dcfSSatish Balay . f - Objective vector at X 418a7e14dcfSSatish Balay 41995452b02SPatrick Sanan Notes: 4204a48860cSAlp Dener TaoComputeResidual() is typically used within minimization implementations, 421a7e14dcfSSatish Balay so most users would not generally call this routine themselves. 422a7e14dcfSSatish Balay 423a7e14dcfSSatish Balay Level: advanced 424a7e14dcfSSatish Balay 4254a48860cSAlp Dener .seealso: TaoSetResidualRoutine() 426a7e14dcfSSatish Balay @*/ 4274a48860cSAlp Dener PetscErrorCode TaoComputeResidual(Tao tao, Vec X, Vec F) 428a7e14dcfSSatish Balay { 429a7e14dcfSSatish Balay PetscErrorCode ierr; 43087f595a5SBarry Smith 431a7e14dcfSSatish Balay PetscFunctionBegin; 432441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 433a7e14dcfSSatish Balay PetscValidHeaderSpecific(X,VEC_CLASSID,2); 434a7e14dcfSSatish Balay PetscValidHeaderSpecific(F,VEC_CLASSID,3); 435a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 436a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,F,3); 4374a48860cSAlp Dener if (tao->ops->computeresidual) { 4380ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 4394a48860cSAlp Dener PetscStackPush("Tao user least-squares residual evaluation routine"); 4404a48860cSAlp Dener ierr = (*tao->ops->computeresidual)(tao,X,F,tao->user_lsresP);CHKERRQ(ierr); 441a7e14dcfSSatish Balay PetscStackPop; 4420ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAO_ObjectiveEval,tao,X,NULL,NULL);CHKERRQ(ierr); 443a7e14dcfSSatish Balay tao->nfuncs++; 4444a48860cSAlp Dener } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetResidualRoutine() has not been called"); 4454a48860cSAlp Dener ierr = PetscInfo(tao,"TAO least-squares residual evaluation.\n");CHKERRQ(ierr); 446a7e14dcfSSatish Balay PetscFunctionReturn(0); 447a7e14dcfSSatish Balay } 448a7e14dcfSSatish Balay 449a7e14dcfSSatish Balay /*@C 450a7e14dcfSSatish Balay TaoSetGradientRoutine - Sets the gradient evaluation routine for minimization 451a7e14dcfSSatish Balay 452441846f8SBarry Smith Logically collective on Tao 453a7e14dcfSSatish Balay 454a7e14dcfSSatish Balay Input Parameter: 455441846f8SBarry Smith + tao - the Tao context 456a7e14dcfSSatish Balay . func - the gradient function 457a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation 4586c23d075SBarry Smith routine (may be NULL) 459a7e14dcfSSatish Balay 460a7e14dcfSSatish Balay Calling sequence of func: 461441846f8SBarry Smith $ func (Tao tao, Vec x, Vec g, void *ctx); 462a7e14dcfSSatish Balay 463a7e14dcfSSatish Balay + x - input vector 464a7e14dcfSSatish Balay . g - gradient value (output) 465a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 466a7e14dcfSSatish Balay 467a7e14dcfSSatish Balay Level: beginner 468a7e14dcfSSatish Balay 469a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 470a7e14dcfSSatish Balay @*/ 471441846f8SBarry Smith PetscErrorCode TaoSetGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) 472a7e14dcfSSatish Balay { 473a7e14dcfSSatish Balay PetscFunctionBegin; 474441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 475a7e14dcfSSatish Balay tao->user_gradP = ctx; 476a7e14dcfSSatish Balay tao->ops->computegradient = func; 477a7e14dcfSSatish Balay PetscFunctionReturn(0); 478a7e14dcfSSatish Balay } 479a7e14dcfSSatish Balay 480a7e14dcfSSatish Balay /*@C 481a7e14dcfSSatish Balay TaoSetObjectiveAndGradientRoutine - Sets a combined objective function and gradient evaluation routine for minimization 482a7e14dcfSSatish Balay 483441846f8SBarry Smith Logically collective on Tao 484a7e14dcfSSatish Balay 485a7e14dcfSSatish Balay Input Parameter: 486441846f8SBarry Smith + tao - the Tao context 487a7e14dcfSSatish Balay . func - the gradient function 488a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the gradient evaluation 4896c23d075SBarry Smith routine (may be NULL) 490a7e14dcfSSatish Balay 491a7e14dcfSSatish Balay Calling sequence of func: 49217477c02SJason Sarich $ func (Tao tao, Vec x, PetscReal *f, Vec g, void *ctx); 493a7e14dcfSSatish Balay 494a7e14dcfSSatish Balay + x - input vector 49517477c02SJason Sarich . f - objective value (output) 496a7e14dcfSSatish Balay . g - gradient value (output) 497a7e14dcfSSatish Balay - ctx - [optional] user-defined function context 498a7e14dcfSSatish Balay 499a7e14dcfSSatish Balay Level: beginner 500a7e14dcfSSatish Balay 501a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine() 502a7e14dcfSSatish Balay @*/ 503441846f8SBarry Smith PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, PetscReal *, Vec, void*), void *ctx) 504a7e14dcfSSatish Balay { 505a7e14dcfSSatish Balay PetscFunctionBegin; 506441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 507a7e14dcfSSatish Balay tao->user_objgradP = ctx; 508a7e14dcfSSatish Balay tao->ops->computeobjectiveandgradient = func; 509a7e14dcfSSatish Balay PetscFunctionReturn(0); 510a7e14dcfSSatish Balay } 511a7e14dcfSSatish Balay 512a7e14dcfSSatish Balay /*@ 513a7e14dcfSSatish Balay TaoIsObjectiveDefined -- Checks to see if the user has 514a7e14dcfSSatish Balay declared an objective-only routine. Useful for determining when 515a7e14dcfSSatish Balay it is appropriate to call TaoComputeObjective() or 516a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient() 517a7e14dcfSSatish Balay 518441846f8SBarry Smith Collective on Tao 519a7e14dcfSSatish Balay 520a7e14dcfSSatish Balay Input Parameter: 521441846f8SBarry Smith + tao - the Tao context 522a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective function routine is set by user, 523a7e14dcfSSatish Balay PETSC_FALSE otherwise 524a7e14dcfSSatish Balay Level: developer 525a7e14dcfSSatish Balay 526a7e14dcfSSatish Balay .seealso: TaoSetObjectiveRoutine(), TaoIsGradientDefined(), TaoIsObjectiveAndGradientDefined() 527a7e14dcfSSatish Balay @*/ 528441846f8SBarry Smith PetscErrorCode TaoIsObjectiveDefined(Tao tao, PetscBool *flg) 529a7e14dcfSSatish Balay { 530a7e14dcfSSatish Balay PetscFunctionBegin; 531441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 53245cf516eSBarry Smith if (tao->ops->computeobjective == 0) *flg = PETSC_FALSE; 53345cf516eSBarry Smith else *flg = PETSC_TRUE; 534a7e14dcfSSatish Balay PetscFunctionReturn(0); 535a7e14dcfSSatish Balay } 536a7e14dcfSSatish Balay 537a7e14dcfSSatish Balay /*@ 538a7e14dcfSSatish Balay TaoIsGradientDefined -- Checks to see if the user has 539a7e14dcfSSatish Balay declared an objective-only routine. Useful for determining when 540a7e14dcfSSatish Balay it is appropriate to call TaoComputeGradient() or 541a7e14dcfSSatish Balay TaoComputeGradientAndGradient() 542a7e14dcfSSatish Balay 543a7e14dcfSSatish Balay Not Collective 544a7e14dcfSSatish Balay 545a7e14dcfSSatish Balay Input Parameter: 546441846f8SBarry Smith + tao - the Tao context 547a7e14dcfSSatish Balay - ctx - PETSC_TRUE if gradient routine is set by user, PETSC_FALSE otherwise 548a7e14dcfSSatish Balay Level: developer 549a7e14dcfSSatish Balay 550a7e14dcfSSatish Balay .seealso: TaoSetGradientRoutine(), TaoIsObjectiveDefined(), TaoIsObjectiveAndGradientDefined() 551a7e14dcfSSatish Balay @*/ 552441846f8SBarry Smith PetscErrorCode TaoIsGradientDefined(Tao tao, PetscBool *flg) 553a7e14dcfSSatish Balay { 554a7e14dcfSSatish Balay PetscFunctionBegin; 555441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 55645cf516eSBarry Smith if (tao->ops->computegradient == 0) *flg = PETSC_FALSE; 55745cf516eSBarry Smith else *flg = PETSC_TRUE; 558a7e14dcfSSatish Balay PetscFunctionReturn(0); 559a7e14dcfSSatish Balay } 560a7e14dcfSSatish Balay 561a7e14dcfSSatish Balay /*@ 562a7e14dcfSSatish Balay TaoIsObjectiveAndGradientDefined -- Checks to see if the user has 563a7e14dcfSSatish Balay declared a joint objective/gradient routine. Useful for determining when 564a7e14dcfSSatish Balay it is appropriate to call TaoComputeObjective() or 565a7e14dcfSSatish Balay TaoComputeObjectiveAndGradient() 566a7e14dcfSSatish Balay 567a7e14dcfSSatish Balay Not Collective 568a7e14dcfSSatish Balay 569a7e14dcfSSatish Balay Input Parameter: 570441846f8SBarry Smith + tao - the Tao context 571a7e14dcfSSatish Balay - ctx - PETSC_TRUE if objective/gradient routine is set by user, PETSC_FALSE otherwise 572a7e14dcfSSatish Balay Level: developer 573a7e14dcfSSatish Balay 574a7e14dcfSSatish Balay .seealso: TaoSetObjectiveAndGradientRoutine(), TaoIsObjectiveDefined(), TaoIsGradientDefined() 575a7e14dcfSSatish Balay @*/ 576441846f8SBarry Smith PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao tao, PetscBool *flg) 577a7e14dcfSSatish Balay { 578a7e14dcfSSatish Balay PetscFunctionBegin; 579441846f8SBarry Smith PetscValidHeaderSpecific(tao,TAO_CLASSID,1); 58045cf516eSBarry Smith if (tao->ops->computeobjectiveandgradient == 0) *flg = PETSC_FALSE; 58145cf516eSBarry Smith else *flg = PETSC_TRUE; 582a7e14dcfSSatish Balay PetscFunctionReturn(0); 583a7e14dcfSSatish Balay } 584