xref: /petsc/src/tao/linesearch/interface/taolinesearch.c (revision 1baa6e3354bfe224b33a0c158f482508792a8a6e)
1ba92ff59SBarry Smith #include <petsctaolinesearch.h> /*I "petsctaolinesearch.h" I*/
2af0996ceSBarry Smith #include <petsc/private/taolinesearchimpl.h>
30c52818fSSatish Balay 
46c23d075SBarry Smith PetscFunctionList TaoLineSearchList = NULL;
50c52818fSSatish Balay 
60c52818fSSatish Balay PetscClassId TAOLINESEARCH_CLASSID=0;
70ebee16dSLisandro Dalcin 
80ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Apply;
90ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Eval;
100c52818fSSatish Balay 
110c52818fSSatish Balay /*@C
12fe2efc57SMark    TaoLineSearchViewFromOptions - View from Options
13fe2efc57SMark 
14fe2efc57SMark    Collective on TaoLineSearch
15fe2efc57SMark 
16fe2efc57SMark    Input Parameters:
17fe2efc57SMark +  A - the Tao context
18736c3998SJose E. Roman .  obj - Optional object
19736c3998SJose E. Roman -  name - command line option
20fe2efc57SMark 
21fe2efc57SMark    Level: intermediate
22db781477SPatrick Sanan .seealso: `TaoLineSearch`, `TaoLineSearchView`, `PetscObjectViewFromOptions()`, `TaoLineSearchCreate()`
23fe2efc57SMark @*/
24fe2efc57SMark PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch A,PetscObject obj,const char name[])
25fe2efc57SMark {
26fe2efc57SMark   PetscFunctionBegin;
27fe2efc57SMark   PetscValidHeaderSpecific(A,TAOLINESEARCH_CLASSID,1);
289566063dSJacob Faibussowitsch   PetscCall(PetscObjectViewFromOptions((PetscObject)A,obj,name));
29fe2efc57SMark   PetscFunctionReturn(0);
30fe2efc57SMark }
31fe2efc57SMark 
32fe2efc57SMark /*@C
330c52818fSSatish Balay   TaoLineSearchView - Prints information about the TaoLineSearch
340c52818fSSatish Balay 
350c52818fSSatish Balay   Collective on TaoLineSearch
360c52818fSSatish Balay 
370c52818fSSatish Balay   InputParameters:
38441846f8SBarry Smith + ls - the Tao context
390c52818fSSatish Balay - viewer - visualization context
400c52818fSSatish Balay 
410c52818fSSatish Balay   Options Database Key:
420c52818fSSatish Balay . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search
430c52818fSSatish Balay 
440c52818fSSatish Balay   Notes:
450c52818fSSatish Balay   The available visualization contexts include
460c52818fSSatish Balay +     PETSC_VIEWER_STDOUT_SELF - standard output (default)
470c52818fSSatish Balay -     PETSC_VIEWER_STDOUT_WORLD - synchronized standard
480c52818fSSatish Balay          output where only the first processor opens
490c52818fSSatish Balay          the file.  All other processors send their
500c52818fSSatish Balay          data to the first processor to print.
510c52818fSSatish Balay 
520c52818fSSatish Balay   Level: beginner
530c52818fSSatish Balay 
54db781477SPatrick Sanan .seealso: `PetscViewerASCIIOpen()`
550c52818fSSatish Balay @*/
560c52818fSSatish Balay 
570c52818fSSatish Balay PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer)
580c52818fSSatish Balay {
590c52818fSSatish Balay   PetscBool               isascii, isstring;
60dedfbcbeSJed Brown   TaoLineSearchType       type;
61f06e3bfaSBarry Smith 
620c52818fSSatish Balay   PetscFunctionBegin;
630c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
640c52818fSSatish Balay   if (!viewer) {
659566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer));
660c52818fSSatish Balay   }
670c52818fSSatish Balay   PetscValidHeaderSpecific(viewer,PETSC_VIEWER_CLASSID,2);
680c52818fSSatish Balay   PetscCheckSameComm(ls,1,viewer,2);
690c52818fSSatish Balay 
709566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii));
719566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring));
720c52818fSSatish Balay   if (isascii) {
739566063dSJacob Faibussowitsch     PetscCall(PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer));
7463b15415SAlp Dener     if (ls->ops->view) {
759566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPushTab(viewer));
769566063dSJacob Faibussowitsch       PetscCall((*ls->ops->view)(ls,viewer));
779566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPopTab(viewer));
780c52818fSSatish Balay     }
799566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPushTab(viewer));
8063a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"maximum function evaluations=%" PetscInt_FMT "\n",ls->max_funcs));
819566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"tolerances: ftol=%g, rtol=%g, gtol=%g\n",(double)ls->ftol,(double)ls->rtol,(double)ls->gtol));
8263a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"total number of function evaluations=%" PetscInt_FMT "\n",ls->nfeval));
8363a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"total number of gradient evaluations=%" PetscInt_FMT "\n",ls->ngeval));
8463a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"total number of function/gradient evaluations=%" PetscInt_FMT "\n",ls->nfgeval));
850c52818fSSatish Balay 
860c52818fSSatish Balay     if (ls->bounded) {
879566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPrintf(viewer,"using variable bounds\n"));
880c52818fSSatish Balay     }
899566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"Termination reason: %d\n",(int)ls->reason));
909566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPopTab(viewer));
910c52818fSSatish Balay   } else if (isstring) {
929566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchGetType(ls,&type));
939566063dSJacob Faibussowitsch     PetscCall(PetscViewerStringSPrintf(viewer," %-3.3s",type));
940c52818fSSatish Balay   }
950c52818fSSatish Balay   PetscFunctionReturn(0);
960c52818fSSatish Balay }
970c52818fSSatish Balay 
980c52818fSSatish Balay /*@C
990c52818fSSatish Balay   TaoLineSearchCreate - Creates a TAO Line Search object.  Algorithms in TAO that use
1000c52818fSSatish Balay   line-searches will automatically create one.
1010c52818fSSatish Balay 
102d083f849SBarry Smith   Collective
1030c52818fSSatish Balay 
1040c52818fSSatish Balay   Input Parameter:
1050c52818fSSatish Balay . comm - MPI communicator
1060c52818fSSatish Balay 
1070c52818fSSatish Balay   Output Parameter:
1080c52818fSSatish Balay . newls - the new TaoLineSearch context
1090c52818fSSatish Balay 
1100c52818fSSatish Balay   Available methods include:
111147403d9SBarry Smith + more-thuente - the More-Thuente method
112147403d9SBarry Smith . gpcg - the GPCG method
1130c52818fSSatish Balay - unit - Do not perform any line search
1140c52818fSSatish Balay 
1150c52818fSSatish Balay    Options Database Keys:
1160c52818fSSatish Balay .   -tao_ls_type - select which method TAO should use
1170c52818fSSatish Balay 
1180c52818fSSatish Balay    Level: beginner
1190c52818fSSatish Balay 
120db781477SPatrick Sanan .seealso: `TaoLineSearchSetType()`, `TaoLineSearchApply()`, `TaoLineSearchDestroy()`
1210c52818fSSatish Balay @*/
1220c52818fSSatish Balay 
1230c52818fSSatish Balay PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls)
1240c52818fSSatish Balay {
1250c52818fSSatish Balay   TaoLineSearch  ls;
1260c52818fSSatish Balay 
1270c52818fSSatish Balay   PetscFunctionBegin;
1280c52818fSSatish Balay   PetscValidPointer(newls,2);
1299566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchInitializePackage());
1300c52818fSSatish Balay 
1319566063dSJacob Faibussowitsch   PetscCall(PetscHeaderCreate(ls,TAOLINESEARCH_CLASSID,"TaoLineSearch","Linesearch","Tao",comm,TaoLineSearchDestroy,TaoLineSearchView));
1320c52818fSSatish Balay   ls->max_funcs = 30;
1330c52818fSSatish Balay   ls->ftol = 0.0001;
1340c52818fSSatish Balay   ls->gtol = 0.9;
1356f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
1366f4723b1SBarry Smith   ls->rtol = 1.0e-5;
1376f4723b1SBarry Smith #else
1380c52818fSSatish Balay   ls->rtol = 1.0e-10;
1396f4723b1SBarry Smith #endif
1400c52818fSSatish Balay   ls->stepmin = 1.0e-20;
1410c52818fSSatish Balay   ls->stepmax = 1.0e+20;
1420c52818fSSatish Balay   ls->step = 1.0;
143a39c8e28SStefano Zampini   ls->initstep = 1.0;
1440c52818fSSatish Balay   *newls = ls;
1450c52818fSSatish Balay   PetscFunctionReturn(0);
1460c52818fSSatish Balay }
1470c52818fSSatish Balay 
1480c52818fSSatish Balay /*@
1490c52818fSSatish Balay   TaoLineSearchSetUp - Sets up the internal data structures for the later use
1500c52818fSSatish Balay   of a Tao solver
1510c52818fSSatish Balay 
1520c52818fSSatish Balay   Collective on ls
1530c52818fSSatish Balay 
1540c52818fSSatish Balay   Input Parameters:
1550c52818fSSatish Balay . ls - the TaoLineSearch context
1560c52818fSSatish Balay 
1570c52818fSSatish Balay   Notes:
1580c52818fSSatish Balay   The user will not need to explicitly call TaoLineSearchSetUp(), as it will
1590c52818fSSatish Balay   automatically be called in TaoLineSearchSolve().  However, if the user
1600c52818fSSatish Balay   desires to call it explicitly, it should come after TaoLineSearchCreate()
1610c52818fSSatish Balay   but before TaoLineSearchApply().
1620c52818fSSatish Balay 
1630c52818fSSatish Balay   Level: developer
1640c52818fSSatish Balay 
165db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()`
1660c52818fSSatish Balay @*/
1670c52818fSSatish Balay 
1680c52818fSSatish Balay PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls)
1690c52818fSSatish Balay {
1708caf6e8cSBarry Smith   const char     *default_type=TAOLINESEARCHMT;
1710c52818fSSatish Balay   PetscBool      flg;
172f06e3bfaSBarry Smith 
1730c52818fSSatish Balay   PetscFunctionBegin;
1740c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
1750c52818fSSatish Balay   if (ls->setupcalled) PetscFunctionReturn(0);
1760c52818fSSatish Balay   if (!((PetscObject)ls)->type_name) {
1779566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchSetType(ls,default_type));
1780c52818fSSatish Balay   }
179*1baa6e33SBarry Smith   if (ls->ops->setup) PetscCall((*ls->ops->setup)(ls));
1800c52818fSSatish Balay   if (ls->usetaoroutines) {
1819566063dSJacob Faibussowitsch     PetscCall(TaoIsObjectiveDefined(ls->tao,&flg));
1820c52818fSSatish Balay     ls->hasobjective = flg;
1839566063dSJacob Faibussowitsch     PetscCall(TaoIsGradientDefined(ls->tao,&flg));
1840c52818fSSatish Balay     ls->hasgradient = flg;
1859566063dSJacob Faibussowitsch     PetscCall(TaoIsObjectiveAndGradientDefined(ls->tao,&flg));
1860c52818fSSatish Balay     ls->hasobjectiveandgradient = flg;
1870c52818fSSatish Balay   } else {
1880c52818fSSatish Balay     if (ls->ops->computeobjective) {
1890c52818fSSatish Balay       ls->hasobjective = PETSC_TRUE;
1900c52818fSSatish Balay     } else {
1910c52818fSSatish Balay       ls->hasobjective = PETSC_FALSE;
1920c52818fSSatish Balay     }
1930c52818fSSatish Balay     if (ls->ops->computegradient) {
1940c52818fSSatish Balay       ls->hasgradient = PETSC_TRUE;
1950c52818fSSatish Balay     } else {
1960c52818fSSatish Balay       ls->hasgradient = PETSC_FALSE;
1970c52818fSSatish Balay     }
1980c52818fSSatish Balay     if (ls->ops->computeobjectiveandgradient) {
1990c52818fSSatish Balay       ls->hasobjectiveandgradient = PETSC_TRUE;
2000c52818fSSatish Balay     } else {
2010c52818fSSatish Balay       ls->hasobjectiveandgradient = PETSC_FALSE;
2020c52818fSSatish Balay     }
2030c52818fSSatish Balay   }
2040c52818fSSatish Balay   ls->setupcalled = PETSC_TRUE;
2050c52818fSSatish Balay   PetscFunctionReturn(0);
2060c52818fSSatish Balay }
2070c52818fSSatish Balay 
2080c52818fSSatish Balay /*@
2090c52818fSSatish Balay   TaoLineSearchReset - Some line searches may carry state information
2100c52818fSSatish Balay   from one TaoLineSearchApply() to the next.  This function resets this
2110c52818fSSatish Balay   state information.
2120c52818fSSatish Balay 
2130c52818fSSatish Balay   Collective on TaoLineSearch
2140c52818fSSatish Balay 
2150c52818fSSatish Balay   Input Parameter:
2160c52818fSSatish Balay . ls - the TaoLineSearch context
2170c52818fSSatish Balay 
2180c52818fSSatish Balay   Level: developer
2190c52818fSSatish Balay 
220db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()`
2210c52818fSSatish Balay @*/
2220c52818fSSatish Balay PetscErrorCode TaoLineSearchReset(TaoLineSearch ls)
2230c52818fSSatish Balay {
2240c52818fSSatish Balay   PetscFunctionBegin;
2250c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
226*1baa6e33SBarry Smith   if (ls->ops->reset) PetscCall((*ls->ops->reset)(ls));
2270c52818fSSatish Balay   PetscFunctionReturn(0);
2280c52818fSSatish Balay }
229f06e3bfaSBarry Smith 
2300c52818fSSatish Balay /*@
2310c52818fSSatish Balay   TaoLineSearchDestroy - Destroys the TAO context that was created with
2320c52818fSSatish Balay   TaoLineSearchCreate()
2330c52818fSSatish Balay 
2340c52818fSSatish Balay   Collective on TaoLineSearch
2350c52818fSSatish Balay 
2367a7aea1fSJed Brown   Input Parameter:
2370c52818fSSatish Balay . ls - the TaoLineSearch context
2380c52818fSSatish Balay 
2390c52818fSSatish Balay   Level: beginner
2400c52818fSSatish Balay 
2410c52818fSSatish Balay .seealse: TaoLineSearchCreate(), TaoLineSearchSolve()
2420c52818fSSatish Balay @*/
2430c52818fSSatish Balay PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls)
2440c52818fSSatish Balay {
2450c52818fSSatish Balay   PetscFunctionBegin;
2460c52818fSSatish Balay   if (!*ls) PetscFunctionReturn(0);
2470c52818fSSatish Balay   PetscValidHeaderSpecific(*ls,TAOLINESEARCH_CLASSID,1);
24883c8fe1dSLisandro Dalcin   if (--((PetscObject)*ls)->refct > 0) {*ls = NULL; PetscFunctionReturn(0);}
2499566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->stepdirection));
2509566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->start_x));
2519566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->upper));
2529566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->lower));
2530c52818fSSatish Balay   if ((*ls)->ops->destroy) {
2549566063dSJacob Faibussowitsch     PetscCall((*(*ls)->ops->destroy)(*ls));
2550c52818fSSatish Balay   }
2562a0dac07SAlp Dener   if ((*ls)->usemonitor) {
2579566063dSJacob Faibussowitsch     PetscCall(PetscViewerDestroy(&(*ls)->viewer));
2582a0dac07SAlp Dener   }
2599566063dSJacob Faibussowitsch   PetscCall(PetscHeaderDestroy(ls));
2600c52818fSSatish Balay   PetscFunctionReturn(0);
2610c52818fSSatish Balay }
2620c52818fSSatish Balay 
2630c52818fSSatish Balay /*@
2640c52818fSSatish Balay   TaoLineSearchApply - Performs a line-search in a given step direction.  Criteria for acceptable step length depends on the line-search algorithm chosen
2650c52818fSSatish Balay 
2660c52818fSSatish Balay   Collective on TaoLineSearch
2670c52818fSSatish Balay 
2680c52818fSSatish Balay   Input Parameters:
269441846f8SBarry Smith + ls - the Tao context
2700c52818fSSatish Balay - s - search direction
2710c52818fSSatish Balay 
2726b867d5aSJose E. Roman   Input/Output Parameters:
2736b867d5aSJose E. Roman 
2740c52818fSSatish Balay   Output Parameters:
275f1a722f8SMatthew G. Knepley + x - On input the current solution, on output x contains the new solution determined by the line search
276f1a722f8SMatthew G. Knepley . f - On input the objective function value at current solution, on output contains the objective function value at new solution
277f1a722f8SMatthew G. Knepley . g - On input the gradient evaluated at x, on output contains the gradient at new solution
278f1a722f8SMatthew G. Knepley . steplength - scalar multiplier of s used ( x = x0 + steplength * x)
2790c52818fSSatish Balay - reason - reason why the line-search stopped
2800c52818fSSatish Balay 
28197bb3fdcSJose E. Roman   Notes:
2820c52818fSSatish Balay   reason will be set to one of:
2830c52818fSSatish Balay 
2840c52818fSSatish Balay + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
2850c52818fSSatish Balay . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
2860c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
2870c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
2880c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
2890c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
2900c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
2910c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
2920c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason
2930c52818fSSatish Balay - TAOLINESEARCH_SUCCESS - successful line search
2940c52818fSSatish Balay 
2950c52818fSSatish Balay   The algorithm developer must set up the TaoLineSearch with calls to
296441846f8SBarry Smith   TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines()
2970c52818fSSatish Balay 
2980c52818fSSatish Balay   You may or may not need to follow this with a call to
2990c52818fSSatish Balay   TaoAddLineSearchCounts(), depending on whether you want these
3000c52818fSSatish Balay   evaluations to count toward the total function/gradient evaluations.
3010c52818fSSatish Balay 
3020c52818fSSatish Balay   Level: beginner
3030c52818fSSatish Balay 
304db781477SPatrick Sanan   .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetType()`, `TaoLineSearchSetInitialStepLength()`, `TaoAddLineSearchCounts()`
3050c52818fSSatish Balay  @*/
3060c52818fSSatish Balay 
307e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
3080c52818fSSatish Balay {
3090c52818fSSatish Balay   PetscInt       low1,low2,low3,high1,high2,high3;
3100c52818fSSatish Balay 
3110c52818fSSatish Balay   PetscFunctionBegin;
3120c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
3130c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
3143f6ba705SLisandro Dalcin   PetscValidRealPointer(f,3);
3150c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
3160c52818fSSatish Balay   PetscValidHeaderSpecific(s,VEC_CLASSID,5);
3170c52818fSSatish Balay   PetscValidPointer(reason,7);
3180c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
3190c52818fSSatish Balay   PetscCheckSameTypeAndComm(x,2,g,4);
3200c52818fSSatish Balay   PetscCheckSameTypeAndComm(x,2,s,5);
3219566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(x, &low1, &high1));
3229566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(g, &low2, &high2));
3239566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(s, &low3, &high3));
3243c859ba3SBarry Smith   PetscCheck(low1 == low2 && low1 == low3 && high1 == high2 && high1 == high3,PETSC_COMM_SELF,PETSC_ERR_ARG_SIZ,"Incompatible vector local lengths");
3250c52818fSSatish Balay 
32697ab8e72SStefano Zampini   *reason = TAOLINESEARCH_CONTINUE_ITERATING;
3279566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)s));
3289566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->stepdirection));
329050fc7a3SBarry Smith   ls->stepdirection = s;
3300c52818fSSatish Balay 
3319566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchSetUp(ls));
3323c859ba3SBarry Smith   PetscCheck(ls->ops->apply,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search Object does not have 'apply' routine");
3330c52818fSSatish Balay   ls->nfeval = 0;
3340c52818fSSatish Balay   ls->ngeval = 0;
3350c52818fSSatish Balay   ls->nfgeval = 0;
3360c52818fSSatish Balay   /* Check parameter values */
3370c52818fSSatish Balay   if (ls->ftol < 0.0) {
3389566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: ftol (%g) < 0\n",(double)ls->ftol));
3390c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3400c52818fSSatish Balay   }
3410c52818fSSatish Balay   if (ls->rtol < 0.0) {
3429566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: rtol (%g) < 0\n",(double)ls->rtol));
3430c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3440c52818fSSatish Balay   }
3450c52818fSSatish Balay   if (ls->gtol < 0.0) {
3469566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: gtol (%g) < 0\n",(double)ls->gtol));
3470c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3480c52818fSSatish Balay   }
3490c52818fSSatish Balay   if (ls->stepmin < 0.0) {
3509566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: stepmin (%g) < 0\n",(double)ls->stepmin));
3510c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3520c52818fSSatish Balay   }
3530c52818fSSatish Balay   if (ls->stepmax < ls->stepmin) {
3549566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n",(double)ls->stepmin,(double)ls->stepmax));
3550c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3560c52818fSSatish Balay   }
3570c52818fSSatish Balay   if (ls->max_funcs < 0) {
3589566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: max_funcs (%" PetscInt_FMT ") < 0\n",ls->max_funcs));
3590c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3600c52818fSSatish Balay   }
3610c52818fSSatish Balay   if (PetscIsInfOrNanReal(*f)) {
3629566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Initial Line Search Function Value is Inf or Nan (%g)\n",(double)*f));
3630c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_INFORNAN;
3640c52818fSSatish Balay   }
3650c52818fSSatish Balay 
3669566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)x));
3679566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->start_x));
3680c52818fSSatish Balay   ls->start_x = x;
369050fc7a3SBarry Smith 
3709566063dSJacob Faibussowitsch   PetscCall(PetscLogEventBegin(TAOLINESEARCH_Apply,ls,0,0,0));
3719566063dSJacob Faibussowitsch   PetscCall((*ls->ops->apply)(ls,x,f,g,s));
3729566063dSJacob Faibussowitsch   PetscCall(PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0,0,0));
3730c52818fSSatish Balay   *reason = ls->reason;
3740c52818fSSatish Balay   ls->new_f = *f;
3750c52818fSSatish Balay 
37697ab8e72SStefano Zampini   if (steplength) *steplength = ls->step;
3770c52818fSSatish Balay 
3789566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchViewFromOptions(ls,NULL,"-tao_ls_view"));
3790c52818fSSatish Balay   PetscFunctionReturn(0);
3800c52818fSSatish Balay }
3810c52818fSSatish Balay 
3820c52818fSSatish Balay /*@C
3830c52818fSSatish Balay    TaoLineSearchSetType - Sets the algorithm used in a line search
3840c52818fSSatish Balay 
3850c52818fSSatish Balay    Collective on TaoLineSearch
3860c52818fSSatish Balay 
3870c52818fSSatish Balay    Input Parameters:
3880c52818fSSatish Balay +  ls - the TaoLineSearch context
389820824deSAlp Dener -  type - the TaoLineSearchType selection
3900c52818fSSatish Balay 
3910c52818fSSatish Balay   Available methods include:
392820824deSAlp Dener +  more-thuente - line search with a cubic model enforcing the strong Wolfe/curvature condition
393820824deSAlp Dener .  armijo - simple backtracking line search enforcing only the sufficient decrease condition
394820824deSAlp Dener -  unit - do not perform a line search and always accept unit step length
3950c52818fSSatish Balay 
3960c52818fSSatish Balay   Options Database Keys:
397820824deSAlp Dener .  -tao_ls_type <more-thuente, armijo, unit> - select which method TAO should use at runtime
3980c52818fSSatish Balay 
3990c52818fSSatish Balay   Level: beginner
4000c52818fSSatish Balay 
401db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchGetType()`, `TaoLineSearchApply()`
4020c52818fSSatish Balay 
4030c52818fSSatish Balay @*/
4040c52818fSSatish Balay 
405dedfbcbeSJed Brown PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type)
4060c52818fSSatish Balay {
4070c52818fSSatish Balay   PetscErrorCode (*r)(TaoLineSearch);
4080c52818fSSatish Balay   PetscBool      flg;
4090c52818fSSatish Balay 
4100c52818fSSatish Balay   PetscFunctionBegin;
4110c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
4120c52818fSSatish Balay   PetscValidCharPointer(type,2);
4139566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)ls, type, &flg));
4140c52818fSSatish Balay   if (flg) PetscFunctionReturn(0);
4150c52818fSSatish Balay 
4169566063dSJacob Faibussowitsch   PetscCall(PetscFunctionListFind(TaoLineSearchList,type, (void (**)(void)) &r));
4173c859ba3SBarry Smith   PetscCheck(r,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_UNKNOWN_TYPE,"Unable to find requested TaoLineSearch type %s",type);
418*1baa6e33SBarry Smith   if (ls->ops->destroy) PetscCall((*(ls)->ops->destroy)(ls));
4190c52818fSSatish Balay   ls->max_funcs = 30;
4200c52818fSSatish Balay   ls->ftol = 0.0001;
4210c52818fSSatish Balay   ls->gtol = 0.9;
4226f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
4236f4723b1SBarry Smith   ls->rtol = 1.0e-5;
4246f4723b1SBarry Smith #else
4250c52818fSSatish Balay   ls->rtol = 1.0e-10;
4266f4723b1SBarry Smith #endif
4270c52818fSSatish Balay   ls->stepmin = 1.0e-20;
4280c52818fSSatish Balay   ls->stepmax = 1.0e+20;
4290c52818fSSatish Balay 
4300c52818fSSatish Balay   ls->nfeval = 0;
4310c52818fSSatish Balay   ls->ngeval = 0;
4320c52818fSSatish Balay   ls->nfgeval = 0;
43383c8fe1dSLisandro Dalcin   ls->ops->setup = NULL;
43483c8fe1dSLisandro Dalcin   ls->ops->apply = NULL;
43583c8fe1dSLisandro Dalcin   ls->ops->view = NULL;
43683c8fe1dSLisandro Dalcin   ls->ops->setfromoptions = NULL;
43783c8fe1dSLisandro Dalcin   ls->ops->destroy = NULL;
4380c52818fSSatish Balay   ls->setupcalled = PETSC_FALSE;
4399566063dSJacob Faibussowitsch   PetscCall((*r)(ls));
4409566063dSJacob Faibussowitsch   PetscCall(PetscObjectChangeTypeName((PetscObject)ls, type));
4410c52818fSSatish Balay   PetscFunctionReturn(0);
4420c52818fSSatish Balay }
4430c52818fSSatish Balay 
4442a0dac07SAlp Dener /*@C
4452a0dac07SAlp Dener   TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the
4462a0dac07SAlp Dener   iteration number, step length, and function value before calling the implementation
4472a0dac07SAlp Dener   specific monitor.
4482a0dac07SAlp Dener 
4492a0dac07SAlp Dener    Input Parameters:
4502a0dac07SAlp Dener +  ls - the TaoLineSearch context
4512a0dac07SAlp Dener .  its - the current iterate number (>=0)
4522a0dac07SAlp Dener .  f - the current objective function value
4532a0dac07SAlp Dener -  step - the step length
4542a0dac07SAlp Dener 
4552a0dac07SAlp Dener    Options Database Key:
4562a0dac07SAlp Dener .  -tao_ls_monitor - Use the default monitor, which prints statistics to standard output
4572a0dac07SAlp Dener 
4582a0dac07SAlp Dener    Level: developer
4592a0dac07SAlp Dener 
4602a0dac07SAlp Dener @*/
4612a0dac07SAlp Dener PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step)
4622a0dac07SAlp Dener {
4632a0dac07SAlp Dener   PetscInt       tabs;
4642a0dac07SAlp Dener 
4652a0dac07SAlp Dener   PetscFunctionBegin;
4662a0dac07SAlp Dener   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
4672a0dac07SAlp Dener   if (ls->usemonitor) {
4689566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIGetTab(ls->viewer, &tabs));
4699566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel));
47063a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(ls->viewer, "%3" PetscInt_FMT " LS", its));
4719566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(ls->viewer, "  Function value: %g,", (double)f));
4729566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(ls->viewer, "  Step length: %g\n", (double)step));
4732a0dac07SAlp Dener     if (ls->ops->monitor && its > 0) {
4749566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3));
4759566063dSJacob Faibussowitsch       PetscCall((*ls->ops->monitor)(ls));
4762a0dac07SAlp Dener     }
4779566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIISetTab(ls->viewer, tabs));
4782a0dac07SAlp Dener   }
4792a0dac07SAlp Dener   PetscFunctionReturn(0);
4802a0dac07SAlp Dener }
4812a0dac07SAlp Dener 
4820c52818fSSatish Balay /*@
4830c52818fSSatish Balay   TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user
4840c52818fSSatish Balay   options.
4850c52818fSSatish Balay 
4860c52818fSSatish Balay   Collective on TaoLineSearch
4870c52818fSSatish Balay 
48801d2d390SJose E. Roman   Input Parameter:
4890c52818fSSatish Balay . ls - the TaoLineSearch context
4900c52818fSSatish Balay 
4910c52818fSSatish Balay   Options Database Keys:
4920c52818fSSatish Balay + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit)
4930c52818fSSatish Balay . -tao_ls_ftol <tol> - tolerance for sufficient decrease
4940c52818fSSatish Balay . -tao_ls_gtol <tol> - tolerance for curvature condition
4950c52818fSSatish Balay . -tao_ls_rtol <tol> - relative tolerance for acceptable step
496a39c8e28SStefano Zampini . -tao_ls_stepinit <step> - initial steplength allowed
4970c52818fSSatish Balay . -tao_ls_stepmin <step> - minimum steplength allowed
4980c52818fSSatish Balay . -tao_ls_stepmax <step> - maximum steplength allowed
4990c52818fSSatish Balay . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed
5000c52818fSSatish Balay - -tao_ls_view - display line-search results to standard output
5010c52818fSSatish Balay 
5020c52818fSSatish Balay   Level: beginner
5030c52818fSSatish Balay @*/
5040c52818fSSatish Balay PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls)
5050c52818fSSatish Balay {
5068caf6e8cSBarry Smith   const char     *default_type=TAOLINESEARCHMT;
5072a0dac07SAlp Dener   char           type[256],monfilename[PETSC_MAX_PATH_LEN];
5082a0dac07SAlp Dener   PetscViewer    monviewer;
5090c52818fSSatish Balay   PetscBool      flg;
510f06e3bfaSBarry Smith 
5110c52818fSSatish Balay   PetscFunctionBegin;
5120c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
513d0609cedSBarry Smith   PetscObjectOptionsBegin((PetscObject)ls);
5140c52818fSSatish Balay   if (((PetscObject)ls)->type_name) {
5150c52818fSSatish Balay     default_type = ((PetscObject)ls)->type_name;
5160c52818fSSatish Balay   }
5170c52818fSSatish Balay   /* Check for type from options */
5189566063dSJacob Faibussowitsch   PetscCall(PetscOptionsFList("-tao_ls_type","Tao Line Search type","TaoLineSearchSetType",TaoLineSearchList,default_type,type,256,&flg));
5190c52818fSSatish Balay   if (flg) {
5209566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchSetType(ls,type));
5210c52818fSSatish Balay   } else if (!((PetscObject)ls)->type_name) {
5229566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchSetType(ls,default_type));
5230c52818fSSatish Balay   }
5240c52818fSSatish Balay 
5259566063dSJacob Faibussowitsch   PetscCall(PetscOptionsInt("-tao_ls_max_funcs","max function evals in line search","",ls->max_funcs,&ls->max_funcs,NULL));
5269566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_ftol","tol for sufficient decrease","",ls->ftol,&ls->ftol,NULL));
5279566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_gtol","tol for curvature condition","",ls->gtol,&ls->gtol,NULL));
5289566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_rtol","relative tol for acceptable step","",ls->rtol,&ls->rtol,NULL));
5299566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_stepmin","lower bound for step","",ls->stepmin,&ls->stepmin,NULL));
5309566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_stepmax","upper bound for step","",ls->stepmax,&ls->stepmax,NULL));
531a39c8e28SStefano Zampini   PetscCall(PetscOptionsReal("-tao_ls_stepinit","initial step","",ls->initstep,&ls->initstep,NULL));
5329566063dSJacob Faibussowitsch   PetscCall(PetscOptionsString("-tao_ls_monitor","enable the basic monitor","TaoLineSearchSetMonitor","stdout",monfilename,sizeof(monfilename),&flg));
5332a0dac07SAlp Dener   if (flg) {
5349566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls),monfilename,&monviewer));
5352a0dac07SAlp Dener     ls->viewer = monviewer;
5362a0dac07SAlp Dener     ls->usemonitor = PETSC_TRUE;
5372a0dac07SAlp Dener   }
538*1baa6e33SBarry Smith   if (ls->ops->setfromoptions) PetscCall((*ls->ops->setfromoptions)(PetscOptionsObject,ls));
539d0609cedSBarry Smith   PetscOptionsEnd();
5400c52818fSSatish Balay   PetscFunctionReturn(0);
5410c52818fSSatish Balay }
5420c52818fSSatish Balay 
5430c52818fSSatish Balay /*@C
5440c52818fSSatish Balay   TaoLineSearchGetType - Gets the current line search algorithm
5450c52818fSSatish Balay 
5460c52818fSSatish Balay   Not Collective
5470c52818fSSatish Balay 
5480c52818fSSatish Balay   Input Parameter:
5490c52818fSSatish Balay . ls - the TaoLineSearch context
5500c52818fSSatish Balay 
551fd292e60Sprj-   Output Parameter:
5520c52818fSSatish Balay . type - the line search algorithm in effect
5530c52818fSSatish Balay 
5540c52818fSSatish Balay   Level: developer
5550c52818fSSatish Balay 
5560c52818fSSatish Balay @*/
557dedfbcbeSJed Brown PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type)
5580c52818fSSatish Balay {
5590c52818fSSatish Balay   PetscFunctionBegin;
5600c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
5610c52818fSSatish Balay   PetscValidPointer(type,2);
5620c52818fSSatish Balay   *type = ((PetscObject)ls)->type_name;
5630c52818fSSatish Balay   PetscFunctionReturn(0);
5640c52818fSSatish Balay }
5650c52818fSSatish Balay 
5660c52818fSSatish Balay /*@
5670c52818fSSatish Balay   TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation
5680c52818fSSatish Balay   routines used by the line search in last application (not cumulative).
5690c52818fSSatish Balay 
5700c52818fSSatish Balay   Not Collective
5710c52818fSSatish Balay 
5720c52818fSSatish Balay   Input Parameter:
5730c52818fSSatish Balay . ls - the TaoLineSearch context
5740c52818fSSatish Balay 
5750c52818fSSatish Balay   Output Parameters:
5760c52818fSSatish Balay + nfeval   - number of function evaluations
5770c52818fSSatish Balay . ngeval   - number of gradient evaluations
5780c52818fSSatish Balay - nfgeval  - number of function/gradient evaluations
5790c52818fSSatish Balay 
5800c52818fSSatish Balay   Level: intermediate
5810c52818fSSatish Balay 
5820c52818fSSatish Balay   Note:
583441846f8SBarry Smith   If the line search is using the Tao objective and gradient
584441846f8SBarry Smith   routines directly (see TaoLineSearchUseTaoRoutines()), then TAO
5850c52818fSSatish Balay   is already counting the number of evaluations.
5860c52818fSSatish Balay 
5870c52818fSSatish Balay @*/
5880c52818fSSatish Balay PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval)
5890c52818fSSatish Balay {
5900c52818fSSatish Balay   PetscFunctionBegin;
5910c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
5920c52818fSSatish Balay   *nfeval = ls->nfeval;
5930c52818fSSatish Balay   *ngeval = ls->ngeval;
5940c52818fSSatish Balay   *nfgeval = ls->nfgeval;
5950c52818fSSatish Balay   PetscFunctionReturn(0);
5960c52818fSSatish Balay }
5970c52818fSSatish Balay 
5980c52818fSSatish Balay /*@
599441846f8SBarry Smith   TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using
600441846f8SBarry Smith   Tao evaluation routines.
6010c52818fSSatish Balay 
6020c52818fSSatish Balay   Not Collective
6030c52818fSSatish Balay 
6040c52818fSSatish Balay   Input Parameter:
6050c52818fSSatish Balay . ls - the TaoLineSearch context
6060c52818fSSatish Balay 
6070c52818fSSatish Balay   Output Parameter:
608441846f8SBarry Smith . flg - PETSC_TRUE if the line search is using Tao evaluation routines,
6090c52818fSSatish Balay         otherwise PETSC_FALSE
6100c52818fSSatish Balay 
6110c52818fSSatish Balay   Level: developer
6120c52818fSSatish Balay @*/
613441846f8SBarry Smith PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg)
6140c52818fSSatish Balay {
6150c52818fSSatish Balay   PetscFunctionBegin;
6160c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
617f06e3bfaSBarry Smith   *flg = ls->usetaoroutines;
6180c52818fSSatish Balay   PetscFunctionReturn(0);
6190c52818fSSatish Balay }
6200c52818fSSatish Balay 
6210c52818fSSatish Balay /*@C
6220c52818fSSatish Balay   TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search
6230c52818fSSatish Balay 
6240c52818fSSatish Balay   Logically Collective on TaoLineSearch
6250c52818fSSatish Balay 
626d8d19677SJose E. Roman   Input Parameters:
6270c52818fSSatish Balay + ls - the TaoLineSearch context
6280c52818fSSatish Balay . func - the objective function evaluation routine
6290c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
6300c52818fSSatish Balay 
6310c52818fSSatish Balay   Calling sequence of func:
6320c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx);
6330c52818fSSatish Balay 
6340c52818fSSatish Balay + x - input vector
6350c52818fSSatish Balay . f - function value
6360c52818fSSatish Balay - ctx (optional) user-defined context
6370c52818fSSatish Balay 
6380c52818fSSatish Balay   Level: beginner
6390c52818fSSatish Balay 
6400c52818fSSatish Balay   Note:
6410c52818fSSatish Balay   Use this routine only if you want the line search objective
642441846f8SBarry Smith   evaluation routine to be different from the Tao's objective
6430c52818fSSatish Balay   evaluation routine. If you use this routine you must also set
6440c52818fSSatish Balay   the line search gradient and/or function/gradient routine.
6450c52818fSSatish Balay 
6460c52818fSSatish Balay   Note:
6470c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
6480c52818fSSatish Balay   line search, application programmers should be wary of overriding the
6490c52818fSSatish Balay   default objective routine.
6500c52818fSSatish Balay 
651db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()`
6520c52818fSSatish Balay @*/
6530c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal*, void*), void *ctx)
6540c52818fSSatish Balay {
6550c52818fSSatish Balay   PetscFunctionBegin;
6560c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
6570c52818fSSatish Balay 
6580c52818fSSatish Balay   ls->ops->computeobjective=func;
6590c52818fSSatish Balay   if (ctx) ls->userctx_func=ctx;
6600c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
6610c52818fSSatish Balay   PetscFunctionReturn(0);
6620c52818fSSatish Balay }
6630c52818fSSatish Balay 
6640c52818fSSatish Balay /*@C
6650c52818fSSatish Balay   TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search
6660c52818fSSatish Balay 
6670c52818fSSatish Balay   Logically Collective on TaoLineSearch
6680c52818fSSatish Balay 
669d8d19677SJose E. Roman   Input Parameters:
6700c52818fSSatish Balay + ls - the TaoLineSearch context
6710c52818fSSatish Balay . func - the gradient evaluation routine
6720c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
6730c52818fSSatish Balay 
6740c52818fSSatish Balay   Calling sequence of func:
6750c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, Vec g, void *ctx);
6760c52818fSSatish Balay 
6770c52818fSSatish Balay + x - input vector
6780c52818fSSatish Balay . g - gradient vector
6790c52818fSSatish Balay - ctx (optional) user-defined context
6800c52818fSSatish Balay 
6810c52818fSSatish Balay   Level: beginner
6820c52818fSSatish Balay 
6830c52818fSSatish Balay   Note:
6840c52818fSSatish Balay   Use this routine only if you want the line search gradient
685441846f8SBarry Smith   evaluation routine to be different from the Tao's gradient
6860c52818fSSatish Balay   evaluation routine. If you use this routine you must also set
6870c52818fSSatish Balay   the line search function and/or function/gradient routine.
6880c52818fSSatish Balay 
6890c52818fSSatish Balay   Note:
6900c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own gradient routine for the
6910c52818fSSatish Balay   line search, application programmers should be wary of overriding the
6920c52818fSSatish Balay   default gradient routine.
6930c52818fSSatish Balay 
694db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()`
6950c52818fSSatish Balay @*/
6960c52818fSSatish Balay PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec g, void*), void *ctx)
6970c52818fSSatish Balay {
6980c52818fSSatish Balay   PetscFunctionBegin;
6990c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
7000c52818fSSatish Balay   ls->ops->computegradient=func;
7010c52818fSSatish Balay   if (ctx) ls->userctx_grad=ctx;
7020c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
7030c52818fSSatish Balay   PetscFunctionReturn(0);
7040c52818fSSatish Balay }
7050c52818fSSatish Balay 
7060c52818fSSatish Balay /*@C
7070c52818fSSatish Balay   TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search
7080c52818fSSatish Balay 
7090c52818fSSatish Balay   Logically Collective on TaoLineSearch
7100c52818fSSatish Balay 
711d8d19677SJose E. Roman   Input Parameters:
7120c52818fSSatish Balay + ls - the TaoLineSearch context
7130c52818fSSatish Balay . func - the objective and gradient evaluation routine
7140c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
7150c52818fSSatish Balay 
7160c52818fSSatish Balay   Calling sequence of func:
7170c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx);
7180c52818fSSatish Balay 
7190c52818fSSatish Balay + x - input vector
7200c52818fSSatish Balay . f - function value
7210c52818fSSatish Balay . g - gradient vector
7220c52818fSSatish Balay - ctx (optional) user-defined context
7230c52818fSSatish Balay 
7240c52818fSSatish Balay   Level: beginner
7250c52818fSSatish Balay 
7260c52818fSSatish Balay   Note:
7270c52818fSSatish Balay   Use this routine only if you want the line search objective and gradient
728441846f8SBarry Smith   evaluation routines to be different from the Tao's objective
7290c52818fSSatish Balay   and gradient evaluation routines.
7300c52818fSSatish Balay 
7310c52818fSSatish Balay   Note:
7320c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
7330c52818fSSatish Balay   line search, application programmers should be wary of overriding the
7340c52818fSSatish Balay   default objective routine.
7350c52818fSSatish Balay 
736db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchUseTaoRoutines()`
7370c52818fSSatish Balay @*/
7380c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void*), void *ctx)
7390c52818fSSatish Balay {
7400c52818fSSatish Balay   PetscFunctionBegin;
7410c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
7420c52818fSSatish Balay   ls->ops->computeobjectiveandgradient=func;
7430c52818fSSatish Balay   if (ctx) ls->userctx_funcgrad=ctx;
7440c52818fSSatish Balay   ls->usetaoroutines = PETSC_FALSE;
7450c52818fSSatish Balay   PetscFunctionReturn(0);
7460c52818fSSatish Balay }
7470c52818fSSatish Balay 
7480c52818fSSatish Balay /*@C
7490c52818fSSatish Balay   TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and
7500c52818fSSatish Balay   (gradient'*stepdirection) evaluation routine for the line search.
7510c52818fSSatish Balay   Sometimes it is more efficient to compute the inner product of the gradient
7520c52818fSSatish Balay   and the step direction than it is to compute the gradient, and this is all
7530c52818fSSatish Balay   the line search typically needs of the gradient.
7540c52818fSSatish Balay 
7550c52818fSSatish Balay   Logically Collective on TaoLineSearch
7560c52818fSSatish Balay 
757d8d19677SJose E. Roman   Input Parameters:
7580c52818fSSatish Balay + ls - the TaoLineSearch context
7590c52818fSSatish Balay . func - the objective and gradient evaluation routine
7600c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
7610c52818fSSatish Balay 
7620c52818fSSatish Balay   Calling sequence of func:
7630c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx);
7640c52818fSSatish Balay 
7650c52818fSSatish Balay + x - input vector
7660c52818fSSatish Balay . s - step direction
7670c52818fSSatish Balay . f - function value
7680c52818fSSatish Balay . gts - inner product of gradient and step direction vectors
7690c52818fSSatish Balay - ctx (optional) user-defined context
7700c52818fSSatish Balay 
7710c52818fSSatish Balay   Note: The gradient will still need to be computed at the end of the line
7720c52818fSSatish Balay   search, so you will still need to set a line search gradient evaluation
7730c52818fSSatish Balay   routine
7740c52818fSSatish Balay 
7750c52818fSSatish Balay   Note: Bounded line searches (those used in bounded optimization algorithms)
7760c52818fSSatish Balay   don't use g's directly, but rather (g'x - g'x0)/steplength.  You can get the
7770c52818fSSatish Balay   x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength()
7780c52818fSSatish Balay 
7790c52818fSSatish Balay   Level: advanced
7800c52818fSSatish Balay 
7810c52818fSSatish Balay   Note:
7820c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
7830c52818fSSatish Balay   line search, application programmers should be wary of overriding the
7840c52818fSSatish Balay   default objective routine.
7850c52818fSSatish Balay 
786db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjective()`, `TaoLineSearchSetGradient()`, `TaoLineSearchUseTaoRoutines()`
7870c52818fSSatish Balay @*/
7880c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx)
7890c52818fSSatish Balay {
7900c52818fSSatish Balay   PetscFunctionBegin;
7910c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
7920c52818fSSatish Balay   ls->ops->computeobjectiveandgts=func;
7930c52818fSSatish Balay   if (ctx) ls->userctx_funcgts=ctx;
7940c52818fSSatish Balay   ls->usegts = PETSC_TRUE;
7950c52818fSSatish Balay   ls->usetaoroutines = PETSC_FALSE;
7960c52818fSSatish Balay   PetscFunctionReturn(0);
7970c52818fSSatish Balay }
7980c52818fSSatish Balay 
7990c52818fSSatish Balay /*@C
800441846f8SBarry Smith   TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the
801441846f8SBarry Smith   objective and gradient evaluation routines from the given Tao object.
8020c52818fSSatish Balay 
8030c52818fSSatish Balay   Logically Collective on TaoLineSearch
8040c52818fSSatish Balay 
805d8d19677SJose E. Roman   Input Parameters:
8060c52818fSSatish Balay + ls - the TaoLineSearch context
807441846f8SBarry Smith - ts - the Tao context with defined objective/gradient evaluation routines
8080c52818fSSatish Balay 
8090c52818fSSatish Balay   Level: developer
8100c52818fSSatish Balay 
811db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`
8120c52818fSSatish Balay @*/
813441846f8SBarry Smith PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts)
8140c52818fSSatish Balay {
8150c52818fSSatish Balay   PetscFunctionBegin;
8160c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
817064a246eSJacob Faibussowitsch   PetscValidHeaderSpecific(ts,TAO_CLASSID,2);
818441846f8SBarry Smith   ls->tao = ts;
8190c52818fSSatish Balay   ls->usetaoroutines = PETSC_TRUE;
8200c52818fSSatish Balay   PetscFunctionReturn(0);
8210c52818fSSatish Balay }
8220c52818fSSatish Balay 
8230c52818fSSatish Balay /*@
8240c52818fSSatish Balay   TaoLineSearchComputeObjective - Computes the objective function value at a given point
8250c52818fSSatish Balay 
8260c52818fSSatish Balay   Collective on TaoLineSearch
8270c52818fSSatish Balay 
8280c52818fSSatish Balay   Input Parameters:
8290c52818fSSatish Balay + ls - the TaoLineSearch context
8300c52818fSSatish Balay - x - input vector
8310c52818fSSatish Balay 
8320c52818fSSatish Balay   Output Parameter:
8330c52818fSSatish Balay . f - Objective value at X
8340c52818fSSatish Balay 
83595452b02SPatrick Sanan   Notes:
83695452b02SPatrick Sanan     TaoLineSearchComputeObjective() is typically used within line searches
8370c52818fSSatish Balay   so most users would not generally call this routine themselves.
8380c52818fSSatish Balay 
8390c52818fSSatish Balay   Level: developer
8400c52818fSSatish Balay 
841db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()`
8420c52818fSSatish Balay @*/
8430c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f)
8440c52818fSSatish Balay {
8450c52818fSSatish Balay   Vec            gdummy;
8460c52818fSSatish Balay   PetscReal      gts;
847f06e3bfaSBarry Smith 
8480c52818fSSatish Balay   PetscFunctionBegin;
8490c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
8500c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
851dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
8520c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
8530c52818fSSatish Balay   if (ls->usetaoroutines) {
8549566063dSJacob Faibussowitsch     PetscCall(TaoComputeObjective(ls->tao,x,f));
8550c52818fSSatish Balay   } else {
8563c859ba3SBarry Smith     PetscCheck(ls->ops->computeobjective || ls->ops->computeobjectiveandgradient || ls->ops->computeobjectiveandgts,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
8579566063dSJacob Faibussowitsch     PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
8580c52818fSSatish Balay     PetscStackPush("TaoLineSearch user objective routine");
8590c52818fSSatish Balay     if (ls->ops->computeobjective) {
8609566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjective)(ls,x,f,ls->userctx_func));
8610c52818fSSatish Balay     } else if (ls->ops->computeobjectiveandgradient) {
8629566063dSJacob Faibussowitsch       PetscCall(VecDuplicate(x,&gdummy));
8639566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,f,gdummy,ls->userctx_funcgrad));
8649566063dSJacob Faibussowitsch       PetscCall(VecDestroy(&gdummy));
8650c52818fSSatish Balay     } else {
8669566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,&gts,ls->userctx_funcgts));
8670c52818fSSatish Balay     }
8680c52818fSSatish Balay     PetscStackPop;
8699566063dSJacob Faibussowitsch     PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
8700c52818fSSatish Balay   }
8710c52818fSSatish Balay   ls->nfeval++;
8720c52818fSSatish Balay   PetscFunctionReturn(0);
8730c52818fSSatish Balay }
8740c52818fSSatish Balay 
8750c52818fSSatish Balay /*@
8760c52818fSSatish Balay   TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point
8770c52818fSSatish Balay 
878441846f8SBarry Smith   Collective on Tao
8790c52818fSSatish Balay 
8800c52818fSSatish Balay   Input Parameters:
8810c52818fSSatish Balay + ls - the TaoLineSearch context
8820c52818fSSatish Balay - x - input vector
8830c52818fSSatish Balay 
884d8d19677SJose E. Roman   Output Parameters:
8850c52818fSSatish Balay + f - Objective value at X
8860c52818fSSatish Balay - g - Gradient vector at X
8870c52818fSSatish Balay 
88895452b02SPatrick Sanan   Notes:
88995452b02SPatrick Sanan     TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches
8900c52818fSSatish Balay   so most users would not generally call this routine themselves.
8910c52818fSSatish Balay 
8920c52818fSSatish Balay   Level: developer
8930c52818fSSatish Balay 
894db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()`
8950c52818fSSatish Balay @*/
8960c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g)
8970c52818fSSatish Balay {
8980c52818fSSatish Balay   PetscFunctionBegin;
8990c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
9000c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
901dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
9020c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
9030c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
9040c52818fSSatish Balay   PetscCheckSameComm(ls,1,g,4);
9050c52818fSSatish Balay   if (ls->usetaoroutines) {
9069566063dSJacob Faibussowitsch     PetscCall(TaoComputeObjectiveAndGradient(ls->tao,x,f,g));
9070c52818fSSatish Balay   } else {
9089566063dSJacob Faibussowitsch     PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
9090c52818fSSatish Balay     if (ls->ops->computeobjectiveandgradient) {
910362febeeSStefano Zampini       PetscStackPush("TaoLineSearch user objective/gradient routine");
9119566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,f,g,ls->userctx_funcgrad));
9120c52818fSSatish Balay       PetscStackPop;
913362febeeSStefano Zampini     } else {
9143c859ba3SBarry Smith       PetscCheck(ls->ops->computeobjective,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
915362febeeSStefano Zampini       PetscStackPush("TaoLineSearch user objective routine");
9169566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjective)(ls,x,f,ls->userctx_func));
917362febeeSStefano Zampini       PetscStackPop;
9183c859ba3SBarry Smith       PetscCheck(ls->ops->computegradient,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient function set");
919362febeeSStefano Zampini       PetscStackPush("TaoLineSearch user gradient routine");
9209566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computegradient)(ls,x,g,ls->userctx_grad));
921362febeeSStefano Zampini       PetscStackPop;
922362febeeSStefano Zampini     }
9239566063dSJacob Faibussowitsch     PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
9249566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f)));
925f06e3bfaSBarry Smith   }
926fbe0838dSJason Sarich   ls->nfgeval++;
9270c52818fSSatish Balay   PetscFunctionReturn(0);
9280c52818fSSatish Balay }
9290c52818fSSatish Balay 
9300c52818fSSatish Balay /*@
9310c52818fSSatish Balay   TaoLineSearchComputeGradient - Computes the gradient of the objective function
9320c52818fSSatish Balay 
9330c52818fSSatish Balay   Collective on TaoLineSearch
9340c52818fSSatish Balay 
9350c52818fSSatish Balay   Input Parameters:
9360c52818fSSatish Balay + ls - the TaoLineSearch context
9370c52818fSSatish Balay - x - input vector
9380c52818fSSatish Balay 
9390c52818fSSatish Balay   Output Parameter:
9400c52818fSSatish Balay . g - gradient vector
9410c52818fSSatish Balay 
94295452b02SPatrick Sanan   Notes:
94395452b02SPatrick Sanan     TaoComputeGradient() is typically used within line searches
9440c52818fSSatish Balay   so most users would not generally call this routine themselves.
9450c52818fSSatish Balay 
9460c52818fSSatish Balay   Level: developer
9470c52818fSSatish Balay 
948db781477SPatrick Sanan .seealso: `TaoLineSearchComputeObjective()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetGradient()`
9490c52818fSSatish Balay @*/
9500c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g)
9510c52818fSSatish Balay {
9520c52818fSSatish Balay   PetscReal      fdummy;
953f06e3bfaSBarry Smith 
9540c52818fSSatish Balay   PetscFunctionBegin;
9550c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
9560c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
9570c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,3);
9580c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
9590c52818fSSatish Balay   PetscCheckSameComm(ls,1,g,3);
9600c52818fSSatish Balay   if (ls->usetaoroutines) {
9619566063dSJacob Faibussowitsch     PetscCall(TaoComputeGradient(ls->tao,x,g));
9620c52818fSSatish Balay   } else {
9639566063dSJacob Faibussowitsch     PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
9640c52818fSSatish Balay     PetscStackPush("TaoLineSearch user gradient routine");
9650c52818fSSatish Balay     if (ls->ops->computegradient) {
9669566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computegradient)(ls,x,g,ls->userctx_grad));
9670c52818fSSatish Balay     } else {
9683c859ba3SBarry Smith       PetscCheck(ls->ops->computeobjectiveandgradient,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient functions set");
9699566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,&fdummy,g,ls->userctx_funcgrad));
9700c52818fSSatish Balay     }
9710c52818fSSatish Balay     PetscStackPop;
9729566063dSJacob Faibussowitsch     PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
9730c52818fSSatish Balay   }
9740c52818fSSatish Balay   ls->ngeval++;
9750c52818fSSatish Balay   PetscFunctionReturn(0);
9760c52818fSSatish Balay }
9770c52818fSSatish Balay 
9780c52818fSSatish Balay /*@
9790c52818fSSatish Balay   TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point
9800c52818fSSatish Balay 
981441846f8SBarry Smith   Collective on Tao
9820c52818fSSatish Balay 
9830c52818fSSatish Balay   Input Parameters:
9840c52818fSSatish Balay + ls - the TaoLineSearch context
9850c52818fSSatish Balay - x - input vector
9860c52818fSSatish Balay 
987d8d19677SJose E. Roman   Output Parameters:
9880c52818fSSatish Balay + f - Objective value at X
9890c52818fSSatish Balay - gts - inner product of gradient and step direction at X
9900c52818fSSatish Balay 
99195452b02SPatrick Sanan   Notes:
99295452b02SPatrick Sanan     TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches
9930c52818fSSatish Balay   so most users would not generally call this routine themselves.
9940c52818fSSatish Balay 
9950c52818fSSatish Balay   Level: developer
9960c52818fSSatish Balay 
997db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()`
9980c52818fSSatish Balay @*/
9990c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts)
10000c52818fSSatish Balay {
10010c52818fSSatish Balay   PetscFunctionBegin;
10020c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
10030c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
1004dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
1005dadcf809SJacob Faibussowitsch   PetscValidRealPointer(gts,4);
10060c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
10073c859ba3SBarry Smith   PetscCheck(ls->ops->computeobjectiveandgts,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective and gts function set");
10089566063dSJacob Faibussowitsch   PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
10090c52818fSSatish Balay   PetscStackPush("TaoLineSearch user objective/gts routine");
10109566063dSJacob Faibussowitsch   PetscCall((*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,gts,ls->userctx_funcgts));
10110c52818fSSatish Balay   PetscStackPop;
10129566063dSJacob Faibussowitsch   PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
10139566063dSJacob Faibussowitsch   PetscCall(PetscInfo(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f)));
10140c52818fSSatish Balay   ls->nfeval++;
10150c52818fSSatish Balay   PetscFunctionReturn(0);
10160c52818fSSatish Balay }
10170c52818fSSatish Balay 
10180c52818fSSatish Balay /*@
10190c52818fSSatish Balay   TaoLineSearchGetSolution - Returns the solution to the line search
10200c52818fSSatish Balay 
10210c52818fSSatish Balay   Collective on TaoLineSearch
10220c52818fSSatish Balay 
10230c52818fSSatish Balay   Input Parameter:
10240c52818fSSatish Balay . ls - the TaoLineSearch context
10250c52818fSSatish Balay 
1026d8d19677SJose E. Roman   Output Parameters:
10270c52818fSSatish Balay + x - the new solution
10280c52818fSSatish Balay . f - the objective function value at x
10290c52818fSSatish Balay . g - the gradient at x
10300c52818fSSatish Balay . steplength - the multiple of the step direction taken by the line search
10310c52818fSSatish Balay - reason - the reason why the line search terminated
10320c52818fSSatish Balay 
10330c52818fSSatish Balay   reason will be set to one of:
10340c52818fSSatish Balay 
10350c52818fSSatish Balay + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
10360c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
10370c52818fSSatish Balay . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
10380c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
10390c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
10400c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
10410c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
10420c52818fSSatish Balay 
10430c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
10440c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason
10450c52818fSSatish Balay 
1046a2b725a8SWilliam Gropp - TAOLINESEARCH_SUCCESS - successful line search
10470c52818fSSatish Balay 
10480c52818fSSatish Balay   Level: developer
10490c52818fSSatish Balay 
10500c52818fSSatish Balay @*/
1051e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
10520c52818fSSatish Balay {
10530c52818fSSatish Balay   PetscFunctionBegin;
10540c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
10550c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
1056dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
10570c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
10580c52818fSSatish Balay   PetscValidIntPointer(reason,6);
1059*1baa6e33SBarry Smith   if (ls->new_x) PetscCall(VecCopy(ls->new_x,x));
10600c52818fSSatish Balay   *f = ls->new_f;
1061*1baa6e33SBarry Smith   if (ls->new_g) PetscCall(VecCopy(ls->new_g,g));
106297ab8e72SStefano Zampini   if (steplength) *steplength = ls->step;
10630c52818fSSatish Balay   *reason = ls->reason;
10640c52818fSSatish Balay   PetscFunctionReturn(0);
10650c52818fSSatish Balay }
10660c52818fSSatish Balay 
10670c52818fSSatish Balay /*@
10680c52818fSSatish Balay   TaoLineSearchGetStartingVector - Gets a the initial point of the line
10690c52818fSSatish Balay   search.
10700c52818fSSatish Balay 
10710c52818fSSatish Balay   Not Collective
10720c52818fSSatish Balay 
10730c52818fSSatish Balay   Input Parameter:
10740c52818fSSatish Balay . ls - the TaoLineSearch context
10750c52818fSSatish Balay 
10760c52818fSSatish Balay   Output Parameter:
10770c52818fSSatish Balay . x - The initial point of the line search
10780c52818fSSatish Balay 
10790c52818fSSatish Balay   Level: intermediate
10800c52818fSSatish Balay @*/
10810c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x)
10820c52818fSSatish Balay {
10830c52818fSSatish Balay   PetscFunctionBegin;
10840c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
108597ab8e72SStefano Zampini   if (x) *x = ls->start_x;
10860c52818fSSatish Balay   PetscFunctionReturn(0);
10870c52818fSSatish Balay }
10880c52818fSSatish Balay 
10890c52818fSSatish Balay /*@
10900c52818fSSatish Balay   TaoLineSearchGetStepDirection - Gets the step direction of the line
10910c52818fSSatish Balay   search.
10920c52818fSSatish Balay 
10930c52818fSSatish Balay   Not Collective
10940c52818fSSatish Balay 
10950c52818fSSatish Balay   Input Parameter:
10960c52818fSSatish Balay . ls - the TaoLineSearch context
10970c52818fSSatish Balay 
10980c52818fSSatish Balay   Output Parameter:
10990c52818fSSatish Balay . s - the step direction of the line search
11000c52818fSSatish Balay 
11010c52818fSSatish Balay   Level: advanced
11020c52818fSSatish Balay @*/
11030c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s)
11040c52818fSSatish Balay {
11050c52818fSSatish Balay   PetscFunctionBegin;
11060c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
110797ab8e72SStefano Zampini   if (s) *s = ls->stepdirection;
11080c52818fSSatish Balay   PetscFunctionReturn(0);
11090c52818fSSatish Balay }
11100c52818fSSatish Balay 
11110c52818fSSatish Balay /*@
11120c52818fSSatish Balay   TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step.  Useful for some minimization algorithms.
11130c52818fSSatish Balay 
11140c52818fSSatish Balay   Not Collective
11150c52818fSSatish Balay 
11160c52818fSSatish Balay   Input Parameter:
11170c52818fSSatish Balay . ls - the TaoLineSearch context
11180c52818fSSatish Balay 
11190c52818fSSatish Balay   Output Parameter:
11200c52818fSSatish Balay . f - the objective value at the full step length
11210c52818fSSatish Balay 
11220c52818fSSatish Balay   Level: developer
11230c52818fSSatish Balay @*/
11240c52818fSSatish Balay 
11250c52818fSSatish Balay PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep)
11260c52818fSSatish Balay {
11270c52818fSSatish Balay   PetscFunctionBegin;
11280c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
11290c52818fSSatish Balay   *f_fullstep = ls->f_fullstep;
11300c52818fSSatish Balay   PetscFunctionReturn(0);
11310c52818fSSatish Balay }
11320c52818fSSatish Balay 
11330c52818fSSatish Balay /*@
11340c52818fSSatish Balay   TaoLineSearchSetVariableBounds - Sets the upper and lower bounds.
11350c52818fSSatish Balay 
1136441846f8SBarry Smith   Logically Collective on Tao
11370c52818fSSatish Balay 
11380c52818fSSatish Balay   Input Parameters:
11390c52818fSSatish Balay + ls - the TaoLineSearch context
11400c52818fSSatish Balay . xl  - vector of lower bounds
11410c52818fSSatish Balay - xu  - vector of upper bounds
11420c52818fSSatish Balay 
11430c52818fSSatish Balay   Note: If the variable bounds are not set with this routine, then
1144e270355aSBarry Smith   PETSC_NINFINITY and PETSC_INFINITY are assumed
11450c52818fSSatish Balay 
11460c52818fSSatish Balay   Level: beginner
11470c52818fSSatish Balay 
1148db781477SPatrick Sanan .seealso: `TaoSetVariableBounds()`, `TaoLineSearchCreate()`
11490c52818fSSatish Balay @*/
11500c52818fSSatish Balay PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls,Vec xl, Vec xu)
11510c52818fSSatish Balay {
11520c52818fSSatish Balay   PetscFunctionBegin;
11530c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
115476be6f4fSStefano Zampini   if (xl) PetscValidHeaderSpecific(xl,VEC_CLASSID,2);
115576be6f4fSStefano Zampini   if (xu) PetscValidHeaderSpecific(xu,VEC_CLASSID,3);
11569566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)xl));
11579566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)xu));
11589566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->lower));
11599566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->upper));
11600c52818fSSatish Balay   ls->lower = xl;
11610c52818fSSatish Balay   ls->upper = xu;
116276be6f4fSStefano Zampini   ls->bounded = (PetscBool)(xl || xu);
11630c52818fSSatish Balay   PetscFunctionReturn(0);
11640c52818fSSatish Balay }
11650c52818fSSatish Balay 
11660c52818fSSatish Balay /*@
11670c52818fSSatish Balay   TaoLineSearchSetInitialStepLength - Sets the initial step length of a line
11680c52818fSSatish Balay   search.  If this value is not set then 1.0 is assumed.
11690c52818fSSatish Balay 
11700c52818fSSatish Balay   Logically Collective on TaoLineSearch
11710c52818fSSatish Balay 
11720c52818fSSatish Balay   Input Parameters:
11730c52818fSSatish Balay + ls - the TaoLineSearch context
11740c52818fSSatish Balay - s - the initial step size
11750c52818fSSatish Balay 
11760c52818fSSatish Balay   Level: intermediate
11770c52818fSSatish Balay 
1178db781477SPatrick Sanan .seealso: `TaoLineSearchGetStepLength()`, `TaoLineSearchApply()`
11790c52818fSSatish Balay @*/
11800c52818fSSatish Balay PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls,PetscReal s)
11810c52818fSSatish Balay {
11820c52818fSSatish Balay   PetscFunctionBegin;
11830c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
1184a39c8e28SStefano Zampini   PetscValidLogicalCollectiveReal(ls,s,2);
11850c52818fSSatish Balay   ls->initstep = s;
11860c52818fSSatish Balay   PetscFunctionReturn(0);
11870c52818fSSatish Balay }
11880c52818fSSatish Balay 
11890c52818fSSatish Balay /*@
11900c52818fSSatish Balay   TaoLineSearchGetStepLength - Get the current step length
11910c52818fSSatish Balay 
11920c52818fSSatish Balay   Not Collective
11930c52818fSSatish Balay 
11940c52818fSSatish Balay   Input Parameters:
11950c52818fSSatish Balay . ls - the TaoLineSearch context
11960c52818fSSatish Balay 
11977a7aea1fSJed Brown   Output Parameters:
11980c52818fSSatish Balay . s - the current step length
11990c52818fSSatish Balay 
12000c52818fSSatish Balay   Level: beginner
12010c52818fSSatish Balay 
1202db781477SPatrick Sanan .seealso: `TaoLineSearchSetInitialStepLength()`, `TaoLineSearchApply()`
12030c52818fSSatish Balay @*/
12040c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls,PetscReal *s)
12050c52818fSSatish Balay {
12060c52818fSSatish Balay   PetscFunctionBegin;
12070c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
12080c52818fSSatish Balay   *s = ls->step;
12090c52818fSSatish Balay   PetscFunctionReturn(0);
12100c52818fSSatish Balay }
12110c52818fSSatish Balay 
12120ebee16dSLisandro Dalcin /*@C
12130c52818fSSatish Balay    TaoLineSearchRegister - Adds a line-search algorithm to the registry
12140c52818fSSatish Balay 
12150c52818fSSatish Balay    Not collective
12160c52818fSSatish Balay 
12170c52818fSSatish Balay    Input Parameters:
12180c52818fSSatish Balay +  sname - name of a new user-defined solver
12190c52818fSSatish Balay -  func - routine to Create method context
12200c52818fSSatish Balay 
12210c52818fSSatish Balay    Notes:
12220c52818fSSatish Balay    TaoLineSearchRegister() may be called multiple times to add several user-defined solvers.
12230c52818fSSatish Balay 
12240c52818fSSatish Balay    Sample usage:
12250c52818fSSatish Balay .vb
12260c52818fSSatish Balay    TaoLineSearchRegister("my_linesearch",MyLinesearchCreate);
12270c52818fSSatish Balay .ve
12280c52818fSSatish Balay 
12290c52818fSSatish Balay    Then, your solver can be chosen with the procedural interface via
12300c52818fSSatish Balay $     TaoLineSearchSetType(ls,"my_linesearch")
12310c52818fSSatish Balay    or at runtime via the option
12320c52818fSSatish Balay $     -tao_ls_type my_linesearch
12330c52818fSSatish Balay 
12340c52818fSSatish Balay    Level: developer
12350c52818fSSatish Balay 
12360ebee16dSLisandro Dalcin @*/
12370c52818fSSatish Balay PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch))
12380c52818fSSatish Balay {
12390c52818fSSatish Balay   PetscFunctionBegin;
12409566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchInitializePackage());
12419566063dSJacob Faibussowitsch   PetscCall(PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func));
12420c52818fSSatish Balay   PetscFunctionReturn(0);
12430c52818fSSatish Balay }
12440c52818fSSatish Balay 
12450c52818fSSatish Balay /*@C
12460c52818fSSatish Balay    TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching
12470c52818fSSatish Balay    for all TaoLineSearch options in the database.
12480c52818fSSatish Balay 
12490c52818fSSatish Balay    Collective on TaoLineSearch
12500c52818fSSatish Balay 
12510c52818fSSatish Balay    Input Parameters:
12520c52818fSSatish Balay +  ls - the TaoLineSearch solver context
12530c52818fSSatish Balay -  prefix - the prefix string to prepend to all line search requests
12540c52818fSSatish Balay 
12550c52818fSSatish Balay    Notes:
12560c52818fSSatish Balay    A hyphen (-) must NOT be given at the beginning of the prefix name.
12570c52818fSSatish Balay    The first character of all runtime options is AUTOMATICALLY the hyphen.
12580c52818fSSatish Balay 
12590c52818fSSatish Balay    Level: advanced
12600c52818fSSatish Balay 
1261db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()`
12620c52818fSSatish Balay @*/
12630c52818fSSatish Balay PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[])
12640c52818fSSatish Balay {
1265f06e3bfaSBarry Smith   return PetscObjectAppendOptionsPrefix((PetscObject)ls,p);
12660c52818fSSatish Balay }
12670c52818fSSatish Balay 
12680c52818fSSatish Balay /*@C
12690c52818fSSatish Balay   TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all
12700c52818fSSatish Balay   TaoLineSearch options in the database
12710c52818fSSatish Balay 
12720c52818fSSatish Balay   Not Collective
12730c52818fSSatish Balay 
12740c52818fSSatish Balay   Input Parameters:
12750c52818fSSatish Balay . ls - the TaoLineSearch context
12760c52818fSSatish Balay 
12770c52818fSSatish Balay   Output Parameters:
12780c52818fSSatish Balay . prefix - pointer to the prefix string used is returned
12790c52818fSSatish Balay 
128095452b02SPatrick Sanan   Notes:
128195452b02SPatrick Sanan     On the fortran side, the user should pass in a string 'prefix' of
12820c52818fSSatish Balay   sufficient length to hold the prefix.
12830c52818fSSatish Balay 
12840c52818fSSatish Balay   Level: advanced
12850c52818fSSatish Balay 
1286db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchAppendOptionsPrefix()`
12870c52818fSSatish Balay @*/
12880c52818fSSatish Balay PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[])
12890c52818fSSatish Balay {
1290f06e3bfaSBarry Smith   return PetscObjectGetOptionsPrefix((PetscObject)ls,p);
12910c52818fSSatish Balay }
12920c52818fSSatish Balay 
12930c52818fSSatish Balay /*@C
12940c52818fSSatish Balay    TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all
12950c52818fSSatish Balay    TaoLineSearch options in the database.
12960c52818fSSatish Balay 
12970c52818fSSatish Balay    Logically Collective on TaoLineSearch
12980c52818fSSatish Balay 
12990c52818fSSatish Balay    Input Parameters:
13000c52818fSSatish Balay +  ls - the TaoLineSearch context
13010c52818fSSatish Balay -  prefix - the prefix string to prepend to all TAO option requests
13020c52818fSSatish Balay 
13030c52818fSSatish Balay    Notes:
13040c52818fSSatish Balay    A hyphen (-) must NOT be given at the beginning of the prefix name.
13050c52818fSSatish Balay    The first character of all runtime options is AUTOMATICALLY the hyphen.
13060c52818fSSatish Balay 
13070c52818fSSatish Balay    For example, to distinguish between the runtime options for two
13080c52818fSSatish Balay    different line searches, one could call
13090c52818fSSatish Balay .vb
13100c52818fSSatish Balay       TaoLineSearchSetOptionsPrefix(ls1,"sys1_")
13110c52818fSSatish Balay       TaoLineSearchSetOptionsPrefix(ls2,"sys2_")
13120c52818fSSatish Balay .ve
13130c52818fSSatish Balay 
13140c52818fSSatish Balay    This would enable use of different options for each system, such as
13150c52818fSSatish Balay .vb
13160c52818fSSatish Balay       -sys1_tao_ls_type mt
13170c52818fSSatish Balay       -sys2_tao_ls_type armijo
13180c52818fSSatish Balay .ve
13190c52818fSSatish Balay 
13200c52818fSSatish Balay    Level: advanced
13210c52818fSSatish Balay 
1322db781477SPatrick Sanan .seealso: `TaoLineSearchAppendOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()`
13230c52818fSSatish Balay @*/
13240c52818fSSatish Balay 
13250c52818fSSatish Balay PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[])
13260c52818fSSatish Balay {
1327f06e3bfaSBarry Smith   return PetscObjectSetOptionsPrefix((PetscObject)ls,p);
13280c52818fSSatish Balay }
1329