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 22fe2efc57SMark .seealso: TaoLineSearch, TaoLineSearchView, PetscObjectViewFromOptions(), TaoLineSearchCreate() 23fe2efc57SMark @*/ 24fe2efc57SMark PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch A,PetscObject obj,const char name[]) 25fe2efc57SMark { 26fe2efc57SMark PetscErrorCode ierr; 27fe2efc57SMark 28fe2efc57SMark PetscFunctionBegin; 29fe2efc57SMark PetscValidHeaderSpecific(A,TAOLINESEARCH_CLASSID,1); 30fe2efc57SMark ierr = PetscObjectViewFromOptions((PetscObject)A,obj,name);CHKERRQ(ierr); 31fe2efc57SMark PetscFunctionReturn(0); 32fe2efc57SMark } 33fe2efc57SMark 34fe2efc57SMark /*@C 350c52818fSSatish Balay TaoLineSearchView - Prints information about the TaoLineSearch 360c52818fSSatish Balay 370c52818fSSatish Balay Collective on TaoLineSearch 380c52818fSSatish Balay 390c52818fSSatish Balay InputParameters: 40441846f8SBarry Smith + ls - the Tao context 410c52818fSSatish Balay - viewer - visualization context 420c52818fSSatish Balay 430c52818fSSatish Balay Options Database Key: 440c52818fSSatish Balay . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search 450c52818fSSatish Balay 460c52818fSSatish Balay Notes: 470c52818fSSatish Balay The available visualization contexts include 480c52818fSSatish Balay + PETSC_VIEWER_STDOUT_SELF - standard output (default) 490c52818fSSatish Balay - PETSC_VIEWER_STDOUT_WORLD - synchronized standard 500c52818fSSatish Balay output where only the first processor opens 510c52818fSSatish Balay the file. All other processors send their 520c52818fSSatish Balay data to the first processor to print. 530c52818fSSatish Balay 540c52818fSSatish Balay Level: beginner 550c52818fSSatish Balay 560c52818fSSatish Balay .seealso: PetscViewerASCIIOpen() 570c52818fSSatish Balay @*/ 580c52818fSSatish Balay 590c52818fSSatish Balay PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer) 600c52818fSSatish Balay { 610c52818fSSatish Balay PetscErrorCode ierr; 620c52818fSSatish Balay PetscBool isascii, isstring; 63dedfbcbeSJed Brown TaoLineSearchType type; 64f06e3bfaSBarry Smith 650c52818fSSatish Balay PetscFunctionBegin; 660c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 670c52818fSSatish Balay if (!viewer) { 680c52818fSSatish Balay ierr = PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer);CHKERRQ(ierr); 690c52818fSSatish Balay } 700c52818fSSatish Balay PetscValidHeaderSpecific(viewer,PETSC_VIEWER_CLASSID,2); 710c52818fSSatish Balay PetscCheckSameComm(ls,1,viewer,2); 720c52818fSSatish Balay 730c52818fSSatish Balay ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 740c52818fSSatish Balay ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring);CHKERRQ(ierr); 750c52818fSSatish Balay if (isascii) { 7663b15415SAlp Dener ierr = PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer);CHKERRQ(ierr); 7763b15415SAlp Dener if (ls->ops->view) { 7863b15415SAlp Dener ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); 7963b15415SAlp Dener ierr = (*ls->ops->view)(ls,viewer);CHKERRQ(ierr); 8063b15415SAlp Dener ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); 810c52818fSSatish Balay } 820c52818fSSatish Balay ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); 830c52818fSSatish Balay ierr = PetscViewerASCIIPrintf(viewer,"maximum function evaluations=%D\n",ls->max_funcs);CHKERRQ(ierr); 84f06e3bfaSBarry Smith ierr = PetscViewerASCIIPrintf(viewer,"tolerances: ftol=%g, rtol=%g, gtol=%g\n",(double)ls->ftol,(double)ls->rtol,(double)ls->gtol);CHKERRQ(ierr); 850c52818fSSatish Balay ierr = PetscViewerASCIIPrintf(viewer,"total number of function evaluations=%D\n",ls->nfeval);CHKERRQ(ierr); 860c52818fSSatish Balay ierr = PetscViewerASCIIPrintf(viewer,"total number of gradient evaluations=%D\n",ls->ngeval);CHKERRQ(ierr); 870c52818fSSatish Balay ierr = PetscViewerASCIIPrintf(viewer,"total number of function/gradient evaluations=%D\n",ls->nfgeval);CHKERRQ(ierr); 880c52818fSSatish Balay 890c52818fSSatish Balay if (ls->bounded) { 900c52818fSSatish Balay ierr = PetscViewerASCIIPrintf(viewer,"using variable bounds\n");CHKERRQ(ierr); 910c52818fSSatish Balay } 92de196d00SBarry Smith ierr = PetscViewerASCIIPrintf(viewer,"Termination reason: %d\n",(int)ls->reason);CHKERRQ(ierr); 930c52818fSSatish Balay ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); 940c52818fSSatish Balay } else if (isstring) { 950c52818fSSatish Balay ierr = TaoLineSearchGetType(ls,&type);CHKERRQ(ierr); 960c52818fSSatish Balay ierr = PetscViewerStringSPrintf(viewer," %-3.3s",type);CHKERRQ(ierr); 970c52818fSSatish Balay } 980c52818fSSatish Balay PetscFunctionReturn(0); 990c52818fSSatish Balay } 1000c52818fSSatish Balay 1010c52818fSSatish Balay /*@C 1020c52818fSSatish Balay TaoLineSearchCreate - Creates a TAO Line Search object. Algorithms in TAO that use 1030c52818fSSatish Balay line-searches will automatically create one. 1040c52818fSSatish Balay 105d083f849SBarry Smith Collective 1060c52818fSSatish Balay 1070c52818fSSatish Balay Input Parameter: 1080c52818fSSatish Balay . comm - MPI communicator 1090c52818fSSatish Balay 1100c52818fSSatish Balay Output Parameter: 1110c52818fSSatish Balay . newls - the new TaoLineSearch context 1120c52818fSSatish Balay 1130c52818fSSatish Balay Available methods include: 1140c52818fSSatish Balay + more-thuente 1150c52818fSSatish Balay . gpcg 1160c52818fSSatish Balay - unit - Do not perform any line search 1170c52818fSSatish Balay 1180c52818fSSatish Balay Options Database Keys: 1190c52818fSSatish Balay . -tao_ls_type - select which method TAO should use 1200c52818fSSatish Balay 1210c52818fSSatish Balay Level: beginner 1220c52818fSSatish Balay 1230c52818fSSatish Balay .seealso: TaoLineSearchSetType(), TaoLineSearchApply(), TaoLineSearchDestroy() 1240c52818fSSatish Balay @*/ 1250c52818fSSatish Balay 1260c52818fSSatish Balay PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls) 1270c52818fSSatish Balay { 1280c52818fSSatish Balay PetscErrorCode ierr; 1290c52818fSSatish Balay TaoLineSearch ls; 1300c52818fSSatish Balay 1310c52818fSSatish Balay PetscFunctionBegin; 1320c52818fSSatish Balay PetscValidPointer(newls,2); 1336c23d075SBarry Smith *newls = NULL; 1340c52818fSSatish Balay 1350c52818fSSatish Balay ierr = TaoLineSearchInitializePackage();CHKERRQ(ierr); 1360c52818fSSatish Balay 13773107ff1SLisandro Dalcin ierr = PetscHeaderCreate(ls,TAOLINESEARCH_CLASSID,"TaoLineSearch","Linesearch","Tao",comm,TaoLineSearchDestroy,TaoLineSearchView);CHKERRQ(ierr); 1380c52818fSSatish Balay ls->bounded = 0; 1390c52818fSSatish Balay ls->max_funcs=30; 1400c52818fSSatish Balay ls->ftol = 0.0001; 1410c52818fSSatish Balay ls->gtol = 0.9; 1426f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 1436f4723b1SBarry Smith ls->rtol = 1.0e-5; 1446f4723b1SBarry Smith #else 1450c52818fSSatish Balay ls->rtol = 1.0e-10; 1466f4723b1SBarry Smith #endif 1470c52818fSSatish Balay ls->stepmin=1.0e-20; 1480c52818fSSatish Balay ls->stepmax=1.0e+20; 1490c52818fSSatish Balay ls->step=1.0; 1500c52818fSSatish Balay ls->nfeval=0; 1510c52818fSSatish Balay ls->ngeval=0; 1520c52818fSSatish Balay ls->nfgeval=0; 1530c52818fSSatish Balay 15483c8fe1dSLisandro Dalcin ls->ops->computeobjective = NULL; 15583c8fe1dSLisandro Dalcin ls->ops->computegradient = NULL; 15683c8fe1dSLisandro Dalcin ls->ops->computeobjectiveandgradient = NULL; 15783c8fe1dSLisandro Dalcin ls->ops->computeobjectiveandgts = NULL; 15883c8fe1dSLisandro Dalcin ls->ops->setup = NULL; 15983c8fe1dSLisandro Dalcin ls->ops->apply = NULL; 16083c8fe1dSLisandro Dalcin ls->ops->view = NULL; 16183c8fe1dSLisandro Dalcin ls->ops->setfromoptions = NULL; 16283c8fe1dSLisandro Dalcin ls->ops->reset = NULL; 16383c8fe1dSLisandro Dalcin ls->ops->destroy = NULL; 16483c8fe1dSLisandro Dalcin ls->ops->monitor = NULL; 1652a0dac07SAlp Dener ls->usemonitor=PETSC_FALSE; 1660c52818fSSatish Balay ls->setupcalled=PETSC_FALSE; 1670c52818fSSatish Balay ls->usetaoroutines=PETSC_FALSE; 1680c52818fSSatish Balay *newls = ls; 1690c52818fSSatish Balay PetscFunctionReturn(0); 1700c52818fSSatish Balay } 1710c52818fSSatish Balay 1720c52818fSSatish Balay /*@ 1730c52818fSSatish Balay TaoLineSearchSetUp - Sets up the internal data structures for the later use 1740c52818fSSatish Balay of a Tao solver 1750c52818fSSatish Balay 1760c52818fSSatish Balay Collective on ls 1770c52818fSSatish Balay 1780c52818fSSatish Balay Input Parameters: 1790c52818fSSatish Balay . ls - the TaoLineSearch context 1800c52818fSSatish Balay 1810c52818fSSatish Balay Notes: 1820c52818fSSatish Balay The user will not need to explicitly call TaoLineSearchSetUp(), as it will 1830c52818fSSatish Balay automatically be called in TaoLineSearchSolve(). However, if the user 1840c52818fSSatish Balay desires to call it explicitly, it should come after TaoLineSearchCreate() 1850c52818fSSatish Balay but before TaoLineSearchApply(). 1860c52818fSSatish Balay 1870c52818fSSatish Balay Level: developer 1880c52818fSSatish Balay 1890c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchApply() 1900c52818fSSatish Balay @*/ 1910c52818fSSatish Balay 1920c52818fSSatish Balay PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls) 1930c52818fSSatish Balay { 1940c52818fSSatish Balay PetscErrorCode ierr; 1958caf6e8cSBarry Smith const char *default_type=TAOLINESEARCHMT; 1960c52818fSSatish Balay PetscBool flg; 197f06e3bfaSBarry Smith 1980c52818fSSatish Balay PetscFunctionBegin; 1990c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 2000c52818fSSatish Balay if (ls->setupcalled) PetscFunctionReturn(0); 2010c52818fSSatish Balay if (!((PetscObject)ls)->type_name) { 2020c52818fSSatish Balay ierr = TaoLineSearchSetType(ls,default_type);CHKERRQ(ierr); 2030c52818fSSatish Balay } 2040c52818fSSatish Balay if (ls->ops->setup) { 2050c52818fSSatish Balay ierr = (*ls->ops->setup)(ls);CHKERRQ(ierr); 2060c52818fSSatish Balay } 2070c52818fSSatish Balay if (ls->usetaoroutines) { 208441846f8SBarry Smith ierr = TaoIsObjectiveDefined(ls->tao,&flg);CHKERRQ(ierr); 2090c52818fSSatish Balay ls->hasobjective = flg; 210441846f8SBarry Smith ierr = TaoIsGradientDefined(ls->tao,&flg);CHKERRQ(ierr); 2110c52818fSSatish Balay ls->hasgradient = flg; 212441846f8SBarry Smith ierr = TaoIsObjectiveAndGradientDefined(ls->tao,&flg);CHKERRQ(ierr); 2130c52818fSSatish Balay ls->hasobjectiveandgradient = flg; 2140c52818fSSatish Balay } else { 2150c52818fSSatish Balay if (ls->ops->computeobjective) { 2160c52818fSSatish Balay ls->hasobjective = PETSC_TRUE; 2170c52818fSSatish Balay } else { 2180c52818fSSatish Balay ls->hasobjective = PETSC_FALSE; 2190c52818fSSatish Balay } 2200c52818fSSatish Balay if (ls->ops->computegradient) { 2210c52818fSSatish Balay ls->hasgradient = PETSC_TRUE; 2220c52818fSSatish Balay } else { 2230c52818fSSatish Balay ls->hasgradient = PETSC_FALSE; 2240c52818fSSatish Balay } 2250c52818fSSatish Balay if (ls->ops->computeobjectiveandgradient) { 2260c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_TRUE; 2270c52818fSSatish Balay } else { 2280c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_FALSE; 2290c52818fSSatish Balay } 2300c52818fSSatish Balay } 2310c52818fSSatish Balay ls->setupcalled = PETSC_TRUE; 2320c52818fSSatish Balay PetscFunctionReturn(0); 2330c52818fSSatish Balay } 2340c52818fSSatish Balay 2350c52818fSSatish Balay /*@ 2360c52818fSSatish Balay TaoLineSearchReset - Some line searches may carry state information 2370c52818fSSatish Balay from one TaoLineSearchApply() to the next. This function resets this 2380c52818fSSatish Balay state information. 2390c52818fSSatish Balay 2400c52818fSSatish Balay Collective on TaoLineSearch 2410c52818fSSatish Balay 2420c52818fSSatish Balay Input Parameter: 2430c52818fSSatish Balay . ls - the TaoLineSearch context 2440c52818fSSatish Balay 2450c52818fSSatish Balay Level: developer 2460c52818fSSatish Balay 2470c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchApply() 2480c52818fSSatish Balay @*/ 2490c52818fSSatish Balay PetscErrorCode TaoLineSearchReset(TaoLineSearch ls) 2500c52818fSSatish Balay { 2510c52818fSSatish Balay PetscErrorCode ierr; 252050fc7a3SBarry Smith 2530c52818fSSatish Balay PetscFunctionBegin; 2540c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 2550c52818fSSatish Balay if (ls->ops->reset) { 2560c52818fSSatish Balay ierr = (*ls->ops->reset)(ls);CHKERRQ(ierr); 2570c52818fSSatish Balay } 2580c52818fSSatish Balay PetscFunctionReturn(0); 2590c52818fSSatish Balay } 260f06e3bfaSBarry Smith 2610c52818fSSatish Balay /*@ 2620c52818fSSatish Balay TaoLineSearchDestroy - Destroys the TAO context that was created with 2630c52818fSSatish Balay TaoLineSearchCreate() 2640c52818fSSatish Balay 2650c52818fSSatish Balay Collective on TaoLineSearch 2660c52818fSSatish Balay 2677a7aea1fSJed Brown Input Parameter: 2680c52818fSSatish Balay . ls - the TaoLineSearch context 2690c52818fSSatish Balay 2700c52818fSSatish Balay Level: beginner 2710c52818fSSatish Balay 2720c52818fSSatish Balay .seealse: TaoLineSearchCreate(), TaoLineSearchSolve() 2730c52818fSSatish Balay @*/ 2740c52818fSSatish Balay PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls) 2750c52818fSSatish Balay { 2760c52818fSSatish Balay PetscErrorCode ierr; 277050fc7a3SBarry Smith 2780c52818fSSatish Balay PetscFunctionBegin; 2790c52818fSSatish Balay if (!*ls) PetscFunctionReturn(0); 2800c52818fSSatish Balay PetscValidHeaderSpecific(*ls,TAOLINESEARCH_CLASSID,1); 28183c8fe1dSLisandro Dalcin if (--((PetscObject)*ls)->refct > 0) {*ls = NULL; PetscFunctionReturn(0);} 282050fc7a3SBarry Smith ierr = VecDestroy(&(*ls)->stepdirection);CHKERRQ(ierr); 283050fc7a3SBarry Smith ierr = VecDestroy(&(*ls)->start_x);CHKERRQ(ierr); 2840c52818fSSatish Balay if ((*ls)->ops->destroy) { 2850c52818fSSatish Balay ierr = (*(*ls)->ops->destroy)(*ls);CHKERRQ(ierr); 2860c52818fSSatish Balay } 2872a0dac07SAlp Dener if ((*ls)->usemonitor) { 2882a0dac07SAlp Dener ierr = PetscViewerDestroy(&(*ls)->viewer);CHKERRQ(ierr); 2892a0dac07SAlp Dener } 2900c52818fSSatish Balay ierr = PetscHeaderDestroy(ls);CHKERRQ(ierr); 2910c52818fSSatish Balay PetscFunctionReturn(0); 2920c52818fSSatish Balay } 2930c52818fSSatish Balay 2940c52818fSSatish Balay /*@ 2950c52818fSSatish Balay TaoLineSearchApply - Performs a line-search in a given step direction. Criteria for acceptable step length depends on the line-search algorithm chosen 2960c52818fSSatish Balay 2970c52818fSSatish Balay Collective on TaoLineSearch 2980c52818fSSatish Balay 2990c52818fSSatish Balay Input Parameters: 300441846f8SBarry Smith + ls - the Tao context 3010c52818fSSatish Balay . x - The current solution (on output x contains the new solution determined by the line search) 3020c52818fSSatish Balay . f - objective function value at current solution (on output contains the objective function value at new solution) 3030c52818fSSatish Balay . g - gradient evaluated at x (on output contains the gradient at new solution) 3040c52818fSSatish Balay - s - search direction 3050c52818fSSatish Balay 3060c52818fSSatish Balay Output Parameters: 3070c52818fSSatish Balay + x - new solution 3080c52818fSSatish Balay . f - objective function value at x 3090c52818fSSatish Balay . g - gradient vector at x 3100c52818fSSatish Balay . steplength - scalar multiplier of s used ( x = x0 + steplength * x) 3110c52818fSSatish Balay - reason - reason why the line-search stopped 3120c52818fSSatish Balay 3130c52818fSSatish Balay reason will be set to one of: 3140c52818fSSatish Balay 3150c52818fSSatish Balay + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 3160c52818fSSatish Balay . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 3170c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 3180c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 3190c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 3200c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 3210c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 3220c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 3230c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 3240c52818fSSatish Balay - TAOLINESEARCH_SUCCESS - successful line search 3250c52818fSSatish Balay 3260c52818fSSatish Balay Note: 3270c52818fSSatish Balay The algorithm developer must set up the TaoLineSearch with calls to 328441846f8SBarry Smith TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines() 3290c52818fSSatish Balay 3300c52818fSSatish Balay Note: 3310c52818fSSatish Balay You may or may not need to follow this with a call to 3320c52818fSSatish Balay TaoAddLineSearchCounts(), depending on whether you want these 3330c52818fSSatish Balay evaluations to count toward the total function/gradient evaluations. 3340c52818fSSatish Balay 3350c52818fSSatish Balay Level: beginner 3360c52818fSSatish Balay 3370c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchSetType(), TaoLineSearchSetInitialStepLength(), TaoAddLineSearchCounts() 3380c52818fSSatish Balay @*/ 3390c52818fSSatish Balay 340e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason) 3410c52818fSSatish Balay { 3420c52818fSSatish Balay PetscErrorCode ierr; 3430c52818fSSatish Balay PetscInt low1,low2,low3,high1,high2,high3; 3440c52818fSSatish Balay 3450c52818fSSatish Balay PetscFunctionBegin; 3460c52818fSSatish Balay *reason = TAOLINESEARCH_CONTINUE_ITERATING; 3470c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 3480c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 3493f6ba705SLisandro Dalcin PetscValidRealPointer(f,3); 3500c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,4); 3510c52818fSSatish Balay PetscValidHeaderSpecific(s,VEC_CLASSID,5); 3520c52818fSSatish Balay PetscValidPointer(reason,7); 3530c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 3540c52818fSSatish Balay PetscCheckSameTypeAndComm(x,2,g,4); 3550c52818fSSatish Balay PetscCheckSameTypeAndComm(x,2,s,5); 3560c52818fSSatish Balay ierr = VecGetOwnershipRange(x, &low1, &high1);CHKERRQ(ierr); 3570c52818fSSatish Balay ierr = VecGetOwnershipRange(g, &low2, &high2);CHKERRQ(ierr); 3580c52818fSSatish Balay ierr = VecGetOwnershipRange(s, &low3, &high3);CHKERRQ(ierr); 359691b26d3SBarry Smith if (low1!= low2 || low1!= low3 || high1!= high2 || high1!= high3) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_SIZ,"Incompatible vector local lengths"); 3600c52818fSSatish Balay 3610c52818fSSatish Balay ierr = PetscObjectReference((PetscObject)s);CHKERRQ(ierr); 362050fc7a3SBarry Smith ierr = VecDestroy(&ls->stepdirection);CHKERRQ(ierr); 363050fc7a3SBarry Smith ls->stepdirection = s; 3640c52818fSSatish Balay 3650c52818fSSatish Balay ierr = TaoLineSearchSetUp(ls);CHKERRQ(ierr); 366691b26d3SBarry Smith if (!ls->ops->apply) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search Object does not have 'apply' routine"); 3670c52818fSSatish Balay ls->nfeval=0; 3680c52818fSSatish Balay ls->ngeval=0; 3690c52818fSSatish Balay ls->nfgeval=0; 3700c52818fSSatish Balay /* Check parameter values */ 3710c52818fSSatish Balay if (ls->ftol < 0.0) { 372f06e3bfaSBarry Smith ierr = PetscInfo1(ls,"Bad Line Search Parameter: ftol (%g) < 0\n",(double)ls->ftol);CHKERRQ(ierr); 3730c52818fSSatish Balay *reason=TAOLINESEARCH_FAILED_BADPARAMETER; 3740c52818fSSatish Balay } 3750c52818fSSatish Balay if (ls->rtol < 0.0) { 376f06e3bfaSBarry Smith ierr = PetscInfo1(ls,"Bad Line Search Parameter: rtol (%g) < 0\n",(double)ls->rtol);CHKERRQ(ierr); 3770c52818fSSatish Balay *reason=TAOLINESEARCH_FAILED_BADPARAMETER; 3780c52818fSSatish Balay } 3790c52818fSSatish Balay if (ls->gtol < 0.0) { 380f06e3bfaSBarry Smith ierr = PetscInfo1(ls,"Bad Line Search Parameter: gtol (%g) < 0\n",(double)ls->gtol);CHKERRQ(ierr); 3810c52818fSSatish Balay *reason=TAOLINESEARCH_FAILED_BADPARAMETER; 3820c52818fSSatish Balay } 3830c52818fSSatish Balay if (ls->stepmin < 0.0) { 384f06e3bfaSBarry Smith ierr = PetscInfo1(ls,"Bad Line Search Parameter: stepmin (%g) < 0\n",(double)ls->stepmin);CHKERRQ(ierr); 3850c52818fSSatish Balay *reason=TAOLINESEARCH_FAILED_BADPARAMETER; 3860c52818fSSatish Balay } 3870c52818fSSatish Balay if (ls->stepmax < ls->stepmin) { 388f06e3bfaSBarry Smith ierr = PetscInfo2(ls,"Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n",(double)ls->stepmin,(double)ls->stepmax);CHKERRQ(ierr); 3890c52818fSSatish Balay *reason=TAOLINESEARCH_FAILED_BADPARAMETER; 3900c52818fSSatish Balay } 3910c52818fSSatish Balay if (ls->max_funcs < 0) { 3920c52818fSSatish Balay ierr = PetscInfo1(ls,"Bad Line Search Parameter: max_funcs (%D) < 0\n",ls->max_funcs);CHKERRQ(ierr); 3930c52818fSSatish Balay *reason=TAOLINESEARCH_FAILED_BADPARAMETER; 3940c52818fSSatish Balay } 3950c52818fSSatish Balay if (PetscIsInfOrNanReal(*f)) { 396f06e3bfaSBarry Smith ierr = PetscInfo1(ls,"Initial Line Search Function Value is Inf or Nan (%g)\n",(double)*f);CHKERRQ(ierr); 3970c52818fSSatish Balay *reason=TAOLINESEARCH_FAILED_INFORNAN; 3980c52818fSSatish Balay } 3990c52818fSSatish Balay 400302440fdSBarry Smith ierr = PetscObjectReference((PetscObject)x);CHKERRQ(ierr); 4010c52818fSSatish Balay ierr = VecDestroy(&ls->start_x);CHKERRQ(ierr); 4020c52818fSSatish Balay ls->start_x = x; 403050fc7a3SBarry Smith 4040ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAOLINESEARCH_Apply,ls,0,0,0);CHKERRQ(ierr); 4050c52818fSSatish Balay ierr = (*ls->ops->apply)(ls,x,f,g,s);CHKERRQ(ierr); 4060ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0,0,0);CHKERRQ(ierr); 4070c52818fSSatish Balay *reason=ls->reason; 4080c52818fSSatish Balay ls->new_f = *f; 4090c52818fSSatish Balay 4100c52818fSSatish Balay if (steplength) { 4110c52818fSSatish Balay *steplength=ls->step; 4120c52818fSSatish Balay } 4130c52818fSSatish Balay 414fbe0838dSJason Sarich ierr = TaoLineSearchViewFromOptions(ls,NULL,"-tao_ls_view");CHKERRQ(ierr); 4150c52818fSSatish Balay PetscFunctionReturn(0); 4160c52818fSSatish Balay } 4170c52818fSSatish Balay 4180c52818fSSatish Balay /*@C 4190c52818fSSatish Balay TaoLineSearchSetType - Sets the algorithm used in a line search 4200c52818fSSatish Balay 4210c52818fSSatish Balay Collective on TaoLineSearch 4220c52818fSSatish Balay 4230c52818fSSatish Balay Input Parameters: 4240c52818fSSatish Balay + ls - the TaoLineSearch context 425820824deSAlp Dener - type - the TaoLineSearchType selection 4260c52818fSSatish Balay 4270c52818fSSatish Balay Available methods include: 428820824deSAlp Dener + more-thuente - line search with a cubic model enforcing the strong Wolfe/curvature condition 429820824deSAlp Dener . armijo - simple backtracking line search enforcing only the sufficient decrease condition 430820824deSAlp Dener - unit - do not perform a line search and always accept unit step length 4310c52818fSSatish Balay 4320c52818fSSatish Balay Options Database Keys: 433820824deSAlp Dener . -tao_ls_type <more-thuente, armijo, unit> - select which method TAO should use at runtime 4340c52818fSSatish Balay 4350c52818fSSatish Balay Level: beginner 4360c52818fSSatish Balay 4370c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchGetType(), TaoLineSearchApply() 4380c52818fSSatish Balay 4390c52818fSSatish Balay @*/ 4400c52818fSSatish Balay 441dedfbcbeSJed Brown PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type) 4420c52818fSSatish Balay { 4430c52818fSSatish Balay PetscErrorCode ierr; 4440c52818fSSatish Balay PetscErrorCode (*r)(TaoLineSearch); 4450c52818fSSatish Balay PetscBool flg; 4460c52818fSSatish Balay 4470c52818fSSatish Balay PetscFunctionBegin; 4480c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 4490c52818fSSatish Balay PetscValidCharPointer(type,2); 4500c52818fSSatish Balay ierr = PetscObjectTypeCompare((PetscObject)ls, type, &flg);CHKERRQ(ierr); 4510c52818fSSatish Balay if (flg) PetscFunctionReturn(0); 4520c52818fSSatish Balay 4530c52818fSSatish Balay ierr = PetscFunctionListFind(TaoLineSearchList,type, (void (**)(void)) &r);CHKERRQ(ierr); 454691b26d3SBarry Smith if (!r) SETERRQ1(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_UNKNOWN_TYPE,"Unable to find requested TaoLineSearch type %s",type); 4550c52818fSSatish Balay if (ls->ops->destroy) { 4560c52818fSSatish Balay ierr = (*(ls)->ops->destroy)(ls);CHKERRQ(ierr); 4570c52818fSSatish Balay } 4580c52818fSSatish Balay ls->max_funcs=30; 4590c52818fSSatish Balay ls->ftol = 0.0001; 4600c52818fSSatish Balay ls->gtol = 0.9; 4616f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 4626f4723b1SBarry Smith ls->rtol = 1.0e-5; 4636f4723b1SBarry Smith #else 4640c52818fSSatish Balay ls->rtol = 1.0e-10; 4656f4723b1SBarry Smith #endif 4660c52818fSSatish Balay ls->stepmin=1.0e-20; 4670c52818fSSatish Balay ls->stepmax=1.0e+20; 4680c52818fSSatish Balay 4690c52818fSSatish Balay ls->nfeval=0; 4700c52818fSSatish Balay ls->ngeval=0; 4710c52818fSSatish Balay ls->nfgeval=0; 47283c8fe1dSLisandro Dalcin ls->ops->setup = NULL; 47383c8fe1dSLisandro Dalcin ls->ops->apply = NULL; 47483c8fe1dSLisandro Dalcin ls->ops->view = NULL; 47583c8fe1dSLisandro Dalcin ls->ops->setfromoptions = NULL; 47683c8fe1dSLisandro Dalcin ls->ops->destroy = NULL; 4770c52818fSSatish Balay ls->setupcalled = PETSC_FALSE; 4780c52818fSSatish Balay ierr = (*r)(ls);CHKERRQ(ierr); 4790c52818fSSatish Balay ierr = PetscObjectChangeTypeName((PetscObject)ls, type);CHKERRQ(ierr); 4800c52818fSSatish Balay PetscFunctionReturn(0); 4810c52818fSSatish Balay } 4820c52818fSSatish Balay 4832a0dac07SAlp Dener /*@C 4842a0dac07SAlp Dener TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the 4852a0dac07SAlp Dener iteration number, step length, and function value before calling the implementation 4862a0dac07SAlp Dener specific monitor. 4872a0dac07SAlp Dener 4882a0dac07SAlp Dener Input Parameters: 4892a0dac07SAlp Dener + ls - the TaoLineSearch context 4902a0dac07SAlp Dener . its - the current iterate number (>=0) 4912a0dac07SAlp Dener . f - the current objective function value 4922a0dac07SAlp Dener - step - the step length 4932a0dac07SAlp Dener 4942a0dac07SAlp Dener Options Database Key: 4952a0dac07SAlp Dener . -tao_ls_monitor - Use the default monitor, which prints statistics to standard output 4962a0dac07SAlp Dener 4972a0dac07SAlp Dener Level: developer 4982a0dac07SAlp Dener 4992a0dac07SAlp Dener @*/ 5002a0dac07SAlp Dener PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step) 5012a0dac07SAlp Dener { 5022a0dac07SAlp Dener PetscErrorCode ierr; 5032a0dac07SAlp Dener PetscInt tabs; 5042a0dac07SAlp Dener 5052a0dac07SAlp Dener PetscFunctionBegin; 5062a0dac07SAlp Dener PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 5072a0dac07SAlp Dener if (ls->usemonitor) { 5082a0dac07SAlp Dener ierr = PetscViewerASCIIGetTab(ls->viewer, &tabs);CHKERRQ(ierr); 5092a0dac07SAlp Dener ierr = PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel);CHKERRQ(ierr); 5102a0dac07SAlp Dener ierr = PetscViewerASCIIPrintf(ls->viewer, "%3D LS", its);CHKERRQ(ierr); 5112a0dac07SAlp Dener ierr = PetscViewerASCIIPrintf(ls->viewer, " Function value: %g,", (double)f);CHKERRQ(ierr); 512ad362606SAlp Dener ierr = PetscViewerASCIIPrintf(ls->viewer, " Step length: %g\n", (double)step);CHKERRQ(ierr); 5132a0dac07SAlp Dener if (ls->ops->monitor && its > 0) { 5142a0dac07SAlp Dener ierr = PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3);CHKERRQ(ierr); 5152a0dac07SAlp Dener ierr = (*ls->ops->monitor)(ls);CHKERRQ(ierr); 5162a0dac07SAlp Dener } 5172a0dac07SAlp Dener ierr = PetscViewerASCIISetTab(ls->viewer, tabs);CHKERRQ(ierr); 5182a0dac07SAlp Dener } 5192a0dac07SAlp Dener PetscFunctionReturn(0); 5202a0dac07SAlp Dener } 5212a0dac07SAlp Dener 5220c52818fSSatish Balay /*@ 5230c52818fSSatish Balay TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user 5240c52818fSSatish Balay options. 5250c52818fSSatish Balay 5260c52818fSSatish Balay Collective on TaoLineSearch 5270c52818fSSatish Balay 5280c52818fSSatish Balay Input Paremeter: 5290c52818fSSatish Balay . ls - the TaoLineSearch context 5300c52818fSSatish Balay 5310c52818fSSatish Balay Options Database Keys: 5320c52818fSSatish Balay + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit) 5330c52818fSSatish Balay . -tao_ls_ftol <tol> - tolerance for sufficient decrease 5340c52818fSSatish Balay . -tao_ls_gtol <tol> - tolerance for curvature condition 5350c52818fSSatish Balay . -tao_ls_rtol <tol> - relative tolerance for acceptable step 5360c52818fSSatish Balay . -tao_ls_stepmin <step> - minimum steplength allowed 5370c52818fSSatish Balay . -tao_ls_stepmax <step> - maximum steplength allowed 5380c52818fSSatish Balay . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed 5390c52818fSSatish Balay - -tao_ls_view - display line-search results to standard output 5400c52818fSSatish Balay 5410c52818fSSatish Balay Level: beginner 5420c52818fSSatish Balay @*/ 5430c52818fSSatish Balay PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls) 5440c52818fSSatish Balay { 5450c52818fSSatish Balay PetscErrorCode ierr; 5468caf6e8cSBarry Smith const char *default_type=TAOLINESEARCHMT; 5472a0dac07SAlp Dener char type[256],monfilename[PETSC_MAX_PATH_LEN]; 5482a0dac07SAlp Dener PetscViewer monviewer; 5490c52818fSSatish Balay PetscBool flg; 550f06e3bfaSBarry Smith 5510c52818fSSatish Balay PetscFunctionBegin; 5520c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 5530c52818fSSatish Balay ierr = PetscObjectOptionsBegin((PetscObject)ls);CHKERRQ(ierr); 5540c52818fSSatish Balay if (((PetscObject)ls)->type_name) { 5550c52818fSSatish Balay default_type = ((PetscObject)ls)->type_name; 5560c52818fSSatish Balay } 5570c52818fSSatish Balay /* Check for type from options */ 5580c52818fSSatish Balay ierr = PetscOptionsFList("-tao_ls_type","Tao Line Search type","TaoLineSearchSetType",TaoLineSearchList,default_type,type,256,&flg);CHKERRQ(ierr); 5590c52818fSSatish Balay if (flg) { 5600c52818fSSatish Balay ierr = TaoLineSearchSetType(ls,type);CHKERRQ(ierr); 5610c52818fSSatish Balay } else if (!((PetscObject)ls)->type_name) { 562302440fdSBarry Smith ierr = TaoLineSearchSetType(ls,default_type);CHKERRQ(ierr); 5630c52818fSSatish Balay } 5640c52818fSSatish Balay 56594ae4db5SBarry Smith ierr = PetscOptionsInt("-tao_ls_max_funcs","max function evals in line search","",ls->max_funcs,&ls->max_funcs,NULL);CHKERRQ(ierr); 56694ae4db5SBarry Smith ierr = PetscOptionsReal("-tao_ls_ftol","tol for sufficient decrease","",ls->ftol,&ls->ftol,NULL);CHKERRQ(ierr); 56794ae4db5SBarry Smith ierr = PetscOptionsReal("-tao_ls_gtol","tol for curvature condition","",ls->gtol,&ls->gtol,NULL);CHKERRQ(ierr); 56894ae4db5SBarry Smith ierr = PetscOptionsReal("-tao_ls_rtol","relative tol for acceptable step","",ls->rtol,&ls->rtol,NULL);CHKERRQ(ierr); 56994ae4db5SBarry Smith ierr = PetscOptionsReal("-tao_ls_stepmin","lower bound for step","",ls->stepmin,&ls->stepmin,NULL);CHKERRQ(ierr); 57094ae4db5SBarry Smith ierr = PetscOptionsReal("-tao_ls_stepmax","upper bound for step","",ls->stepmax,&ls->stepmax,NULL);CHKERRQ(ierr); 571589a23caSBarry Smith ierr = PetscOptionsString("-tao_ls_monitor","enable the basic monitor","TaoLineSearchSetMonitor","stdout",monfilename,sizeof(monfilename),&flg);CHKERRQ(ierr); 5722a0dac07SAlp Dener if (flg) { 5732a0dac07SAlp Dener ierr = PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls),monfilename,&monviewer);CHKERRQ(ierr); 5742a0dac07SAlp Dener ls->viewer = monviewer; 5752a0dac07SAlp Dener ls->usemonitor = PETSC_TRUE; 5762a0dac07SAlp Dener } 5770c52818fSSatish Balay if (ls->ops->setfromoptions) { 5783a004c28SBarry Smith ierr = (*ls->ops->setfromoptions)(PetscOptionsObject,ls);CHKERRQ(ierr); 5790c52818fSSatish Balay } 5800c52818fSSatish Balay ierr = PetscOptionsEnd();CHKERRQ(ierr); 5810c52818fSSatish Balay PetscFunctionReturn(0); 5820c52818fSSatish Balay } 5830c52818fSSatish Balay 5840c52818fSSatish Balay /*@C 5850c52818fSSatish Balay TaoLineSearchGetType - Gets the current line search algorithm 5860c52818fSSatish Balay 5870c52818fSSatish Balay Not Collective 5880c52818fSSatish Balay 5890c52818fSSatish Balay Input Parameter: 5900c52818fSSatish Balay . ls - the TaoLineSearch context 5910c52818fSSatish Balay 592fd292e60Sprj- Output Parameter: 5930c52818fSSatish Balay . type - the line search algorithm in effect 5940c52818fSSatish Balay 5950c52818fSSatish Balay Level: developer 5960c52818fSSatish Balay 5970c52818fSSatish Balay @*/ 598dedfbcbeSJed Brown PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type) 5990c52818fSSatish Balay { 6000c52818fSSatish Balay PetscFunctionBegin; 6010c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 6020c52818fSSatish Balay PetscValidPointer(type,2); 6030c52818fSSatish Balay *type = ((PetscObject)ls)->type_name; 6040c52818fSSatish Balay PetscFunctionReturn(0); 6050c52818fSSatish Balay } 6060c52818fSSatish Balay 6070c52818fSSatish Balay /*@ 6080c52818fSSatish Balay TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation 6090c52818fSSatish Balay routines used by the line search in last application (not cumulative). 6100c52818fSSatish Balay 6110c52818fSSatish Balay Not Collective 6120c52818fSSatish Balay 6130c52818fSSatish Balay Input Parameter: 6140c52818fSSatish Balay . ls - the TaoLineSearch context 6150c52818fSSatish Balay 6160c52818fSSatish Balay Output Parameters: 6170c52818fSSatish Balay + nfeval - number of function evaluations 6180c52818fSSatish Balay . ngeval - number of gradient evaluations 6190c52818fSSatish Balay - nfgeval - number of function/gradient evaluations 6200c52818fSSatish Balay 6210c52818fSSatish Balay Level: intermediate 6220c52818fSSatish Balay 6230c52818fSSatish Balay Note: 624441846f8SBarry Smith If the line search is using the Tao objective and gradient 625441846f8SBarry Smith routines directly (see TaoLineSearchUseTaoRoutines()), then TAO 6260c52818fSSatish Balay is already counting the number of evaluations. 6270c52818fSSatish Balay 6280c52818fSSatish Balay @*/ 6290c52818fSSatish Balay PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval) 6300c52818fSSatish Balay { 6310c52818fSSatish Balay PetscFunctionBegin; 6320c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 6330c52818fSSatish Balay *nfeval = ls->nfeval; 6340c52818fSSatish Balay *ngeval = ls->ngeval; 6350c52818fSSatish Balay *nfgeval = ls->nfgeval; 6360c52818fSSatish Balay PetscFunctionReturn(0); 6370c52818fSSatish Balay } 6380c52818fSSatish Balay 6390c52818fSSatish Balay /*@ 640441846f8SBarry Smith TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using 641441846f8SBarry Smith Tao evaluation routines. 6420c52818fSSatish Balay 6430c52818fSSatish Balay Not Collective 6440c52818fSSatish Balay 6450c52818fSSatish Balay Input Parameter: 6460c52818fSSatish Balay . ls - the TaoLineSearch context 6470c52818fSSatish Balay 6480c52818fSSatish Balay Output Parameter: 649441846f8SBarry Smith . flg - PETSC_TRUE if the line search is using Tao evaluation routines, 6500c52818fSSatish Balay otherwise PETSC_FALSE 6510c52818fSSatish Balay 6520c52818fSSatish Balay Level: developer 6530c52818fSSatish Balay @*/ 654441846f8SBarry Smith PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg) 6550c52818fSSatish Balay { 6560c52818fSSatish Balay PetscFunctionBegin; 6570c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 658f06e3bfaSBarry Smith *flg = ls->usetaoroutines; 6590c52818fSSatish Balay PetscFunctionReturn(0); 6600c52818fSSatish Balay } 6610c52818fSSatish Balay 6620c52818fSSatish Balay /*@C 6630c52818fSSatish Balay TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search 6640c52818fSSatish Balay 6650c52818fSSatish Balay Logically Collective on TaoLineSearch 6660c52818fSSatish Balay 6670c52818fSSatish Balay Input Parameter: 6680c52818fSSatish Balay + ls - the TaoLineSearch context 6690c52818fSSatish Balay . func - the objective function evaluation routine 6700c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6710c52818fSSatish Balay 6720c52818fSSatish Balay Calling sequence of func: 6730c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx); 6740c52818fSSatish Balay 6750c52818fSSatish Balay + x - input vector 6760c52818fSSatish Balay . f - function value 6770c52818fSSatish Balay - ctx (optional) user-defined context 6780c52818fSSatish Balay 6790c52818fSSatish Balay Level: beginner 6800c52818fSSatish Balay 6810c52818fSSatish Balay Note: 6820c52818fSSatish Balay Use this routine only if you want the line search objective 683441846f8SBarry Smith evaluation routine to be different from the Tao's objective 6840c52818fSSatish Balay evaluation routine. If you use this routine you must also set 6850c52818fSSatish Balay the line search gradient and/or function/gradient routine. 6860c52818fSSatish Balay 6870c52818fSSatish Balay Note: 6880c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 6890c52818fSSatish Balay line search, application programmers should be wary of overriding the 6900c52818fSSatish Balay default objective routine. 6910c52818fSSatish Balay 692441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines() 6930c52818fSSatish Balay @*/ 6940c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal*, void*), void *ctx) 6950c52818fSSatish Balay { 6960c52818fSSatish Balay PetscFunctionBegin; 6970c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 6980c52818fSSatish Balay 6990c52818fSSatish Balay ls->ops->computeobjective=func; 7000c52818fSSatish Balay if (ctx) ls->userctx_func=ctx; 7010c52818fSSatish Balay ls->usetaoroutines=PETSC_FALSE; 7020c52818fSSatish Balay PetscFunctionReturn(0); 7030c52818fSSatish Balay } 7040c52818fSSatish Balay 7050c52818fSSatish Balay /*@C 7060c52818fSSatish Balay TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search 7070c52818fSSatish Balay 7080c52818fSSatish Balay Logically Collective on TaoLineSearch 7090c52818fSSatish Balay 7100c52818fSSatish Balay Input Parameter: 7110c52818fSSatish Balay + ls - the TaoLineSearch context 7120c52818fSSatish Balay . func - the gradient evaluation routine 7130c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 7140c52818fSSatish Balay 7150c52818fSSatish Balay Calling sequence of func: 7160c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, Vec g, void *ctx); 7170c52818fSSatish Balay 7180c52818fSSatish Balay + x - input vector 7190c52818fSSatish Balay . g - gradient vector 7200c52818fSSatish Balay - ctx (optional) user-defined context 7210c52818fSSatish Balay 7220c52818fSSatish Balay Level: beginner 7230c52818fSSatish Balay 7240c52818fSSatish Balay Note: 7250c52818fSSatish Balay Use this routine only if you want the line search gradient 726441846f8SBarry Smith evaluation routine to be different from the Tao's gradient 7270c52818fSSatish Balay evaluation routine. If you use this routine you must also set 7280c52818fSSatish Balay the line search function and/or function/gradient routine. 7290c52818fSSatish Balay 7300c52818fSSatish Balay Note: 7310c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own gradient routine for the 7320c52818fSSatish Balay line search, application programmers should be wary of overriding the 7330c52818fSSatish Balay default gradient routine. 7340c52818fSSatish Balay 735441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines() 7360c52818fSSatish Balay @*/ 7370c52818fSSatish Balay PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec g, void*), void *ctx) 7380c52818fSSatish Balay { 7390c52818fSSatish Balay PetscFunctionBegin; 7400c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 7410c52818fSSatish Balay ls->ops->computegradient=func; 7420c52818fSSatish Balay if (ctx) ls->userctx_grad=ctx; 7430c52818fSSatish Balay ls->usetaoroutines=PETSC_FALSE; 7440c52818fSSatish Balay PetscFunctionReturn(0); 7450c52818fSSatish Balay } 7460c52818fSSatish Balay 7470c52818fSSatish Balay /*@C 7480c52818fSSatish Balay TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search 7490c52818fSSatish Balay 7500c52818fSSatish Balay Logically Collective on TaoLineSearch 7510c52818fSSatish Balay 7520c52818fSSatish Balay Input Parameter: 7530c52818fSSatish Balay + ls - the TaoLineSearch context 7540c52818fSSatish Balay . func - the objective and gradient evaluation routine 7550c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 7560c52818fSSatish Balay 7570c52818fSSatish Balay Calling sequence of func: 7580c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx); 7590c52818fSSatish Balay 7600c52818fSSatish Balay + x - input vector 7610c52818fSSatish Balay . f - function value 7620c52818fSSatish Balay . g - gradient vector 7630c52818fSSatish Balay - ctx (optional) user-defined context 7640c52818fSSatish Balay 7650c52818fSSatish Balay Level: beginner 7660c52818fSSatish Balay 7670c52818fSSatish Balay Note: 7680c52818fSSatish Balay Use this routine only if you want the line search objective and gradient 769441846f8SBarry Smith evaluation routines to be different from the Tao's objective 7700c52818fSSatish Balay and gradient evaluation routines. 7710c52818fSSatish Balay 7720c52818fSSatish Balay Note: 7730c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 7740c52818fSSatish Balay line search, application programmers should be wary of overriding the 7750c52818fSSatish Balay default objective routine. 7760c52818fSSatish Balay 777441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetGradientRoutine(), TaoLineSearchUseTaoRoutines() 7780c52818fSSatish Balay @*/ 7790c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void*), void *ctx) 7800c52818fSSatish Balay { 7810c52818fSSatish Balay PetscFunctionBegin; 7820c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 7830c52818fSSatish Balay ls->ops->computeobjectiveandgradient=func; 7840c52818fSSatish Balay if (ctx) ls->userctx_funcgrad=ctx; 7850c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 7860c52818fSSatish Balay PetscFunctionReturn(0); 7870c52818fSSatish Balay } 7880c52818fSSatish Balay 7890c52818fSSatish Balay /*@C 7900c52818fSSatish Balay TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and 7910c52818fSSatish Balay (gradient'*stepdirection) evaluation routine for the line search. 7920c52818fSSatish Balay Sometimes it is more efficient to compute the inner product of the gradient 7930c52818fSSatish Balay and the step direction than it is to compute the gradient, and this is all 7940c52818fSSatish Balay the line search typically needs of the gradient. 7950c52818fSSatish Balay 7960c52818fSSatish Balay Logically Collective on TaoLineSearch 7970c52818fSSatish Balay 7980c52818fSSatish Balay Input Parameter: 7990c52818fSSatish Balay + ls - the TaoLineSearch context 8000c52818fSSatish Balay . func - the objective and gradient evaluation routine 8010c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 8020c52818fSSatish Balay 8030c52818fSSatish Balay Calling sequence of func: 8040c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx); 8050c52818fSSatish Balay 8060c52818fSSatish Balay + x - input vector 8070c52818fSSatish Balay . s - step direction 8080c52818fSSatish Balay . f - function value 8090c52818fSSatish Balay . gts - inner product of gradient and step direction vectors 8100c52818fSSatish Balay - ctx (optional) user-defined context 8110c52818fSSatish Balay 8120c52818fSSatish Balay Note: The gradient will still need to be computed at the end of the line 8130c52818fSSatish Balay search, so you will still need to set a line search gradient evaluation 8140c52818fSSatish Balay routine 8150c52818fSSatish Balay 8160c52818fSSatish Balay Note: Bounded line searches (those used in bounded optimization algorithms) 8170c52818fSSatish Balay don't use g's directly, but rather (g'x - g'x0)/steplength. You can get the 8180c52818fSSatish Balay x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength() 8190c52818fSSatish Balay 8200c52818fSSatish Balay Level: advanced 8210c52818fSSatish Balay 8220c52818fSSatish Balay Note: 8230c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 8240c52818fSSatish Balay line search, application programmers should be wary of overriding the 8250c52818fSSatish Balay default objective routine. 8260c52818fSSatish Balay 827441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjective(), TaoLineSearchSetGradient(), TaoLineSearchUseTaoRoutines() 8280c52818fSSatish Balay @*/ 8290c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx) 8300c52818fSSatish Balay { 8310c52818fSSatish Balay PetscFunctionBegin; 8320c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 8330c52818fSSatish Balay ls->ops->computeobjectiveandgts=func; 8340c52818fSSatish Balay if (ctx) ls->userctx_funcgts=ctx; 8350c52818fSSatish Balay ls->usegts = PETSC_TRUE; 8360c52818fSSatish Balay ls->usetaoroutines=PETSC_FALSE; 8370c52818fSSatish Balay PetscFunctionReturn(0); 8380c52818fSSatish Balay } 8390c52818fSSatish Balay 8400c52818fSSatish Balay /*@C 841441846f8SBarry Smith TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the 842441846f8SBarry Smith objective and gradient evaluation routines from the given Tao object. 8430c52818fSSatish Balay 8440c52818fSSatish Balay Logically Collective on TaoLineSearch 8450c52818fSSatish Balay 8460c52818fSSatish Balay Input Parameter: 8470c52818fSSatish Balay + ls - the TaoLineSearch context 848441846f8SBarry Smith - ts - the Tao context with defined objective/gradient evaluation routines 8490c52818fSSatish Balay 8500c52818fSSatish Balay Level: developer 8510c52818fSSatish Balay 8520c52818fSSatish Balay .seealso: TaoLineSearchCreate() 8530c52818fSSatish Balay @*/ 854441846f8SBarry Smith PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts) 8550c52818fSSatish Balay { 8560c52818fSSatish Balay PetscFunctionBegin; 8570c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 858064a246eSJacob Faibussowitsch PetscValidHeaderSpecific(ts,TAO_CLASSID,2); 859441846f8SBarry Smith ls->tao = ts; 8600c52818fSSatish Balay ls->usetaoroutines=PETSC_TRUE; 8610c52818fSSatish Balay PetscFunctionReturn(0); 8620c52818fSSatish Balay } 8630c52818fSSatish Balay 8640c52818fSSatish Balay /*@ 8650c52818fSSatish Balay TaoLineSearchComputeObjective - Computes the objective function value at a given point 8660c52818fSSatish Balay 8670c52818fSSatish Balay Collective on TaoLineSearch 8680c52818fSSatish Balay 8690c52818fSSatish Balay Input Parameters: 8700c52818fSSatish Balay + ls - the TaoLineSearch context 8710c52818fSSatish Balay - x - input vector 8720c52818fSSatish Balay 8730c52818fSSatish Balay Output Parameter: 8740c52818fSSatish Balay . f - Objective value at X 8750c52818fSSatish Balay 87695452b02SPatrick Sanan Notes: 87795452b02SPatrick Sanan TaoLineSearchComputeObjective() is typically used within line searches 8780c52818fSSatish Balay so most users would not generally call this routine themselves. 8790c52818fSSatish Balay 8800c52818fSSatish Balay Level: developer 8810c52818fSSatish Balay 8820c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine() 8830c52818fSSatish Balay @*/ 8840c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f) 8850c52818fSSatish Balay { 8860c52818fSSatish Balay PetscErrorCode ierr; 8870c52818fSSatish Balay Vec gdummy; 8880c52818fSSatish Balay PetscReal gts; 889f06e3bfaSBarry Smith 8900c52818fSSatish Balay PetscFunctionBegin; 8910c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 8920c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 8930c52818fSSatish Balay PetscValidPointer(f,3); 8940c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 8950c52818fSSatish Balay if (ls->usetaoroutines) { 896441846f8SBarry Smith ierr = TaoComputeObjective(ls->tao,x,f);CHKERRQ(ierr); 8970c52818fSSatish Balay } else { 898691b26d3SBarry Smith if (!ls->ops->computeobjective && !ls->ops->computeobjectiveandgradient && !ls->ops->computeobjectiveandgts) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set"); 8990ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 9000c52818fSSatish Balay PetscStackPush("TaoLineSearch user objective routine"); 9010c52818fSSatish Balay if (ls->ops->computeobjective) { 9020c52818fSSatish Balay ierr = (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);CHKERRQ(ierr); 9030c52818fSSatish Balay } else if (ls->ops->computeobjectiveandgradient) { 9040c52818fSSatish Balay ierr = VecDuplicate(x,&gdummy);CHKERRQ(ierr); 9050c52818fSSatish Balay ierr = (*ls->ops->computeobjectiveandgradient)(ls,x,f,gdummy,ls->userctx_funcgrad);CHKERRQ(ierr); 9060c52818fSSatish Balay ierr = VecDestroy(&gdummy);CHKERRQ(ierr); 9070c52818fSSatish Balay } else { 9080c52818fSSatish Balay ierr = (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,>s,ls->userctx_funcgts);CHKERRQ(ierr); 9090c52818fSSatish Balay } 9100c52818fSSatish Balay PetscStackPop; 9110ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 9120c52818fSSatish Balay } 9130c52818fSSatish Balay ls->nfeval++; 9140c52818fSSatish Balay PetscFunctionReturn(0); 9150c52818fSSatish Balay } 9160c52818fSSatish Balay 9170c52818fSSatish Balay /*@ 9180c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point 9190c52818fSSatish Balay 920441846f8SBarry Smith Collective on Tao 9210c52818fSSatish Balay 9220c52818fSSatish Balay Input Parameters: 9230c52818fSSatish Balay + ls - the TaoLineSearch context 9240c52818fSSatish Balay - x - input vector 9250c52818fSSatish Balay 9260c52818fSSatish Balay Output Parameter: 9270c52818fSSatish Balay + f - Objective value at X 9280c52818fSSatish Balay - g - Gradient vector at X 9290c52818fSSatish Balay 93095452b02SPatrick Sanan Notes: 93195452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches 9320c52818fSSatish Balay so most users would not generally call this routine themselves. 9330c52818fSSatish Balay 9340c52818fSSatish Balay Level: developer 9350c52818fSSatish Balay 9360c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine() 9370c52818fSSatish Balay @*/ 9380c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g) 9390c52818fSSatish Balay { 9400c52818fSSatish Balay PetscErrorCode ierr; 941f06e3bfaSBarry Smith 9420c52818fSSatish Balay PetscFunctionBegin; 9430c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 9440c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 9450c52818fSSatish Balay PetscValidPointer(f,3); 9460c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,4); 9470c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 9480c52818fSSatish Balay PetscCheckSameComm(ls,1,g,4); 9490c52818fSSatish Balay if (ls->usetaoroutines) { 950441846f8SBarry Smith ierr = TaoComputeObjectiveAndGradient(ls->tao,x,f,g);CHKERRQ(ierr); 9510c52818fSSatish Balay } else { 952691b26d3SBarry Smith if (!ls->ops->computeobjective && !ls->ops->computeobjectiveandgradient) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set"); 953691b26d3SBarry Smith if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient function set"); 9540ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 9550c52818fSSatish Balay if (ls->ops->computeobjectiveandgradient) { 956*362febeeSStefano Zampini PetscStackPush("TaoLineSearch user objective/gradient routine"); 9570c52818fSSatish Balay ierr = (*ls->ops->computeobjectiveandgradient)(ls,x,f,g,ls->userctx_funcgrad);CHKERRQ(ierr); 9580c52818fSSatish Balay PetscStackPop; 959*362febeeSStefano Zampini } else { 960*362febeeSStefano Zampini PetscStackPush("TaoLineSearch user objective routine"); 961*362febeeSStefano Zampini ierr = (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);CHKERRQ(ierr); 962*362febeeSStefano Zampini PetscStackPop; 963*362febeeSStefano Zampini PetscStackPush("TaoLineSearch user gradient routine"); 964*362febeeSStefano Zampini ierr = (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);CHKERRQ(ierr); 965*362febeeSStefano Zampini PetscStackPop; 966*362febeeSStefano Zampini } 9670ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 968335036cbSBarry Smith ierr = PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));CHKERRQ(ierr); 969f06e3bfaSBarry Smith } 970fbe0838dSJason Sarich ls->nfgeval++; 9710c52818fSSatish Balay PetscFunctionReturn(0); 9720c52818fSSatish Balay } 9730c52818fSSatish Balay 9740c52818fSSatish Balay /*@ 9750c52818fSSatish Balay TaoLineSearchComputeGradient - Computes the gradient of the objective function 9760c52818fSSatish Balay 9770c52818fSSatish Balay Collective on TaoLineSearch 9780c52818fSSatish Balay 9790c52818fSSatish Balay Input Parameters: 9800c52818fSSatish Balay + ls - the TaoLineSearch context 9810c52818fSSatish Balay - x - input vector 9820c52818fSSatish Balay 9830c52818fSSatish Balay Output Parameter: 9840c52818fSSatish Balay . g - gradient vector 9850c52818fSSatish Balay 98695452b02SPatrick Sanan Notes: 98795452b02SPatrick Sanan TaoComputeGradient() is typically used within line searches 9880c52818fSSatish Balay so most users would not generally call this routine themselves. 9890c52818fSSatish Balay 9900c52818fSSatish Balay Level: developer 9910c52818fSSatish Balay 9920c52818fSSatish Balay .seealso: TaoLineSearchComputeObjective(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetGradient() 9930c52818fSSatish Balay @*/ 9940c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g) 9950c52818fSSatish Balay { 9960c52818fSSatish Balay PetscErrorCode ierr; 9970c52818fSSatish Balay PetscReal fdummy; 998f06e3bfaSBarry Smith 9990c52818fSSatish Balay PetscFunctionBegin; 10000c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 10010c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 10020c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,3); 10030c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 10040c52818fSSatish Balay PetscCheckSameComm(ls,1,g,3); 10050c52818fSSatish Balay if (ls->usetaoroutines) { 1006441846f8SBarry Smith ierr = TaoComputeGradient(ls->tao,x,g);CHKERRQ(ierr); 10070c52818fSSatish Balay } else { 1008691b26d3SBarry Smith if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient functions set"); 10090ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 10100c52818fSSatish Balay PetscStackPush("TaoLineSearch user gradient routine"); 10110c52818fSSatish Balay if (ls->ops->computegradient) { 10120c52818fSSatish Balay ierr = (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);CHKERRQ(ierr); 10130c52818fSSatish Balay } else { 10140c52818fSSatish Balay ierr = (*ls->ops->computeobjectiveandgradient)(ls,x,&fdummy,g,ls->userctx_funcgrad);CHKERRQ(ierr); 10150c52818fSSatish Balay } 10160c52818fSSatish Balay PetscStackPop; 10170ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 10180c52818fSSatish Balay } 10190c52818fSSatish Balay ls->ngeval++; 10200c52818fSSatish Balay PetscFunctionReturn(0); 10210c52818fSSatish Balay } 10220c52818fSSatish Balay 10230c52818fSSatish Balay /*@ 10240c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point 10250c52818fSSatish Balay 1026441846f8SBarry Smith Collective on Tao 10270c52818fSSatish Balay 10280c52818fSSatish Balay Input Parameters: 10290c52818fSSatish Balay + ls - the TaoLineSearch context 10300c52818fSSatish Balay - x - input vector 10310c52818fSSatish Balay 10320c52818fSSatish Balay Output Parameter: 10330c52818fSSatish Balay + f - Objective value at X 10340c52818fSSatish Balay - gts - inner product of gradient and step direction at X 10350c52818fSSatish Balay 103695452b02SPatrick Sanan Notes: 103795452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches 10380c52818fSSatish Balay so most users would not generally call this routine themselves. 10390c52818fSSatish Balay 10400c52818fSSatish Balay Level: developer 10410c52818fSSatish Balay 10420c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine() 10430c52818fSSatish Balay @*/ 10440c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts) 10450c52818fSSatish Balay { 10460c52818fSSatish Balay PetscErrorCode ierr; 10470c52818fSSatish Balay PetscFunctionBegin; 10480c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 10490c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 10500c52818fSSatish Balay PetscValidPointer(f,3); 10510c52818fSSatish Balay PetscValidPointer(gts,4); 10520c52818fSSatish Balay PetscCheckSameComm(ls,1,x,2); 1053691b26d3SBarry Smith if (!ls->ops->computeobjectiveandgts) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective and gts function set"); 10540ebee16dSLisandro Dalcin ierr = PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 10550c52818fSSatish Balay PetscStackPush("TaoLineSearch user objective/gts routine"); 10560c52818fSSatish Balay ierr = (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,gts,ls->userctx_funcgts);CHKERRQ(ierr); 10570c52818fSSatish Balay PetscStackPop; 10580ebee16dSLisandro Dalcin ierr = PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);CHKERRQ(ierr); 1059335036cbSBarry Smith ierr = PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));CHKERRQ(ierr); 10600c52818fSSatish Balay ls->nfeval++; 10610c52818fSSatish Balay PetscFunctionReturn(0); 10620c52818fSSatish Balay } 10630c52818fSSatish Balay 10640c52818fSSatish Balay /*@ 10650c52818fSSatish Balay TaoLineSearchGetSolution - Returns the solution to the line search 10660c52818fSSatish Balay 10670c52818fSSatish Balay Collective on TaoLineSearch 10680c52818fSSatish Balay 10690c52818fSSatish Balay Input Parameter: 10700c52818fSSatish Balay . ls - the TaoLineSearch context 10710c52818fSSatish Balay 10720c52818fSSatish Balay Output Parameter: 10730c52818fSSatish Balay + x - the new solution 10740c52818fSSatish Balay . f - the objective function value at x 10750c52818fSSatish Balay . g - the gradient at x 10760c52818fSSatish Balay . steplength - the multiple of the step direction taken by the line search 10770c52818fSSatish Balay - reason - the reason why the line search terminated 10780c52818fSSatish Balay 10790c52818fSSatish Balay reason will be set to one of: 10800c52818fSSatish Balay 10810c52818fSSatish Balay + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 10820c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 10830c52818fSSatish Balay . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 10840c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 10850c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 10860c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 10870c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 10880c52818fSSatish Balay 10890c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 10900c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 10910c52818fSSatish Balay 1092a2b725a8SWilliam Gropp - TAOLINESEARCH_SUCCESS - successful line search 10930c52818fSSatish Balay 10940c52818fSSatish Balay Level: developer 10950c52818fSSatish Balay 10960c52818fSSatish Balay @*/ 1097e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason) 10980c52818fSSatish Balay { 10990c52818fSSatish Balay PetscErrorCode ierr; 1100f06e3bfaSBarry Smith 11010c52818fSSatish Balay PetscFunctionBegin; 11020c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 11030c52818fSSatish Balay PetscValidHeaderSpecific(x,VEC_CLASSID,2); 11040c52818fSSatish Balay PetscValidPointer(f,3); 11050c52818fSSatish Balay PetscValidHeaderSpecific(g,VEC_CLASSID,4); 11060c52818fSSatish Balay PetscValidIntPointer(reason,6); 11070c52818fSSatish Balay if (ls->new_x) { 11080c52818fSSatish Balay ierr = VecCopy(ls->new_x,x);CHKERRQ(ierr); 11090c52818fSSatish Balay } 11100c52818fSSatish Balay *f = ls->new_f; 11110c52818fSSatish Balay if (ls->new_g) { 11120c52818fSSatish Balay ierr = VecCopy(ls->new_g,g);CHKERRQ(ierr); 11130c52818fSSatish Balay } 11140c52818fSSatish Balay if (steplength) { 11150c52818fSSatish Balay *steplength=ls->step; 11160c52818fSSatish Balay } 11170c52818fSSatish Balay *reason = ls->reason; 11180c52818fSSatish Balay PetscFunctionReturn(0); 11190c52818fSSatish Balay } 11200c52818fSSatish Balay 11210c52818fSSatish Balay /*@ 11220c52818fSSatish Balay TaoLineSearchGetStartingVector - Gets a the initial point of the line 11230c52818fSSatish Balay search. 11240c52818fSSatish Balay 11250c52818fSSatish Balay Not Collective 11260c52818fSSatish Balay 11270c52818fSSatish Balay Input Parameter: 11280c52818fSSatish Balay . ls - the TaoLineSearch context 11290c52818fSSatish Balay 11300c52818fSSatish Balay Output Parameter: 11310c52818fSSatish Balay . x - The initial point of the line search 11320c52818fSSatish Balay 11330c52818fSSatish Balay Level: intermediate 11340c52818fSSatish Balay @*/ 11350c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x) 11360c52818fSSatish Balay { 11370c52818fSSatish Balay PetscFunctionBegin; 11380c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 11390c52818fSSatish Balay if (x) { 11400c52818fSSatish Balay *x = ls->start_x; 11410c52818fSSatish Balay } 11420c52818fSSatish Balay PetscFunctionReturn(0); 11430c52818fSSatish Balay } 11440c52818fSSatish Balay 11450c52818fSSatish Balay /*@ 11460c52818fSSatish Balay TaoLineSearchGetStepDirection - Gets the step direction of the line 11470c52818fSSatish Balay search. 11480c52818fSSatish Balay 11490c52818fSSatish Balay Not Collective 11500c52818fSSatish Balay 11510c52818fSSatish Balay Input Parameter: 11520c52818fSSatish Balay . ls - the TaoLineSearch context 11530c52818fSSatish Balay 11540c52818fSSatish Balay Output Parameter: 11550c52818fSSatish Balay . s - the step direction of the line search 11560c52818fSSatish Balay 11570c52818fSSatish Balay Level: advanced 11580c52818fSSatish Balay @*/ 11590c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s) 11600c52818fSSatish Balay { 11610c52818fSSatish Balay PetscFunctionBegin; 11620c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 11630c52818fSSatish Balay if (s) { 11640c52818fSSatish Balay *s = ls->stepdirection; 11650c52818fSSatish Balay } 11660c52818fSSatish Balay PetscFunctionReturn(0); 11670c52818fSSatish Balay 11680c52818fSSatish Balay } 11690c52818fSSatish Balay 11700c52818fSSatish Balay /*@ 11710c52818fSSatish Balay TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step. Useful for some minimization algorithms. 11720c52818fSSatish Balay 11730c52818fSSatish Balay Not Collective 11740c52818fSSatish Balay 11750c52818fSSatish Balay Input Parameter: 11760c52818fSSatish Balay . ls - the TaoLineSearch context 11770c52818fSSatish Balay 11780c52818fSSatish Balay Output Parameter: 11790c52818fSSatish Balay . f - the objective value at the full step length 11800c52818fSSatish Balay 11810c52818fSSatish Balay Level: developer 11820c52818fSSatish Balay @*/ 11830c52818fSSatish Balay 11840c52818fSSatish Balay PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep) 11850c52818fSSatish Balay { 11860c52818fSSatish Balay PetscFunctionBegin; 11870c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 11880c52818fSSatish Balay *f_fullstep = ls->f_fullstep; 11890c52818fSSatish Balay PetscFunctionReturn(0); 11900c52818fSSatish Balay } 11910c52818fSSatish Balay 11920c52818fSSatish Balay /*@ 11930c52818fSSatish Balay TaoLineSearchSetVariableBounds - Sets the upper and lower bounds. 11940c52818fSSatish Balay 1195441846f8SBarry Smith Logically Collective on Tao 11960c52818fSSatish Balay 11970c52818fSSatish Balay Input Parameters: 11980c52818fSSatish Balay + ls - the TaoLineSearch context 11990c52818fSSatish Balay . xl - vector of lower bounds 12000c52818fSSatish Balay - xu - vector of upper bounds 12010c52818fSSatish Balay 12020c52818fSSatish Balay Note: If the variable bounds are not set with this routine, then 1203e270355aSBarry Smith PETSC_NINFINITY and PETSC_INFINITY are assumed 12040c52818fSSatish Balay 12050c52818fSSatish Balay Level: beginner 12060c52818fSSatish Balay 12070c52818fSSatish Balay .seealso: TaoSetVariableBounds(), TaoLineSearchCreate() 12080c52818fSSatish Balay @*/ 12090c52818fSSatish Balay PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls,Vec xl, Vec xu) 12100c52818fSSatish Balay { 12110c52818fSSatish Balay PetscFunctionBegin; 12120c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 12130c52818fSSatish Balay PetscValidHeaderSpecific(xl,VEC_CLASSID,2); 12140c52818fSSatish Balay PetscValidHeaderSpecific(xu,VEC_CLASSID,3); 12150c52818fSSatish Balay ls->lower = xl; 12160c52818fSSatish Balay ls->upper = xu; 12170c52818fSSatish Balay ls->bounded = 1; 12180c52818fSSatish Balay PetscFunctionReturn(0); 12190c52818fSSatish Balay } 12200c52818fSSatish Balay 12210c52818fSSatish Balay /*@ 12220c52818fSSatish Balay TaoLineSearchSetInitialStepLength - Sets the initial step length of a line 12230c52818fSSatish Balay search. If this value is not set then 1.0 is assumed. 12240c52818fSSatish Balay 12250c52818fSSatish Balay Logically Collective on TaoLineSearch 12260c52818fSSatish Balay 12270c52818fSSatish Balay Input Parameters: 12280c52818fSSatish Balay + ls - the TaoLineSearch context 12290c52818fSSatish Balay - s - the initial step size 12300c52818fSSatish Balay 12310c52818fSSatish Balay Level: intermediate 12320c52818fSSatish Balay 12330c52818fSSatish Balay .seealso: TaoLineSearchGetStepLength(), TaoLineSearchApply() 12340c52818fSSatish Balay @*/ 12350c52818fSSatish Balay PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls,PetscReal s) 12360c52818fSSatish Balay { 12370c52818fSSatish Balay PetscFunctionBegin; 12380c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 12390c52818fSSatish Balay ls->initstep = s; 12400c52818fSSatish Balay PetscFunctionReturn(0); 12410c52818fSSatish Balay } 12420c52818fSSatish Balay 12430c52818fSSatish Balay /*@ 12440c52818fSSatish Balay TaoLineSearchGetStepLength - Get the current step length 12450c52818fSSatish Balay 12460c52818fSSatish Balay Not Collective 12470c52818fSSatish Balay 12480c52818fSSatish Balay Input Parameters: 12490c52818fSSatish Balay . ls - the TaoLineSearch context 12500c52818fSSatish Balay 12517a7aea1fSJed Brown Output Parameters: 12520c52818fSSatish Balay . s - the current step length 12530c52818fSSatish Balay 12540c52818fSSatish Balay Level: beginner 12550c52818fSSatish Balay 12560c52818fSSatish Balay .seealso: TaoLineSearchSetInitialStepLength(), TaoLineSearchApply() 12570c52818fSSatish Balay @*/ 12580c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls,PetscReal *s) 12590c52818fSSatish Balay { 12600c52818fSSatish Balay PetscFunctionBegin; 12610c52818fSSatish Balay PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1); 12620c52818fSSatish Balay *s = ls->step; 12630c52818fSSatish Balay PetscFunctionReturn(0); 12640c52818fSSatish Balay } 12650c52818fSSatish Balay 12660ebee16dSLisandro Dalcin /*@C 12670c52818fSSatish Balay TaoLineSearchRegister - Adds a line-search algorithm to the registry 12680c52818fSSatish Balay 12690c52818fSSatish Balay Not collective 12700c52818fSSatish Balay 12710c52818fSSatish Balay Input Parameters: 12720c52818fSSatish Balay + sname - name of a new user-defined solver 12730c52818fSSatish Balay - func - routine to Create method context 12740c52818fSSatish Balay 12750c52818fSSatish Balay Notes: 12760c52818fSSatish Balay TaoLineSearchRegister() may be called multiple times to add several user-defined solvers. 12770c52818fSSatish Balay 12780c52818fSSatish Balay Sample usage: 12790c52818fSSatish Balay .vb 12800c52818fSSatish Balay TaoLineSearchRegister("my_linesearch",MyLinesearchCreate); 12810c52818fSSatish Balay .ve 12820c52818fSSatish Balay 12830c52818fSSatish Balay Then, your solver can be chosen with the procedural interface via 12840c52818fSSatish Balay $ TaoLineSearchSetType(ls,"my_linesearch") 12850c52818fSSatish Balay or at runtime via the option 12860c52818fSSatish Balay $ -tao_ls_type my_linesearch 12870c52818fSSatish Balay 12880c52818fSSatish Balay Level: developer 12890c52818fSSatish Balay 12900ebee16dSLisandro Dalcin @*/ 12910c52818fSSatish Balay PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch)) 12920c52818fSSatish Balay { 12930c52818fSSatish Balay PetscErrorCode ierr; 12940c52818fSSatish Balay PetscFunctionBegin; 12951d36bdfdSBarry Smith ierr = TaoLineSearchInitializePackage();CHKERRQ(ierr); 12960c52818fSSatish Balay ierr = PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func);CHKERRQ(ierr); 12970c52818fSSatish Balay PetscFunctionReturn(0); 12980c52818fSSatish Balay } 12990c52818fSSatish Balay 13000c52818fSSatish Balay /*@C 13010c52818fSSatish Balay TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching 13020c52818fSSatish Balay for all TaoLineSearch options in the database. 13030c52818fSSatish Balay 13040c52818fSSatish Balay Collective on TaoLineSearch 13050c52818fSSatish Balay 13060c52818fSSatish Balay Input Parameters: 13070c52818fSSatish Balay + ls - the TaoLineSearch solver context 13080c52818fSSatish Balay - prefix - the prefix string to prepend to all line search requests 13090c52818fSSatish Balay 13100c52818fSSatish Balay Notes: 13110c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 13120c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 13130c52818fSSatish Balay 13140c52818fSSatish Balay Level: advanced 13150c52818fSSatish Balay 13160c52818fSSatish Balay .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchGetOptionsPrefix() 13170c52818fSSatish Balay @*/ 13180c52818fSSatish Balay PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[]) 13190c52818fSSatish Balay { 1320f06e3bfaSBarry Smith return PetscObjectAppendOptionsPrefix((PetscObject)ls,p); 13210c52818fSSatish Balay } 13220c52818fSSatish Balay 13230c52818fSSatish Balay /*@C 13240c52818fSSatish Balay TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all 13250c52818fSSatish Balay TaoLineSearch options in the database 13260c52818fSSatish Balay 13270c52818fSSatish Balay Not Collective 13280c52818fSSatish Balay 13290c52818fSSatish Balay Input Parameters: 13300c52818fSSatish Balay . ls - the TaoLineSearch context 13310c52818fSSatish Balay 13320c52818fSSatish Balay Output Parameters: 13330c52818fSSatish Balay . prefix - pointer to the prefix string used is returned 13340c52818fSSatish Balay 133595452b02SPatrick Sanan Notes: 133695452b02SPatrick Sanan On the fortran side, the user should pass in a string 'prefix' of 13370c52818fSSatish Balay sufficient length to hold the prefix. 13380c52818fSSatish Balay 13390c52818fSSatish Balay Level: advanced 13400c52818fSSatish Balay 13410c52818fSSatish Balay .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchAppendOptionsPrefix() 13420c52818fSSatish Balay @*/ 13430c52818fSSatish Balay PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[]) 13440c52818fSSatish Balay { 1345f06e3bfaSBarry Smith return PetscObjectGetOptionsPrefix((PetscObject)ls,p); 13460c52818fSSatish Balay } 13470c52818fSSatish Balay 13480c52818fSSatish Balay /*@C 13490c52818fSSatish Balay TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all 13500c52818fSSatish Balay TaoLineSearch options in the database. 13510c52818fSSatish Balay 13520c52818fSSatish Balay Logically Collective on TaoLineSearch 13530c52818fSSatish Balay 13540c52818fSSatish Balay Input Parameters: 13550c52818fSSatish Balay + ls - the TaoLineSearch context 13560c52818fSSatish Balay - prefix - the prefix string to prepend to all TAO option requests 13570c52818fSSatish Balay 13580c52818fSSatish Balay Notes: 13590c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 13600c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 13610c52818fSSatish Balay 13620c52818fSSatish Balay For example, to distinguish between the runtime options for two 13630c52818fSSatish Balay different line searches, one could call 13640c52818fSSatish Balay .vb 13650c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls1,"sys1_") 13660c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls2,"sys2_") 13670c52818fSSatish Balay .ve 13680c52818fSSatish Balay 13690c52818fSSatish Balay This would enable use of different options for each system, such as 13700c52818fSSatish Balay .vb 13710c52818fSSatish Balay -sys1_tao_ls_type mt 13720c52818fSSatish Balay -sys2_tao_ls_type armijo 13730c52818fSSatish Balay .ve 13740c52818fSSatish Balay 13750c52818fSSatish Balay Level: advanced 13760c52818fSSatish Balay 13770c52818fSSatish Balay .seealso: TaoLineSearchAppendOptionsPrefix(), TaoLineSearchGetOptionsPrefix() 13780c52818fSSatish Balay @*/ 13790c52818fSSatish Balay 13800c52818fSSatish Balay PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[]) 13810c52818fSSatish Balay { 1382f06e3bfaSBarry Smith return PetscObjectSetOptionsPrefix((PetscObject)ls,p); 13830c52818fSSatish Balay } 1384