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 14c3339decSBarry Smith Collective 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 @*/ 24d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch A, PetscObject obj, const char name[]) 25d71ae5a4SJacob Faibussowitsch { 26fe2efc57SMark PetscFunctionBegin; 27fe2efc57SMark PetscValidHeaderSpecific(A, TAOLINESEARCH_CLASSID, 1); 289566063dSJacob Faibussowitsch PetscCall(PetscObjectViewFromOptions((PetscObject)A, obj, name)); 29*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 30fe2efc57SMark } 31fe2efc57SMark 32fe2efc57SMark /*@C 330c52818fSSatish Balay TaoLineSearchView - Prints information about the TaoLineSearch 340c52818fSSatish Balay 35c3339decSBarry Smith Collective 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 57d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer) 58d71ae5a4SJacob Faibussowitsch { 590c52818fSSatish Balay PetscBool isascii, isstring; 60dedfbcbeSJed Brown TaoLineSearchType type; 61f06e3bfaSBarry Smith 620c52818fSSatish Balay PetscFunctionBegin; 630c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 6448a46eb9SPierre Jolivet if (!viewer) PetscCall(PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer)); 650c52818fSSatish Balay PetscValidHeaderSpecific(viewer, PETSC_VIEWER_CLASSID, 2); 660c52818fSSatish Balay PetscCheckSameComm(ls, 1, viewer, 2); 670c52818fSSatish Balay 689566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); 699566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERSTRING, &isstring)); 700c52818fSSatish Balay if (isascii) { 719566063dSJacob Faibussowitsch PetscCall(PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer)); 729566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(viewer)); 73dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, view, viewer); 749566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(viewer)); 759566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(viewer)); 7663a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "maximum function evaluations=%" PetscInt_FMT "\n", ls->max_funcs)); 779566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "tolerances: ftol=%g, rtol=%g, gtol=%g\n", (double)ls->ftol, (double)ls->rtol, (double)ls->gtol)); 7863a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "total number of function evaluations=%" PetscInt_FMT "\n", ls->nfeval)); 7963a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "total number of gradient evaluations=%" PetscInt_FMT "\n", ls->ngeval)); 8063a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "total number of function/gradient evaluations=%" PetscInt_FMT "\n", ls->nfgeval)); 810c52818fSSatish Balay 8248a46eb9SPierre Jolivet if (ls->bounded) PetscCall(PetscViewerASCIIPrintf(viewer, "using variable bounds\n")); 839566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "Termination reason: %d\n", (int)ls->reason)); 849566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(viewer)); 850c52818fSSatish Balay } else if (isstring) { 869566063dSJacob Faibussowitsch PetscCall(TaoLineSearchGetType(ls, &type)); 879566063dSJacob Faibussowitsch PetscCall(PetscViewerStringSPrintf(viewer, " %-3.3s", type)); 880c52818fSSatish Balay } 89*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 900c52818fSSatish Balay } 910c52818fSSatish Balay 920c52818fSSatish Balay /*@C 930c52818fSSatish Balay TaoLineSearchCreate - Creates a TAO Line Search object. Algorithms in TAO that use 940c52818fSSatish Balay line-searches will automatically create one. 950c52818fSSatish Balay 96d083f849SBarry Smith Collective 970c52818fSSatish Balay 980c52818fSSatish Balay Input Parameter: 990c52818fSSatish Balay . comm - MPI communicator 1000c52818fSSatish Balay 1010c52818fSSatish Balay Output Parameter: 1020c52818fSSatish Balay . newls - the new TaoLineSearch context 1030c52818fSSatish Balay 1040c52818fSSatish Balay Available methods include: 105147403d9SBarry Smith + more-thuente - the More-Thuente method 106147403d9SBarry Smith . gpcg - the GPCG method 1070c52818fSSatish Balay - unit - Do not perform any line search 1080c52818fSSatish Balay 1090c52818fSSatish Balay Options Database Keys: 1100c52818fSSatish Balay . -tao_ls_type - select which method TAO should use 1110c52818fSSatish Balay 1120c52818fSSatish Balay Level: beginner 1130c52818fSSatish Balay 114db781477SPatrick Sanan .seealso: `TaoLineSearchSetType()`, `TaoLineSearchApply()`, `TaoLineSearchDestroy()` 1150c52818fSSatish Balay @*/ 1160c52818fSSatish Balay 117d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls) 118d71ae5a4SJacob Faibussowitsch { 1190c52818fSSatish Balay TaoLineSearch ls; 1200c52818fSSatish Balay 1210c52818fSSatish Balay PetscFunctionBegin; 1220c52818fSSatish Balay PetscValidPointer(newls, 2); 1239566063dSJacob Faibussowitsch PetscCall(TaoLineSearchInitializePackage()); 1240c52818fSSatish Balay 1259566063dSJacob Faibussowitsch PetscCall(PetscHeaderCreate(ls, TAOLINESEARCH_CLASSID, "TaoLineSearch", "Linesearch", "Tao", comm, TaoLineSearchDestroy, TaoLineSearchView)); 1260c52818fSSatish Balay ls->max_funcs = 30; 1270c52818fSSatish Balay ls->ftol = 0.0001; 1280c52818fSSatish Balay ls->gtol = 0.9; 1296f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 1306f4723b1SBarry Smith ls->rtol = 1.0e-5; 1316f4723b1SBarry Smith #else 1320c52818fSSatish Balay ls->rtol = 1.0e-10; 1336f4723b1SBarry Smith #endif 1340c52818fSSatish Balay ls->stepmin = 1.0e-20; 1350c52818fSSatish Balay ls->stepmax = 1.0e+20; 1360c52818fSSatish Balay ls->step = 1.0; 137a39c8e28SStefano Zampini ls->initstep = 1.0; 1380c52818fSSatish Balay *newls = ls; 139*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1400c52818fSSatish Balay } 1410c52818fSSatish Balay 1420c52818fSSatish Balay /*@ 1430c52818fSSatish Balay TaoLineSearchSetUp - Sets up the internal data structures for the later use 1440c52818fSSatish Balay of a Tao solver 1450c52818fSSatish Balay 146c3339decSBarry Smith Collective 1470c52818fSSatish Balay 1480c52818fSSatish Balay Input Parameters: 1490c52818fSSatish Balay . ls - the TaoLineSearch context 1500c52818fSSatish Balay 1510c52818fSSatish Balay Notes: 1520c52818fSSatish Balay The user will not need to explicitly call TaoLineSearchSetUp(), as it will 1530c52818fSSatish Balay automatically be called in TaoLineSearchSolve(). However, if the user 1540c52818fSSatish Balay desires to call it explicitly, it should come after TaoLineSearchCreate() 1550c52818fSSatish Balay but before TaoLineSearchApply(). 1560c52818fSSatish Balay 1570c52818fSSatish Balay Level: developer 1580c52818fSSatish Balay 159db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()` 1600c52818fSSatish Balay @*/ 1610c52818fSSatish Balay 162d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls) 163d71ae5a4SJacob Faibussowitsch { 1648caf6e8cSBarry Smith const char *default_type = TAOLINESEARCHMT; 1650c52818fSSatish Balay PetscBool flg; 166f06e3bfaSBarry Smith 1670c52818fSSatish Balay PetscFunctionBegin; 1680c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 169*3ba16761SJacob Faibussowitsch if (ls->setupcalled) PetscFunctionReturn(PETSC_SUCCESS); 17048a46eb9SPierre Jolivet if (!((PetscObject)ls)->type_name) PetscCall(TaoLineSearchSetType(ls, default_type)); 171dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, setup); 1720c52818fSSatish Balay if (ls->usetaoroutines) { 1739566063dSJacob Faibussowitsch PetscCall(TaoIsObjectiveDefined(ls->tao, &flg)); 1740c52818fSSatish Balay ls->hasobjective = flg; 1759566063dSJacob Faibussowitsch PetscCall(TaoIsGradientDefined(ls->tao, &flg)); 1760c52818fSSatish Balay ls->hasgradient = flg; 1779566063dSJacob Faibussowitsch PetscCall(TaoIsObjectiveAndGradientDefined(ls->tao, &flg)); 1780c52818fSSatish Balay ls->hasobjectiveandgradient = flg; 1790c52818fSSatish Balay } else { 1800c52818fSSatish Balay if (ls->ops->computeobjective) { 1810c52818fSSatish Balay ls->hasobjective = PETSC_TRUE; 1820c52818fSSatish Balay } else { 1830c52818fSSatish Balay ls->hasobjective = PETSC_FALSE; 1840c52818fSSatish Balay } 1850c52818fSSatish Balay if (ls->ops->computegradient) { 1860c52818fSSatish Balay ls->hasgradient = PETSC_TRUE; 1870c52818fSSatish Balay } else { 1880c52818fSSatish Balay ls->hasgradient = PETSC_FALSE; 1890c52818fSSatish Balay } 1900c52818fSSatish Balay if (ls->ops->computeobjectiveandgradient) { 1910c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_TRUE; 1920c52818fSSatish Balay } else { 1930c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_FALSE; 1940c52818fSSatish Balay } 1950c52818fSSatish Balay } 1960c52818fSSatish Balay ls->setupcalled = PETSC_TRUE; 197*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1980c52818fSSatish Balay } 1990c52818fSSatish Balay 2000c52818fSSatish Balay /*@ 2010c52818fSSatish Balay TaoLineSearchReset - Some line searches may carry state information 2020c52818fSSatish Balay from one TaoLineSearchApply() to the next. This function resets this 2030c52818fSSatish Balay state information. 2040c52818fSSatish Balay 205c3339decSBarry Smith Collective 2060c52818fSSatish Balay 2070c52818fSSatish Balay Input Parameter: 2080c52818fSSatish Balay . ls - the TaoLineSearch context 2090c52818fSSatish Balay 2100c52818fSSatish Balay Level: developer 2110c52818fSSatish Balay 212db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()` 2130c52818fSSatish Balay @*/ 214d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchReset(TaoLineSearch ls) 215d71ae5a4SJacob Faibussowitsch { 2160c52818fSSatish Balay PetscFunctionBegin; 2170c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 218dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, reset); 219*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 2200c52818fSSatish Balay } 221f06e3bfaSBarry Smith 2220c52818fSSatish Balay /*@ 2230c52818fSSatish Balay TaoLineSearchDestroy - Destroys the TAO context that was created with 2240c52818fSSatish Balay TaoLineSearchCreate() 2250c52818fSSatish Balay 226c3339decSBarry Smith Collective 2270c52818fSSatish Balay 2287a7aea1fSJed Brown Input Parameter: 2290c52818fSSatish Balay . ls - the TaoLineSearch context 2300c52818fSSatish Balay 2310c52818fSSatish Balay Level: beginner 2320c52818fSSatish Balay 2330c52818fSSatish Balay .seealse: TaoLineSearchCreate(), TaoLineSearchSolve() 2340c52818fSSatish Balay @*/ 235d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls) 236d71ae5a4SJacob Faibussowitsch { 2370c52818fSSatish Balay PetscFunctionBegin; 238*3ba16761SJacob Faibussowitsch if (!*ls) PetscFunctionReturn(PETSC_SUCCESS); 2390c52818fSSatish Balay PetscValidHeaderSpecific(*ls, TAOLINESEARCH_CLASSID, 1); 2409371c9d4SSatish Balay if (--((PetscObject)*ls)->refct > 0) { 2419371c9d4SSatish Balay *ls = NULL; 242*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 2439371c9d4SSatish Balay } 2449566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->stepdirection)); 2459566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->start_x)); 2469566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->upper)); 2479566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->lower)); 24848a46eb9SPierre Jolivet if ((*ls)->ops->destroy) PetscCall((*(*ls)->ops->destroy)(*ls)); 24948a46eb9SPierre Jolivet if ((*ls)->usemonitor) PetscCall(PetscViewerDestroy(&(*ls)->viewer)); 2509566063dSJacob Faibussowitsch PetscCall(PetscHeaderDestroy(ls)); 251*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 2520c52818fSSatish Balay } 2530c52818fSSatish Balay 2540c52818fSSatish Balay /*@ 2550c52818fSSatish Balay TaoLineSearchApply - Performs a line-search in a given step direction. Criteria for acceptable step length depends on the line-search algorithm chosen 2560c52818fSSatish Balay 257c3339decSBarry Smith Collective 2580c52818fSSatish Balay 2590c52818fSSatish Balay Input Parameters: 260441846f8SBarry Smith + ls - the Tao context 2610c52818fSSatish Balay - s - search direction 2620c52818fSSatish Balay 2636b867d5aSJose E. Roman Input/Output Parameters: 2646b867d5aSJose E. Roman 2650c52818fSSatish Balay Output Parameters: 266f1a722f8SMatthew G. Knepley + x - On input the current solution, on output x contains the new solution determined by the line search 267f1a722f8SMatthew G. Knepley . f - On input the objective function value at current solution, on output contains the objective function value at new solution 268f1a722f8SMatthew G. Knepley . g - On input the gradient evaluated at x, on output contains the gradient at new solution 269f1a722f8SMatthew G. Knepley . steplength - scalar multiplier of s used ( x = x0 + steplength * x) 2700c52818fSSatish Balay - reason - reason why the line-search stopped 2710c52818fSSatish Balay 27297bb3fdcSJose E. Roman Notes: 2730c52818fSSatish Balay reason will be set to one of: 2740c52818fSSatish Balay 2750c52818fSSatish Balay + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 2760c52818fSSatish Balay . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 2770c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 2780c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 2790c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 2800c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 2810c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 2820c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 2830c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 2840c52818fSSatish Balay - TAOLINESEARCH_SUCCESS - successful line search 2850c52818fSSatish Balay 2860c52818fSSatish Balay The algorithm developer must set up the TaoLineSearch with calls to 287441846f8SBarry Smith TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines() 2880c52818fSSatish Balay 2890c52818fSSatish Balay You may or may not need to follow this with a call to 2900c52818fSSatish Balay TaoAddLineSearchCounts(), depending on whether you want these 2910c52818fSSatish Balay evaluations to count toward the total function/gradient evaluations. 2920c52818fSSatish Balay 2930c52818fSSatish Balay Level: beginner 2940c52818fSSatish Balay 295db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetType()`, `TaoLineSearchSetInitialStepLength()`, `TaoAddLineSearchCounts()` 2960c52818fSSatish Balay @*/ 2970c52818fSSatish Balay 298d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason) 299d71ae5a4SJacob Faibussowitsch { 3000c52818fSSatish Balay PetscInt low1, low2, low3, high1, high2, high3; 3010c52818fSSatish Balay 3020c52818fSSatish Balay PetscFunctionBegin; 3030c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 3040c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 3053f6ba705SLisandro Dalcin PetscValidRealPointer(f, 3); 3060c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 4); 3070c52818fSSatish Balay PetscValidHeaderSpecific(s, VEC_CLASSID, 5); 3080c52818fSSatish Balay PetscValidPointer(reason, 7); 3090c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 3100c52818fSSatish Balay PetscCheckSameTypeAndComm(x, 2, g, 4); 3110c52818fSSatish Balay PetscCheckSameTypeAndComm(x, 2, s, 5); 3129566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(x, &low1, &high1)); 3139566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(g, &low2, &high2)); 3149566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(s, &low3, &high3)); 3153c859ba3SBarry Smith PetscCheck(low1 == low2 && low1 == low3 && high1 == high2 && high1 == high3, PETSC_COMM_SELF, PETSC_ERR_ARG_SIZ, "Incompatible vector local lengths"); 3160c52818fSSatish Balay 31797ab8e72SStefano Zampini *reason = TAOLINESEARCH_CONTINUE_ITERATING; 3189566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)s)); 3199566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->stepdirection)); 320050fc7a3SBarry Smith ls->stepdirection = s; 3210c52818fSSatish Balay 3229566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetUp(ls)); 3230c52818fSSatish Balay ls->nfeval = 0; 3240c52818fSSatish Balay ls->ngeval = 0; 3250c52818fSSatish Balay ls->nfgeval = 0; 3260c52818fSSatish Balay /* Check parameter values */ 3270c52818fSSatish Balay if (ls->ftol < 0.0) { 3289566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: ftol (%g) < 0\n", (double)ls->ftol)); 3290c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3300c52818fSSatish Balay } 3310c52818fSSatish Balay if (ls->rtol < 0.0) { 3329566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: rtol (%g) < 0\n", (double)ls->rtol)); 3330c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3340c52818fSSatish Balay } 3350c52818fSSatish Balay if (ls->gtol < 0.0) { 3369566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: gtol (%g) < 0\n", (double)ls->gtol)); 3370c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3380c52818fSSatish Balay } 3390c52818fSSatish Balay if (ls->stepmin < 0.0) { 3409566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: stepmin (%g) < 0\n", (double)ls->stepmin)); 3410c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3420c52818fSSatish Balay } 3430c52818fSSatish Balay if (ls->stepmax < ls->stepmin) { 3449566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n", (double)ls->stepmin, (double)ls->stepmax)); 3450c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3460c52818fSSatish Balay } 3470c52818fSSatish Balay if (ls->max_funcs < 0) { 3489566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: max_funcs (%" PetscInt_FMT ") < 0\n", ls->max_funcs)); 3490c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3500c52818fSSatish Balay } 3510c52818fSSatish Balay if (PetscIsInfOrNanReal(*f)) { 3529566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Initial Line Search Function Value is Inf or Nan (%g)\n", (double)*f)); 3530c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_INFORNAN; 3540c52818fSSatish Balay } 3550c52818fSSatish Balay 3569566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)x)); 3579566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->start_x)); 3580c52818fSSatish Balay ls->start_x = x; 359050fc7a3SBarry Smith 3609566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Apply, ls, 0, 0, 0)); 361dbbe0bcdSBarry Smith PetscUseTypeMethod(ls, apply, x, f, g, s); 3629566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0, 0, 0)); 3630c52818fSSatish Balay *reason = ls->reason; 3640c52818fSSatish Balay ls->new_f = *f; 3650c52818fSSatish Balay 36697ab8e72SStefano Zampini if (steplength) *steplength = ls->step; 3670c52818fSSatish Balay 3689566063dSJacob Faibussowitsch PetscCall(TaoLineSearchViewFromOptions(ls, NULL, "-tao_ls_view")); 369*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 3700c52818fSSatish Balay } 3710c52818fSSatish Balay 3720c52818fSSatish Balay /*@C 3730c52818fSSatish Balay TaoLineSearchSetType - Sets the algorithm used in a line search 3740c52818fSSatish Balay 375c3339decSBarry Smith Collective 3760c52818fSSatish Balay 3770c52818fSSatish Balay Input Parameters: 3780c52818fSSatish Balay + ls - the TaoLineSearch context 379820824deSAlp Dener - type - the TaoLineSearchType selection 3800c52818fSSatish Balay 3810c52818fSSatish Balay Available methods include: 382820824deSAlp Dener + more-thuente - line search with a cubic model enforcing the strong Wolfe/curvature condition 383820824deSAlp Dener . armijo - simple backtracking line search enforcing only the sufficient decrease condition 384820824deSAlp Dener - unit - do not perform a line search and always accept unit step length 3850c52818fSSatish Balay 3860c52818fSSatish Balay Options Database Keys: 387820824deSAlp Dener . -tao_ls_type <more-thuente, armijo, unit> - select which method TAO should use at runtime 3880c52818fSSatish Balay 3890c52818fSSatish Balay Level: beginner 3900c52818fSSatish Balay 391db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchGetType()`, `TaoLineSearchApply()` 3920c52818fSSatish Balay 3930c52818fSSatish Balay @*/ 3940c52818fSSatish Balay 395d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type) 396d71ae5a4SJacob Faibussowitsch { 3970c52818fSSatish Balay PetscErrorCode (*r)(TaoLineSearch); 3980c52818fSSatish Balay PetscBool flg; 3990c52818fSSatish Balay 4000c52818fSSatish Balay PetscFunctionBegin; 4010c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 4020c52818fSSatish Balay PetscValidCharPointer(type, 2); 4039566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)ls, type, &flg)); 404*3ba16761SJacob Faibussowitsch if (flg) PetscFunctionReturn(PETSC_SUCCESS); 4050c52818fSSatish Balay 4069566063dSJacob Faibussowitsch PetscCall(PetscFunctionListFind(TaoLineSearchList, type, (void (**)(void)) & r)); 4073c859ba3SBarry Smith PetscCheck(r, PetscObjectComm((PetscObject)ls), PETSC_ERR_ARG_UNKNOWN_TYPE, "Unable to find requested TaoLineSearch type %s", type); 408dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, destroy); 4090c52818fSSatish Balay ls->max_funcs = 30; 4100c52818fSSatish Balay ls->ftol = 0.0001; 4110c52818fSSatish Balay ls->gtol = 0.9; 4126f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 4136f4723b1SBarry Smith ls->rtol = 1.0e-5; 4146f4723b1SBarry Smith #else 4150c52818fSSatish Balay ls->rtol = 1.0e-10; 4166f4723b1SBarry Smith #endif 4170c52818fSSatish Balay ls->stepmin = 1.0e-20; 4180c52818fSSatish Balay ls->stepmax = 1.0e+20; 4190c52818fSSatish Balay 4200c52818fSSatish Balay ls->nfeval = 0; 4210c52818fSSatish Balay ls->ngeval = 0; 4220c52818fSSatish Balay ls->nfgeval = 0; 42383c8fe1dSLisandro Dalcin ls->ops->setup = NULL; 42483c8fe1dSLisandro Dalcin ls->ops->apply = NULL; 42583c8fe1dSLisandro Dalcin ls->ops->view = NULL; 42683c8fe1dSLisandro Dalcin ls->ops->setfromoptions = NULL; 42783c8fe1dSLisandro Dalcin ls->ops->destroy = NULL; 4280c52818fSSatish Balay ls->setupcalled = PETSC_FALSE; 4299566063dSJacob Faibussowitsch PetscCall((*r)(ls)); 4309566063dSJacob Faibussowitsch PetscCall(PetscObjectChangeTypeName((PetscObject)ls, type)); 431*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 4320c52818fSSatish Balay } 4330c52818fSSatish Balay 4342a0dac07SAlp Dener /*@C 4352a0dac07SAlp Dener TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the 4362a0dac07SAlp Dener iteration number, step length, and function value before calling the implementation 4372a0dac07SAlp Dener specific monitor. 4382a0dac07SAlp Dener 4392a0dac07SAlp Dener Input Parameters: 4402a0dac07SAlp Dener + ls - the TaoLineSearch context 4412a0dac07SAlp Dener . its - the current iterate number (>=0) 4422a0dac07SAlp Dener . f - the current objective function value 4432a0dac07SAlp Dener - step - the step length 4442a0dac07SAlp Dener 4452a0dac07SAlp Dener Options Database Key: 4462a0dac07SAlp Dener . -tao_ls_monitor - Use the default monitor, which prints statistics to standard output 4472a0dac07SAlp Dener 4482a0dac07SAlp Dener Level: developer 4492a0dac07SAlp Dener 4502a0dac07SAlp Dener @*/ 451d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step) 452d71ae5a4SJacob Faibussowitsch { 4532a0dac07SAlp Dener PetscInt tabs; 4542a0dac07SAlp Dener 4552a0dac07SAlp Dener PetscFunctionBegin; 4562a0dac07SAlp Dener PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 4572a0dac07SAlp Dener if (ls->usemonitor) { 4589566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIGetTab(ls->viewer, &tabs)); 4599566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel)); 46063a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, "%3" PetscInt_FMT " LS", its)); 4619566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, " Function value: %g,", (double)f)); 4629566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, " Step length: %g\n", (double)step)); 4632a0dac07SAlp Dener if (ls->ops->monitor && its > 0) { 4649566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3)); 465dbbe0bcdSBarry Smith PetscUseTypeMethod(ls, monitor); 4662a0dac07SAlp Dener } 4679566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, tabs)); 4682a0dac07SAlp Dener } 469*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 4702a0dac07SAlp Dener } 4712a0dac07SAlp Dener 4720c52818fSSatish Balay /*@ 4730c52818fSSatish Balay TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user 4740c52818fSSatish Balay options. 4750c52818fSSatish Balay 476c3339decSBarry Smith Collective 4770c52818fSSatish Balay 47801d2d390SJose E. Roman Input Parameter: 4790c52818fSSatish Balay . ls - the TaoLineSearch context 4800c52818fSSatish Balay 4810c52818fSSatish Balay Options Database Keys: 4820c52818fSSatish Balay + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit) 4830c52818fSSatish Balay . -tao_ls_ftol <tol> - tolerance for sufficient decrease 4840c52818fSSatish Balay . -tao_ls_gtol <tol> - tolerance for curvature condition 4850c52818fSSatish Balay . -tao_ls_rtol <tol> - relative tolerance for acceptable step 486a39c8e28SStefano Zampini . -tao_ls_stepinit <step> - initial steplength allowed 4870c52818fSSatish Balay . -tao_ls_stepmin <step> - minimum steplength allowed 4880c52818fSSatish Balay . -tao_ls_stepmax <step> - maximum steplength allowed 4890c52818fSSatish Balay . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed 4900c52818fSSatish Balay - -tao_ls_view - display line-search results to standard output 4910c52818fSSatish Balay 4920c52818fSSatish Balay Level: beginner 4930c52818fSSatish Balay @*/ 494d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls) 495d71ae5a4SJacob Faibussowitsch { 4968caf6e8cSBarry Smith const char *default_type = TAOLINESEARCHMT; 4972a0dac07SAlp Dener char type[256], monfilename[PETSC_MAX_PATH_LEN]; 4982a0dac07SAlp Dener PetscViewer monviewer; 4990c52818fSSatish Balay PetscBool flg; 500f06e3bfaSBarry Smith 5010c52818fSSatish Balay PetscFunctionBegin; 5020c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 503d0609cedSBarry Smith PetscObjectOptionsBegin((PetscObject)ls); 504ad540459SPierre Jolivet if (((PetscObject)ls)->type_name) default_type = ((PetscObject)ls)->type_name; 5050c52818fSSatish Balay /* Check for type from options */ 5069566063dSJacob Faibussowitsch PetscCall(PetscOptionsFList("-tao_ls_type", "Tao Line Search type", "TaoLineSearchSetType", TaoLineSearchList, default_type, type, 256, &flg)); 5070c52818fSSatish Balay if (flg) { 5089566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(ls, type)); 5090c52818fSSatish Balay } else if (!((PetscObject)ls)->type_name) { 5109566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(ls, default_type)); 5110c52818fSSatish Balay } 5120c52818fSSatish Balay 5139566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-tao_ls_max_funcs", "max function evals in line search", "", ls->max_funcs, &ls->max_funcs, NULL)); 5149566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_ftol", "tol for sufficient decrease", "", ls->ftol, &ls->ftol, NULL)); 5159566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_gtol", "tol for curvature condition", "", ls->gtol, &ls->gtol, NULL)); 5169566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_rtol", "relative tol for acceptable step", "", ls->rtol, &ls->rtol, NULL)); 5179566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_stepmin", "lower bound for step", "", ls->stepmin, &ls->stepmin, NULL)); 5189566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_stepmax", "upper bound for step", "", ls->stepmax, &ls->stepmax, NULL)); 519a39c8e28SStefano Zampini PetscCall(PetscOptionsReal("-tao_ls_stepinit", "initial step", "", ls->initstep, &ls->initstep, NULL)); 5209566063dSJacob Faibussowitsch PetscCall(PetscOptionsString("-tao_ls_monitor", "enable the basic monitor", "TaoLineSearchSetMonitor", "stdout", monfilename, sizeof(monfilename), &flg)); 5212a0dac07SAlp Dener if (flg) { 5229566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls), monfilename, &monviewer)); 5232a0dac07SAlp Dener ls->viewer = monviewer; 5242a0dac07SAlp Dener ls->usemonitor = PETSC_TRUE; 5252a0dac07SAlp Dener } 526dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, setfromoptions, PetscOptionsObject); 527d0609cedSBarry Smith PetscOptionsEnd(); 528*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 5290c52818fSSatish Balay } 5300c52818fSSatish Balay 5310c52818fSSatish Balay /*@C 5320c52818fSSatish Balay TaoLineSearchGetType - Gets the current line search algorithm 5330c52818fSSatish Balay 5340c52818fSSatish Balay Not Collective 5350c52818fSSatish Balay 5360c52818fSSatish Balay Input Parameter: 5370c52818fSSatish Balay . ls - the TaoLineSearch context 5380c52818fSSatish Balay 539fd292e60Sprj- Output Parameter: 5400c52818fSSatish Balay . type - the line search algorithm in effect 5410c52818fSSatish Balay 5420c52818fSSatish Balay Level: developer 5430c52818fSSatish Balay 5440c52818fSSatish Balay @*/ 545d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type) 546d71ae5a4SJacob Faibussowitsch { 5470c52818fSSatish Balay PetscFunctionBegin; 5480c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 5490c52818fSSatish Balay PetscValidPointer(type, 2); 5500c52818fSSatish Balay *type = ((PetscObject)ls)->type_name; 551*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 5520c52818fSSatish Balay } 5530c52818fSSatish Balay 5540c52818fSSatish Balay /*@ 5550c52818fSSatish Balay TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation 5560c52818fSSatish Balay routines used by the line search in last application (not cumulative). 5570c52818fSSatish Balay 5580c52818fSSatish Balay Not Collective 5590c52818fSSatish Balay 5600c52818fSSatish Balay Input Parameter: 5610c52818fSSatish Balay . ls - the TaoLineSearch context 5620c52818fSSatish Balay 5630c52818fSSatish Balay Output Parameters: 5640c52818fSSatish Balay + nfeval - number of function evaluations 5650c52818fSSatish Balay . ngeval - number of gradient evaluations 5660c52818fSSatish Balay - nfgeval - number of function/gradient evaluations 5670c52818fSSatish Balay 5680c52818fSSatish Balay Level: intermediate 5690c52818fSSatish Balay 5700c52818fSSatish Balay Note: 571441846f8SBarry Smith If the line search is using the Tao objective and gradient 572441846f8SBarry Smith routines directly (see TaoLineSearchUseTaoRoutines()), then TAO 5730c52818fSSatish Balay is already counting the number of evaluations. 5740c52818fSSatish Balay 5750c52818fSSatish Balay @*/ 576d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval) 577d71ae5a4SJacob Faibussowitsch { 5780c52818fSSatish Balay PetscFunctionBegin; 5790c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 5800c52818fSSatish Balay *nfeval = ls->nfeval; 5810c52818fSSatish Balay *ngeval = ls->ngeval; 5820c52818fSSatish Balay *nfgeval = ls->nfgeval; 583*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 5840c52818fSSatish Balay } 5850c52818fSSatish Balay 5860c52818fSSatish Balay /*@ 587441846f8SBarry Smith TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using 588441846f8SBarry Smith Tao evaluation routines. 5890c52818fSSatish Balay 5900c52818fSSatish Balay Not Collective 5910c52818fSSatish Balay 5920c52818fSSatish Balay Input Parameter: 5930c52818fSSatish Balay . ls - the TaoLineSearch context 5940c52818fSSatish Balay 5950c52818fSSatish Balay Output Parameter: 596441846f8SBarry Smith . flg - PETSC_TRUE if the line search is using Tao evaluation routines, 5970c52818fSSatish Balay otherwise PETSC_FALSE 5980c52818fSSatish Balay 5990c52818fSSatish Balay Level: developer 6000c52818fSSatish Balay @*/ 601d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg) 602d71ae5a4SJacob Faibussowitsch { 6030c52818fSSatish Balay PetscFunctionBegin; 6040c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 605f06e3bfaSBarry Smith *flg = ls->usetaoroutines; 606*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 6070c52818fSSatish Balay } 6080c52818fSSatish Balay 6090c52818fSSatish Balay /*@C 6100c52818fSSatish Balay TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search 6110c52818fSSatish Balay 612c3339decSBarry Smith Logically Collective 6130c52818fSSatish Balay 614d8d19677SJose E. Roman Input Parameters: 6150c52818fSSatish Balay + ls - the TaoLineSearch context 6160c52818fSSatish Balay . func - the objective function evaluation routine 6170c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6180c52818fSSatish Balay 6190c52818fSSatish Balay Calling sequence of func: 6200c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx); 6210c52818fSSatish Balay 6220c52818fSSatish Balay + x - input vector 6230c52818fSSatish Balay . f - function value 6240c52818fSSatish Balay - ctx (optional) user-defined context 6250c52818fSSatish Balay 6260c52818fSSatish Balay Level: beginner 6270c52818fSSatish Balay 6280c52818fSSatish Balay Note: 6290c52818fSSatish Balay Use this routine only if you want the line search objective 630441846f8SBarry Smith evaluation routine to be different from the Tao's objective 6310c52818fSSatish Balay evaluation routine. If you use this routine you must also set 6320c52818fSSatish Balay the line search gradient and/or function/gradient routine. 6330c52818fSSatish Balay 6340c52818fSSatish Balay Note: 6350c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 6360c52818fSSatish Balay line search, application programmers should be wary of overriding the 6370c52818fSSatish Balay default objective routine. 6380c52818fSSatish Balay 639db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 6400c52818fSSatish Balay @*/ 641d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, PetscReal *, void *), void *ctx) 642d71ae5a4SJacob Faibussowitsch { 6430c52818fSSatish Balay PetscFunctionBegin; 6440c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 6450c52818fSSatish Balay 6460c52818fSSatish Balay ls->ops->computeobjective = func; 6470c52818fSSatish Balay if (ctx) ls->userctx_func = ctx; 6480c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 649*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 6500c52818fSSatish Balay } 6510c52818fSSatish Balay 6520c52818fSSatish Balay /*@C 6530c52818fSSatish Balay TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search 6540c52818fSSatish Balay 655c3339decSBarry Smith Logically Collective 6560c52818fSSatish Balay 657d8d19677SJose E. Roman Input Parameters: 6580c52818fSSatish Balay + ls - the TaoLineSearch context 6590c52818fSSatish Balay . func - the gradient evaluation routine 6600c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6610c52818fSSatish Balay 6620c52818fSSatish Balay Calling sequence of func: 6630c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, Vec g, void *ctx); 6640c52818fSSatish Balay 6650c52818fSSatish Balay + x - input vector 6660c52818fSSatish Balay . g - gradient vector 6670c52818fSSatish Balay - ctx (optional) user-defined context 6680c52818fSSatish Balay 6690c52818fSSatish Balay Level: beginner 6700c52818fSSatish Balay 6710c52818fSSatish Balay Note: 6720c52818fSSatish Balay Use this routine only if you want the line search gradient 673441846f8SBarry Smith evaluation routine to be different from the Tao's gradient 6740c52818fSSatish Balay evaluation routine. If you use this routine you must also set 6750c52818fSSatish Balay the line search function and/or function/gradient routine. 6760c52818fSSatish Balay 6770c52818fSSatish Balay Note: 6780c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own gradient routine for the 6790c52818fSSatish Balay line search, application programmers should be wary of overriding the 6800c52818fSSatish Balay default gradient routine. 6810c52818fSSatish Balay 682db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 6830c52818fSSatish Balay @*/ 684d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, Vec g, void *), void *ctx) 685d71ae5a4SJacob Faibussowitsch { 6860c52818fSSatish Balay PetscFunctionBegin; 6870c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 6880c52818fSSatish Balay ls->ops->computegradient = func; 6890c52818fSSatish Balay if (ctx) ls->userctx_grad = ctx; 6900c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 691*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 6920c52818fSSatish Balay } 6930c52818fSSatish Balay 6940c52818fSSatish Balay /*@C 6950c52818fSSatish Balay TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search 6960c52818fSSatish Balay 697c3339decSBarry Smith Logically Collective 6980c52818fSSatish Balay 699d8d19677SJose E. Roman Input Parameters: 7000c52818fSSatish Balay + ls - the TaoLineSearch context 7010c52818fSSatish Balay . func - the objective and gradient evaluation routine 7020c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 7030c52818fSSatish Balay 7040c52818fSSatish Balay Calling sequence of func: 7050c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx); 7060c52818fSSatish Balay 7070c52818fSSatish Balay + x - input vector 7080c52818fSSatish Balay . f - function value 7090c52818fSSatish Balay . g - gradient vector 7100c52818fSSatish Balay - ctx (optional) user-defined context 7110c52818fSSatish Balay 7120c52818fSSatish Balay Level: beginner 7130c52818fSSatish Balay 7140c52818fSSatish Balay Note: 7150c52818fSSatish Balay Use this routine only if you want the line search objective and gradient 716441846f8SBarry Smith evaluation routines to be different from the Tao's objective 7170c52818fSSatish Balay and gradient evaluation routines. 7180c52818fSSatish Balay 7190c52818fSSatish Balay Note: 7200c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 7210c52818fSSatish Balay line search, application programmers should be wary of overriding the 7220c52818fSSatish Balay default objective routine. 7230c52818fSSatish Balay 724db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 7250c52818fSSatish Balay @*/ 726d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void *), void *ctx) 727d71ae5a4SJacob Faibussowitsch { 7280c52818fSSatish Balay PetscFunctionBegin; 7290c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 7300c52818fSSatish Balay ls->ops->computeobjectiveandgradient = func; 7310c52818fSSatish Balay if (ctx) ls->userctx_funcgrad = ctx; 7320c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 733*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 7340c52818fSSatish Balay } 7350c52818fSSatish Balay 7360c52818fSSatish Balay /*@C 7370c52818fSSatish Balay TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and 7380c52818fSSatish Balay (gradient'*stepdirection) evaluation routine for the line search. 7390c52818fSSatish Balay Sometimes it is more efficient to compute the inner product of the gradient 7400c52818fSSatish Balay and the step direction than it is to compute the gradient, and this is all 7410c52818fSSatish Balay the line search typically needs of the gradient. 7420c52818fSSatish Balay 743c3339decSBarry Smith Logically Collective 7440c52818fSSatish Balay 745d8d19677SJose E. Roman Input Parameters: 7460c52818fSSatish Balay + ls - the TaoLineSearch context 7470c52818fSSatish Balay . func - the objective and gradient evaluation routine 7480c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 7490c52818fSSatish Balay 7500c52818fSSatish Balay Calling sequence of func: 7510c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx); 7520c52818fSSatish Balay 7530c52818fSSatish Balay + x - input vector 7540c52818fSSatish Balay . s - step direction 7550c52818fSSatish Balay . f - function value 7560c52818fSSatish Balay . gts - inner product of gradient and step direction vectors 7570c52818fSSatish Balay - ctx (optional) user-defined context 7580c52818fSSatish Balay 7590c52818fSSatish Balay Note: The gradient will still need to be computed at the end of the line 7600c52818fSSatish Balay search, so you will still need to set a line search gradient evaluation 7610c52818fSSatish Balay routine 7620c52818fSSatish Balay 7630c52818fSSatish Balay Note: Bounded line searches (those used in bounded optimization algorithms) 7640c52818fSSatish Balay don't use g's directly, but rather (g'x - g'x0)/steplength. You can get the 7650c52818fSSatish Balay x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength() 7660c52818fSSatish Balay 7670c52818fSSatish Balay Level: advanced 7680c52818fSSatish Balay 7690c52818fSSatish Balay Note: 7700c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 7710c52818fSSatish Balay line search, application programmers should be wary of overriding the 7720c52818fSSatish Balay default objective routine. 7730c52818fSSatish Balay 774db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjective()`, `TaoLineSearchSetGradient()`, `TaoLineSearchUseTaoRoutines()` 7750c52818fSSatish Balay @*/ 776d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void *), void *ctx) 777d71ae5a4SJacob Faibussowitsch { 7780c52818fSSatish Balay PetscFunctionBegin; 7790c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 7800c52818fSSatish Balay ls->ops->computeobjectiveandgts = func; 7810c52818fSSatish Balay if (ctx) ls->userctx_funcgts = ctx; 7820c52818fSSatish Balay ls->usegts = PETSC_TRUE; 7830c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 784*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 7850c52818fSSatish Balay } 7860c52818fSSatish Balay 7870c52818fSSatish Balay /*@C 788441846f8SBarry Smith TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the 789441846f8SBarry Smith objective and gradient evaluation routines from the given Tao object. 7900c52818fSSatish Balay 791c3339decSBarry Smith Logically Collective 7920c52818fSSatish Balay 793d8d19677SJose E. Roman Input Parameters: 7940c52818fSSatish Balay + ls - the TaoLineSearch context 795441846f8SBarry Smith - ts - the Tao context with defined objective/gradient evaluation routines 7960c52818fSSatish Balay 7970c52818fSSatish Balay Level: developer 7980c52818fSSatish Balay 799db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()` 8000c52818fSSatish Balay @*/ 801d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts) 802d71ae5a4SJacob Faibussowitsch { 8030c52818fSSatish Balay PetscFunctionBegin; 8040c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 805064a246eSJacob Faibussowitsch PetscValidHeaderSpecific(ts, TAO_CLASSID, 2); 806441846f8SBarry Smith ls->tao = ts; 8070c52818fSSatish Balay ls->usetaoroutines = PETSC_TRUE; 808*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 8090c52818fSSatish Balay } 8100c52818fSSatish Balay 8110c52818fSSatish Balay /*@ 8120c52818fSSatish Balay TaoLineSearchComputeObjective - Computes the objective function value at a given point 8130c52818fSSatish Balay 814c3339decSBarry Smith Collective 8150c52818fSSatish Balay 8160c52818fSSatish Balay Input Parameters: 8170c52818fSSatish Balay + ls - the TaoLineSearch context 8180c52818fSSatish Balay - x - input vector 8190c52818fSSatish Balay 8200c52818fSSatish Balay Output Parameter: 8210c52818fSSatish Balay . f - Objective value at X 8220c52818fSSatish Balay 82395452b02SPatrick Sanan Notes: 82495452b02SPatrick Sanan TaoLineSearchComputeObjective() is typically used within line searches 8250c52818fSSatish Balay so most users would not generally call this routine themselves. 8260c52818fSSatish Balay 8270c52818fSSatish Balay Level: developer 8280c52818fSSatish Balay 829db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 8300c52818fSSatish Balay @*/ 831d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f) 832d71ae5a4SJacob Faibussowitsch { 8330c52818fSSatish Balay Vec gdummy; 8340c52818fSSatish Balay PetscReal gts; 835f06e3bfaSBarry Smith 8360c52818fSSatish Balay PetscFunctionBegin; 8370c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 8380c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 839dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 8400c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 8410c52818fSSatish Balay if (ls->usetaoroutines) { 8429566063dSJacob Faibussowitsch PetscCall(TaoComputeObjective(ls->tao, x, f)); 8430c52818fSSatish Balay } else { 8443c859ba3SBarry 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"); 8459566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 846792fecdfSBarry Smith if (ls->ops->computeobjective) PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjective)(ls, x, f, ls->userctx_func)); 847ef1023bdSBarry Smith else if (ls->ops->computeobjectiveandgradient) { 8489566063dSJacob Faibussowitsch PetscCall(VecDuplicate(x, &gdummy)); 849792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjectiveandgradient)(ls, x, f, gdummy, ls->userctx_funcgrad)); 8509566063dSJacob Faibussowitsch PetscCall(VecDestroy(&gdummy)); 851792fecdfSBarry Smith } else PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjectiveandgts)(ls, x, ls->stepdirection, f, >s, ls->userctx_funcgts)); 8529566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 8530c52818fSSatish Balay } 8540c52818fSSatish Balay ls->nfeval++; 855*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 8560c52818fSSatish Balay } 8570c52818fSSatish Balay 8580c52818fSSatish Balay /*@ 8590c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point 8600c52818fSSatish Balay 861c3339decSBarry Smith Collective 8620c52818fSSatish Balay 8630c52818fSSatish Balay Input Parameters: 8640c52818fSSatish Balay + ls - the TaoLineSearch context 8650c52818fSSatish Balay - x - input vector 8660c52818fSSatish Balay 867d8d19677SJose E. Roman Output Parameters: 8680c52818fSSatish Balay + f - Objective value at X 8690c52818fSSatish Balay - g - Gradient vector at X 8700c52818fSSatish Balay 87195452b02SPatrick Sanan Notes: 87295452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches 8730c52818fSSatish Balay so most users would not generally call this routine themselves. 8740c52818fSSatish Balay 8750c52818fSSatish Balay Level: developer 8760c52818fSSatish Balay 877db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 8780c52818fSSatish Balay @*/ 879d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g) 880d71ae5a4SJacob Faibussowitsch { 8810c52818fSSatish Balay PetscFunctionBegin; 8820c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 8830c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 884dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 8850c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 4); 8860c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 8870c52818fSSatish Balay PetscCheckSameComm(ls, 1, g, 4); 8880c52818fSSatish Balay if (ls->usetaoroutines) { 8899566063dSJacob Faibussowitsch PetscCall(TaoComputeObjectiveAndGradient(ls->tao, x, f, g)); 8900c52818fSSatish Balay } else { 8919566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 892792fecdfSBarry Smith if (ls->ops->computeobjectiveandgradient) PetscCallBack("TaoLineSearch callback objective/gradient", (*ls->ops->computeobjectiveandgradient)(ls, x, f, g, ls->userctx_funcgrad)); 893ef1023bdSBarry Smith else { 894792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjective)(ls, x, f, ls->userctx_func)); 895792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback gradient", (*ls->ops->computegradient)(ls, x, g, ls->userctx_grad)); 896362febeeSStefano Zampini } 8979566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 8989566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "TaoLineSearch Function evaluation: %14.12e\n", (double)(*f))); 899f06e3bfaSBarry Smith } 900fbe0838dSJason Sarich ls->nfgeval++; 901*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 9020c52818fSSatish Balay } 9030c52818fSSatish Balay 9040c52818fSSatish Balay /*@ 9050c52818fSSatish Balay TaoLineSearchComputeGradient - Computes the gradient of the objective function 9060c52818fSSatish Balay 907c3339decSBarry Smith Collective 9080c52818fSSatish Balay 9090c52818fSSatish Balay Input Parameters: 9100c52818fSSatish Balay + ls - the TaoLineSearch context 9110c52818fSSatish Balay - x - input vector 9120c52818fSSatish Balay 9130c52818fSSatish Balay Output Parameter: 9140c52818fSSatish Balay . g - gradient vector 9150c52818fSSatish Balay 91695452b02SPatrick Sanan Notes: 91795452b02SPatrick Sanan TaoComputeGradient() is typically used within line searches 9180c52818fSSatish Balay so most users would not generally call this routine themselves. 9190c52818fSSatish Balay 9200c52818fSSatish Balay Level: developer 9210c52818fSSatish Balay 922db781477SPatrick Sanan .seealso: `TaoLineSearchComputeObjective()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetGradient()` 9230c52818fSSatish Balay @*/ 924d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g) 925d71ae5a4SJacob Faibussowitsch { 9260c52818fSSatish Balay PetscReal fdummy; 927f06e3bfaSBarry Smith 9280c52818fSSatish Balay PetscFunctionBegin; 9290c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 9300c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 9310c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 3); 9320c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 9330c52818fSSatish Balay PetscCheckSameComm(ls, 1, g, 3); 9340c52818fSSatish Balay if (ls->usetaoroutines) { 9359566063dSJacob Faibussowitsch PetscCall(TaoComputeGradient(ls->tao, x, g)); 9360c52818fSSatish Balay } else { 9379566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 938792fecdfSBarry Smith if (ls->ops->computegradient) PetscCallBack("TaoLineSearch callback gradient", (*ls->ops->computegradient)(ls, x, g, ls->userctx_grad)); 93948a46eb9SPierre Jolivet else PetscCallBack("TaoLineSearch callback gradient", (*ls->ops->computeobjectiveandgradient)(ls, x, &fdummy, g, ls->userctx_funcgrad)); 9409566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 9410c52818fSSatish Balay } 9420c52818fSSatish Balay ls->ngeval++; 943*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 9440c52818fSSatish Balay } 9450c52818fSSatish Balay 9460c52818fSSatish Balay /*@ 9470c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point 9480c52818fSSatish Balay 949c3339decSBarry Smith Collective 9500c52818fSSatish Balay 9510c52818fSSatish Balay Input Parameters: 9520c52818fSSatish Balay + ls - the TaoLineSearch context 9530c52818fSSatish Balay - x - input vector 9540c52818fSSatish Balay 955d8d19677SJose E. Roman Output Parameters: 9560c52818fSSatish Balay + f - Objective value at X 9570c52818fSSatish Balay - gts - inner product of gradient and step direction at X 9580c52818fSSatish Balay 95995452b02SPatrick Sanan Notes: 96095452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches 9610c52818fSSatish Balay so most users would not generally call this routine themselves. 9620c52818fSSatish Balay 9630c52818fSSatish Balay Level: developer 9640c52818fSSatish Balay 965db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 9660c52818fSSatish Balay @*/ 967d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts) 968d71ae5a4SJacob Faibussowitsch { 9690c52818fSSatish Balay PetscFunctionBegin; 9700c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 9710c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 972dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 973dadcf809SJacob Faibussowitsch PetscValidRealPointer(gts, 4); 9740c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 9759566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 976792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback objective/gts", (*ls->ops->computeobjectiveandgts)(ls, x, ls->stepdirection, f, gts, ls->userctx_funcgts)); 9779566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 9789566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "TaoLineSearch Function evaluation: %14.12e\n", (double)(*f))); 9790c52818fSSatish Balay ls->nfeval++; 980*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 9810c52818fSSatish Balay } 9820c52818fSSatish Balay 9830c52818fSSatish Balay /*@ 9840c52818fSSatish Balay TaoLineSearchGetSolution - Returns the solution to the line search 9850c52818fSSatish Balay 986c3339decSBarry Smith Collective 9870c52818fSSatish Balay 9880c52818fSSatish Balay Input Parameter: 9890c52818fSSatish Balay . ls - the TaoLineSearch context 9900c52818fSSatish Balay 991d8d19677SJose E. Roman Output Parameters: 9920c52818fSSatish Balay + x - the new solution 9930c52818fSSatish Balay . f - the objective function value at x 9940c52818fSSatish Balay . g - the gradient at x 9950c52818fSSatish Balay . steplength - the multiple of the step direction taken by the line search 9960c52818fSSatish Balay - reason - the reason why the line search terminated 9970c52818fSSatish Balay 9980c52818fSSatish Balay reason will be set to one of: 9990c52818fSSatish Balay 10000c52818fSSatish Balay + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 10010c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 10020c52818fSSatish Balay . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 10030c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 10040c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 10050c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 10060c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 10070c52818fSSatish Balay 10080c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 10090c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 10100c52818fSSatish Balay 1011a2b725a8SWilliam Gropp - TAOLINESEARCH_SUCCESS - successful line search 10120c52818fSSatish Balay 10130c52818fSSatish Balay Level: developer 10140c52818fSSatish Balay 10150c52818fSSatish Balay @*/ 1016d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason) 1017d71ae5a4SJacob Faibussowitsch { 10180c52818fSSatish Balay PetscFunctionBegin; 10190c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 10200c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 1021dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 10220c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 4); 10230c52818fSSatish Balay PetscValidIntPointer(reason, 6); 10241baa6e33SBarry Smith if (ls->new_x) PetscCall(VecCopy(ls->new_x, x)); 10250c52818fSSatish Balay *f = ls->new_f; 10261baa6e33SBarry Smith if (ls->new_g) PetscCall(VecCopy(ls->new_g, g)); 102797ab8e72SStefano Zampini if (steplength) *steplength = ls->step; 10280c52818fSSatish Balay *reason = ls->reason; 1029*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 10300c52818fSSatish Balay } 10310c52818fSSatish Balay 10320c52818fSSatish Balay /*@ 10330c52818fSSatish Balay TaoLineSearchGetStartingVector - Gets a the initial point of the line 10340c52818fSSatish Balay search. 10350c52818fSSatish Balay 10360c52818fSSatish Balay Not Collective 10370c52818fSSatish Balay 10380c52818fSSatish Balay Input Parameter: 10390c52818fSSatish Balay . ls - the TaoLineSearch context 10400c52818fSSatish Balay 10410c52818fSSatish Balay Output Parameter: 10420c52818fSSatish Balay . x - The initial point of the line search 10430c52818fSSatish Balay 10440c52818fSSatish Balay Level: intermediate 10450c52818fSSatish Balay @*/ 1046d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x) 1047d71ae5a4SJacob Faibussowitsch { 10480c52818fSSatish Balay PetscFunctionBegin; 10490c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 105097ab8e72SStefano Zampini if (x) *x = ls->start_x; 1051*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 10520c52818fSSatish Balay } 10530c52818fSSatish Balay 10540c52818fSSatish Balay /*@ 10550c52818fSSatish Balay TaoLineSearchGetStepDirection - Gets the step direction of the line 10560c52818fSSatish Balay search. 10570c52818fSSatish Balay 10580c52818fSSatish Balay Not Collective 10590c52818fSSatish Balay 10600c52818fSSatish Balay Input Parameter: 10610c52818fSSatish Balay . ls - the TaoLineSearch context 10620c52818fSSatish Balay 10630c52818fSSatish Balay Output Parameter: 10640c52818fSSatish Balay . s - the step direction of the line search 10650c52818fSSatish Balay 10660c52818fSSatish Balay Level: advanced 10670c52818fSSatish Balay @*/ 1068d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s) 1069d71ae5a4SJacob Faibussowitsch { 10700c52818fSSatish Balay PetscFunctionBegin; 10710c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 107297ab8e72SStefano Zampini if (s) *s = ls->stepdirection; 1073*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 10740c52818fSSatish Balay } 10750c52818fSSatish Balay 10760c52818fSSatish Balay /*@ 10770c52818fSSatish Balay TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step. Useful for some minimization algorithms. 10780c52818fSSatish Balay 10790c52818fSSatish Balay Not Collective 10800c52818fSSatish Balay 10810c52818fSSatish Balay Input Parameter: 10820c52818fSSatish Balay . ls - the TaoLineSearch context 10830c52818fSSatish Balay 10840c52818fSSatish Balay Output Parameter: 10850c52818fSSatish Balay . f - the objective value at the full step length 10860c52818fSSatish Balay 10870c52818fSSatish Balay Level: developer 10880c52818fSSatish Balay @*/ 10890c52818fSSatish Balay 1090d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep) 1091d71ae5a4SJacob Faibussowitsch { 10920c52818fSSatish Balay PetscFunctionBegin; 10930c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 10940c52818fSSatish Balay *f_fullstep = ls->f_fullstep; 1095*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 10960c52818fSSatish Balay } 10970c52818fSSatish Balay 10980c52818fSSatish Balay /*@ 10990c52818fSSatish Balay TaoLineSearchSetVariableBounds - Sets the upper and lower bounds. 11000c52818fSSatish Balay 1101c3339decSBarry Smith Logically Collective 11020c52818fSSatish Balay 11030c52818fSSatish Balay Input Parameters: 11040c52818fSSatish Balay + ls - the TaoLineSearch context 11050c52818fSSatish Balay . xl - vector of lower bounds 11060c52818fSSatish Balay - xu - vector of upper bounds 11070c52818fSSatish Balay 11080c52818fSSatish Balay Note: If the variable bounds are not set with this routine, then 1109e270355aSBarry Smith PETSC_NINFINITY and PETSC_INFINITY are assumed 11100c52818fSSatish Balay 11110c52818fSSatish Balay Level: beginner 11120c52818fSSatish Balay 1113db781477SPatrick Sanan .seealso: `TaoSetVariableBounds()`, `TaoLineSearchCreate()` 11140c52818fSSatish Balay @*/ 1115d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls, Vec xl, Vec xu) 1116d71ae5a4SJacob Faibussowitsch { 11170c52818fSSatish Balay PetscFunctionBegin; 11180c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 111976be6f4fSStefano Zampini if (xl) PetscValidHeaderSpecific(xl, VEC_CLASSID, 2); 112076be6f4fSStefano Zampini if (xu) PetscValidHeaderSpecific(xu, VEC_CLASSID, 3); 11219566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)xl)); 11229566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)xu)); 11239566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->lower)); 11249566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->upper)); 11250c52818fSSatish Balay ls->lower = xl; 11260c52818fSSatish Balay ls->upper = xu; 112776be6f4fSStefano Zampini ls->bounded = (PetscBool)(xl || xu); 1128*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 11290c52818fSSatish Balay } 11300c52818fSSatish Balay 11310c52818fSSatish Balay /*@ 11320c52818fSSatish Balay TaoLineSearchSetInitialStepLength - Sets the initial step length of a line 11330c52818fSSatish Balay search. If this value is not set then 1.0 is assumed. 11340c52818fSSatish Balay 1135c3339decSBarry Smith Logically Collective 11360c52818fSSatish Balay 11370c52818fSSatish Balay Input Parameters: 11380c52818fSSatish Balay + ls - the TaoLineSearch context 11390c52818fSSatish Balay - s - the initial step size 11400c52818fSSatish Balay 11410c52818fSSatish Balay Level: intermediate 11420c52818fSSatish Balay 1143db781477SPatrick Sanan .seealso: `TaoLineSearchGetStepLength()`, `TaoLineSearchApply()` 11440c52818fSSatish Balay @*/ 1145d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls, PetscReal s) 1146d71ae5a4SJacob Faibussowitsch { 11470c52818fSSatish Balay PetscFunctionBegin; 11480c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 1149a39c8e28SStefano Zampini PetscValidLogicalCollectiveReal(ls, s, 2); 11500c52818fSSatish Balay ls->initstep = s; 1151*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 11520c52818fSSatish Balay } 11530c52818fSSatish Balay 11540c52818fSSatish Balay /*@ 11550c52818fSSatish Balay TaoLineSearchGetStepLength - Get the current step length 11560c52818fSSatish Balay 11570c52818fSSatish Balay Not Collective 11580c52818fSSatish Balay 11590c52818fSSatish Balay Input Parameters: 11600c52818fSSatish Balay . ls - the TaoLineSearch context 11610c52818fSSatish Balay 11627a7aea1fSJed Brown Output Parameters: 11630c52818fSSatish Balay . s - the current step length 11640c52818fSSatish Balay 11650c52818fSSatish Balay Level: beginner 11660c52818fSSatish Balay 1167db781477SPatrick Sanan .seealso: `TaoLineSearchSetInitialStepLength()`, `TaoLineSearchApply()` 11680c52818fSSatish Balay @*/ 1169d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls, PetscReal *s) 1170d71ae5a4SJacob Faibussowitsch { 11710c52818fSSatish Balay PetscFunctionBegin; 11720c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 11730c52818fSSatish Balay *s = ls->step; 1174*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 11750c52818fSSatish Balay } 11760c52818fSSatish Balay 11770ebee16dSLisandro Dalcin /*@C 11780c52818fSSatish Balay TaoLineSearchRegister - Adds a line-search algorithm to the registry 11790c52818fSSatish Balay 11800c52818fSSatish Balay Not collective 11810c52818fSSatish Balay 11820c52818fSSatish Balay Input Parameters: 11830c52818fSSatish Balay + sname - name of a new user-defined solver 11840c52818fSSatish Balay - func - routine to Create method context 11850c52818fSSatish Balay 11860c52818fSSatish Balay Notes: 11870c52818fSSatish Balay TaoLineSearchRegister() may be called multiple times to add several user-defined solvers. 11880c52818fSSatish Balay 11890c52818fSSatish Balay Sample usage: 11900c52818fSSatish Balay .vb 11910c52818fSSatish Balay TaoLineSearchRegister("my_linesearch",MyLinesearchCreate); 11920c52818fSSatish Balay .ve 11930c52818fSSatish Balay 11940c52818fSSatish Balay Then, your solver can be chosen with the procedural interface via 11950c52818fSSatish Balay $ TaoLineSearchSetType(ls,"my_linesearch") 11960c52818fSSatish Balay or at runtime via the option 11970c52818fSSatish Balay $ -tao_ls_type my_linesearch 11980c52818fSSatish Balay 11990c52818fSSatish Balay Level: developer 12000c52818fSSatish Balay 12010ebee16dSLisandro Dalcin @*/ 1202d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch)) 1203d71ae5a4SJacob Faibussowitsch { 12040c52818fSSatish Balay PetscFunctionBegin; 12059566063dSJacob Faibussowitsch PetscCall(TaoLineSearchInitializePackage()); 12069566063dSJacob Faibussowitsch PetscCall(PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func)); 1207*3ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 12080c52818fSSatish Balay } 12090c52818fSSatish Balay 12100c52818fSSatish Balay /*@C 12110c52818fSSatish Balay TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching 12120c52818fSSatish Balay for all TaoLineSearch options in the database. 12130c52818fSSatish Balay 1214c3339decSBarry Smith Collective 12150c52818fSSatish Balay 12160c52818fSSatish Balay Input Parameters: 12170c52818fSSatish Balay + ls - the TaoLineSearch solver context 12180c52818fSSatish Balay - prefix - the prefix string to prepend to all line search requests 12190c52818fSSatish Balay 12200c52818fSSatish Balay Notes: 12210c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 12220c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 12230c52818fSSatish Balay 12240c52818fSSatish Balay Level: advanced 12250c52818fSSatish Balay 1226db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()` 12270c52818fSSatish Balay @*/ 1228d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[]) 1229d71ae5a4SJacob Faibussowitsch { 1230f06e3bfaSBarry Smith return PetscObjectAppendOptionsPrefix((PetscObject)ls, p); 12310c52818fSSatish Balay } 12320c52818fSSatish Balay 12330c52818fSSatish Balay /*@C 12340c52818fSSatish Balay TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all 12350c52818fSSatish Balay TaoLineSearch options in the database 12360c52818fSSatish Balay 12370c52818fSSatish Balay Not Collective 12380c52818fSSatish Balay 12390c52818fSSatish Balay Input Parameters: 12400c52818fSSatish Balay . ls - the TaoLineSearch context 12410c52818fSSatish Balay 12420c52818fSSatish Balay Output Parameters: 12430c52818fSSatish Balay . prefix - pointer to the prefix string used is returned 12440c52818fSSatish Balay 124595452b02SPatrick Sanan Notes: 124695452b02SPatrick Sanan On the fortran side, the user should pass in a string 'prefix' of 12470c52818fSSatish Balay sufficient length to hold the prefix. 12480c52818fSSatish Balay 12490c52818fSSatish Balay Level: advanced 12500c52818fSSatish Balay 1251db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchAppendOptionsPrefix()` 12520c52818fSSatish Balay @*/ 1253d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[]) 1254d71ae5a4SJacob Faibussowitsch { 1255f06e3bfaSBarry Smith return PetscObjectGetOptionsPrefix((PetscObject)ls, p); 12560c52818fSSatish Balay } 12570c52818fSSatish Balay 12580c52818fSSatish Balay /*@C 12590c52818fSSatish Balay TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all 12600c52818fSSatish Balay TaoLineSearch options in the database. 12610c52818fSSatish Balay 1262c3339decSBarry Smith Logically Collective 12630c52818fSSatish Balay 12640c52818fSSatish Balay Input Parameters: 12650c52818fSSatish Balay + ls - the TaoLineSearch context 12660c52818fSSatish Balay - prefix - the prefix string to prepend to all TAO option requests 12670c52818fSSatish Balay 12680c52818fSSatish Balay Notes: 12690c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 12700c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 12710c52818fSSatish Balay 12720c52818fSSatish Balay For example, to distinguish between the runtime options for two 12730c52818fSSatish Balay different line searches, one could call 12740c52818fSSatish Balay .vb 12750c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls1,"sys1_") 12760c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls2,"sys2_") 12770c52818fSSatish Balay .ve 12780c52818fSSatish Balay 12790c52818fSSatish Balay This would enable use of different options for each system, such as 12800c52818fSSatish Balay .vb 12810c52818fSSatish Balay -sys1_tao_ls_type mt 12820c52818fSSatish Balay -sys2_tao_ls_type armijo 12830c52818fSSatish Balay .ve 12840c52818fSSatish Balay 12850c52818fSSatish Balay Level: advanced 12860c52818fSSatish Balay 1287db781477SPatrick Sanan .seealso: `TaoLineSearchAppendOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()` 12880c52818fSSatish Balay @*/ 12890c52818fSSatish Balay 1290d71ae5a4SJacob Faibussowitsch PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[]) 1291d71ae5a4SJacob Faibussowitsch { 1292f06e3bfaSBarry Smith return PetscObjectSetOptionsPrefix((PetscObject)ls, p); 12930c52818fSSatish Balay } 1294