1ba92ff59SBarry Smith #include <petsctaolinesearch.h> /*I "petsctaolinesearch.h" I*/ 2af0996ceSBarry Smith #include <petsc/private/taolinesearchimpl.h> 30c52818fSSatish Balay 46c23d075SBarry Smith PetscFunctionList TaoLineSearchList = NULL; 50c52818fSSatish Balay 60c52818fSSatish Balay PetscClassId TAOLINESEARCH_CLASSID = 0; 70ebee16dSLisandro Dalcin 80ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Apply; 90ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Eval; 100c52818fSSatish Balay 110c52818fSSatish Balay /*@C 12fe2efc57SMark TaoLineSearchViewFromOptions - View from Options 13fe2efc57SMark 14fe2efc57SMark Collective on TaoLineSearch 15fe2efc57SMark 16fe2efc57SMark Input Parameters: 17fe2efc57SMark + A - the Tao context 18736c3998SJose E. Roman . obj - Optional object 19736c3998SJose E. Roman - name - command line option 20fe2efc57SMark 21fe2efc57SMark Level: intermediate 22db781477SPatrick Sanan .seealso: `TaoLineSearch`, `TaoLineSearchView`, `PetscObjectViewFromOptions()`, `TaoLineSearchCreate()` 23fe2efc57SMark @*/ 249371c9d4SSatish Balay PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch A, PetscObject obj, const char name[]) { 25fe2efc57SMark PetscFunctionBegin; 26fe2efc57SMark PetscValidHeaderSpecific(A, TAOLINESEARCH_CLASSID, 1); 279566063dSJacob Faibussowitsch PetscCall(PetscObjectViewFromOptions((PetscObject)A, obj, name)); 28fe2efc57SMark PetscFunctionReturn(0); 29fe2efc57SMark } 30fe2efc57SMark 31fe2efc57SMark /*@C 320c52818fSSatish Balay TaoLineSearchView - Prints information about the TaoLineSearch 330c52818fSSatish Balay 340c52818fSSatish Balay Collective on TaoLineSearch 350c52818fSSatish Balay 360c52818fSSatish Balay InputParameters: 37441846f8SBarry Smith + ls - the Tao context 380c52818fSSatish Balay - viewer - visualization context 390c52818fSSatish Balay 400c52818fSSatish Balay Options Database Key: 410c52818fSSatish Balay . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search 420c52818fSSatish Balay 430c52818fSSatish Balay Notes: 440c52818fSSatish Balay The available visualization contexts include 450c52818fSSatish Balay + PETSC_VIEWER_STDOUT_SELF - standard output (default) 460c52818fSSatish Balay - PETSC_VIEWER_STDOUT_WORLD - synchronized standard 470c52818fSSatish Balay output where only the first processor opens 480c52818fSSatish Balay the file. All other processors send their 490c52818fSSatish Balay data to the first processor to print. 500c52818fSSatish Balay 510c52818fSSatish Balay Level: beginner 520c52818fSSatish Balay 53db781477SPatrick Sanan .seealso: `PetscViewerASCIIOpen()` 540c52818fSSatish Balay @*/ 550c52818fSSatish Balay 569371c9d4SSatish Balay PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer) { 570c52818fSSatish Balay PetscBool isascii, isstring; 58dedfbcbeSJed Brown TaoLineSearchType type; 59f06e3bfaSBarry Smith 600c52818fSSatish Balay PetscFunctionBegin; 610c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 62*48a46eb9SPierre Jolivet if (!viewer) PetscCall(PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer)); 630c52818fSSatish Balay PetscValidHeaderSpecific(viewer, PETSC_VIEWER_CLASSID, 2); 640c52818fSSatish Balay PetscCheckSameComm(ls, 1, viewer, 2); 650c52818fSSatish Balay 669566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); 679566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERSTRING, &isstring)); 680c52818fSSatish Balay if (isascii) { 699566063dSJacob Faibussowitsch PetscCall(PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer)); 709566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(viewer)); 71dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, view, viewer); 729566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(viewer)); 739566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPushTab(viewer)); 7463a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "maximum function evaluations=%" PetscInt_FMT "\n", ls->max_funcs)); 759566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "tolerances: ftol=%g, rtol=%g, gtol=%g\n", (double)ls->ftol, (double)ls->rtol, (double)ls->gtol)); 7663a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "total number of function evaluations=%" PetscInt_FMT "\n", ls->nfeval)); 7763a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "total number of gradient evaluations=%" PetscInt_FMT "\n", ls->ngeval)); 7863a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "total number of function/gradient evaluations=%" PetscInt_FMT "\n", ls->nfgeval)); 790c52818fSSatish Balay 80*48a46eb9SPierre Jolivet if (ls->bounded) PetscCall(PetscViewerASCIIPrintf(viewer, "using variable bounds\n")); 819566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "Termination reason: %d\n", (int)ls->reason)); 829566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPopTab(viewer)); 830c52818fSSatish Balay } else if (isstring) { 849566063dSJacob Faibussowitsch PetscCall(TaoLineSearchGetType(ls, &type)); 859566063dSJacob Faibussowitsch PetscCall(PetscViewerStringSPrintf(viewer, " %-3.3s", type)); 860c52818fSSatish Balay } 870c52818fSSatish Balay PetscFunctionReturn(0); 880c52818fSSatish Balay } 890c52818fSSatish Balay 900c52818fSSatish Balay /*@C 910c52818fSSatish Balay TaoLineSearchCreate - Creates a TAO Line Search object. Algorithms in TAO that use 920c52818fSSatish Balay line-searches will automatically create one. 930c52818fSSatish Balay 94d083f849SBarry Smith Collective 950c52818fSSatish Balay 960c52818fSSatish Balay Input Parameter: 970c52818fSSatish Balay . comm - MPI communicator 980c52818fSSatish Balay 990c52818fSSatish Balay Output Parameter: 1000c52818fSSatish Balay . newls - the new TaoLineSearch context 1010c52818fSSatish Balay 1020c52818fSSatish Balay Available methods include: 103147403d9SBarry Smith + more-thuente - the More-Thuente method 104147403d9SBarry Smith . gpcg - the GPCG method 1050c52818fSSatish Balay - unit - Do not perform any line search 1060c52818fSSatish Balay 1070c52818fSSatish Balay Options Database Keys: 1080c52818fSSatish Balay . -tao_ls_type - select which method TAO should use 1090c52818fSSatish Balay 1100c52818fSSatish Balay Level: beginner 1110c52818fSSatish Balay 112db781477SPatrick Sanan .seealso: `TaoLineSearchSetType()`, `TaoLineSearchApply()`, `TaoLineSearchDestroy()` 1130c52818fSSatish Balay @*/ 1140c52818fSSatish Balay 1159371c9d4SSatish Balay PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls) { 1160c52818fSSatish Balay TaoLineSearch ls; 1170c52818fSSatish Balay 1180c52818fSSatish Balay PetscFunctionBegin; 1190c52818fSSatish Balay PetscValidPointer(newls, 2); 1209566063dSJacob Faibussowitsch PetscCall(TaoLineSearchInitializePackage()); 1210c52818fSSatish Balay 1229566063dSJacob Faibussowitsch PetscCall(PetscHeaderCreate(ls, TAOLINESEARCH_CLASSID, "TaoLineSearch", "Linesearch", "Tao", comm, TaoLineSearchDestroy, TaoLineSearchView)); 1230c52818fSSatish Balay ls->max_funcs = 30; 1240c52818fSSatish Balay ls->ftol = 0.0001; 1250c52818fSSatish Balay ls->gtol = 0.9; 1266f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 1276f4723b1SBarry Smith ls->rtol = 1.0e-5; 1286f4723b1SBarry Smith #else 1290c52818fSSatish Balay ls->rtol = 1.0e-10; 1306f4723b1SBarry Smith #endif 1310c52818fSSatish Balay ls->stepmin = 1.0e-20; 1320c52818fSSatish Balay ls->stepmax = 1.0e+20; 1330c52818fSSatish Balay ls->step = 1.0; 134a39c8e28SStefano Zampini ls->initstep = 1.0; 1350c52818fSSatish Balay *newls = ls; 1360c52818fSSatish Balay PetscFunctionReturn(0); 1370c52818fSSatish Balay } 1380c52818fSSatish Balay 1390c52818fSSatish Balay /*@ 1400c52818fSSatish Balay TaoLineSearchSetUp - Sets up the internal data structures for the later use 1410c52818fSSatish Balay of a Tao solver 1420c52818fSSatish Balay 1430c52818fSSatish Balay Collective on ls 1440c52818fSSatish Balay 1450c52818fSSatish Balay Input Parameters: 1460c52818fSSatish Balay . ls - the TaoLineSearch context 1470c52818fSSatish Balay 1480c52818fSSatish Balay Notes: 1490c52818fSSatish Balay The user will not need to explicitly call TaoLineSearchSetUp(), as it will 1500c52818fSSatish Balay automatically be called in TaoLineSearchSolve(). However, if the user 1510c52818fSSatish Balay desires to call it explicitly, it should come after TaoLineSearchCreate() 1520c52818fSSatish Balay but before TaoLineSearchApply(). 1530c52818fSSatish Balay 1540c52818fSSatish Balay Level: developer 1550c52818fSSatish Balay 156db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()` 1570c52818fSSatish Balay @*/ 1580c52818fSSatish Balay 1599371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls) { 1608caf6e8cSBarry Smith const char *default_type = TAOLINESEARCHMT; 1610c52818fSSatish Balay PetscBool flg; 162f06e3bfaSBarry Smith 1630c52818fSSatish Balay PetscFunctionBegin; 1640c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 1650c52818fSSatish Balay if (ls->setupcalled) PetscFunctionReturn(0); 166*48a46eb9SPierre Jolivet if (!((PetscObject)ls)->type_name) PetscCall(TaoLineSearchSetType(ls, default_type)); 167dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, setup); 1680c52818fSSatish Balay if (ls->usetaoroutines) { 1699566063dSJacob Faibussowitsch PetscCall(TaoIsObjectiveDefined(ls->tao, &flg)); 1700c52818fSSatish Balay ls->hasobjective = flg; 1719566063dSJacob Faibussowitsch PetscCall(TaoIsGradientDefined(ls->tao, &flg)); 1720c52818fSSatish Balay ls->hasgradient = flg; 1739566063dSJacob Faibussowitsch PetscCall(TaoIsObjectiveAndGradientDefined(ls->tao, &flg)); 1740c52818fSSatish Balay ls->hasobjectiveandgradient = flg; 1750c52818fSSatish Balay } else { 1760c52818fSSatish Balay if (ls->ops->computeobjective) { 1770c52818fSSatish Balay ls->hasobjective = PETSC_TRUE; 1780c52818fSSatish Balay } else { 1790c52818fSSatish Balay ls->hasobjective = PETSC_FALSE; 1800c52818fSSatish Balay } 1810c52818fSSatish Balay if (ls->ops->computegradient) { 1820c52818fSSatish Balay ls->hasgradient = PETSC_TRUE; 1830c52818fSSatish Balay } else { 1840c52818fSSatish Balay ls->hasgradient = PETSC_FALSE; 1850c52818fSSatish Balay } 1860c52818fSSatish Balay if (ls->ops->computeobjectiveandgradient) { 1870c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_TRUE; 1880c52818fSSatish Balay } else { 1890c52818fSSatish Balay ls->hasobjectiveandgradient = PETSC_FALSE; 1900c52818fSSatish Balay } 1910c52818fSSatish Balay } 1920c52818fSSatish Balay ls->setupcalled = PETSC_TRUE; 1930c52818fSSatish Balay PetscFunctionReturn(0); 1940c52818fSSatish Balay } 1950c52818fSSatish Balay 1960c52818fSSatish Balay /*@ 1970c52818fSSatish Balay TaoLineSearchReset - Some line searches may carry state information 1980c52818fSSatish Balay from one TaoLineSearchApply() to the next. This function resets this 1990c52818fSSatish Balay state information. 2000c52818fSSatish Balay 2010c52818fSSatish Balay Collective on TaoLineSearch 2020c52818fSSatish Balay 2030c52818fSSatish Balay Input Parameter: 2040c52818fSSatish Balay . ls - the TaoLineSearch context 2050c52818fSSatish Balay 2060c52818fSSatish Balay Level: developer 2070c52818fSSatish Balay 208db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchApply()` 2090c52818fSSatish Balay @*/ 2109371c9d4SSatish Balay PetscErrorCode TaoLineSearchReset(TaoLineSearch ls) { 2110c52818fSSatish Balay PetscFunctionBegin; 2120c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 213dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, reset); 2140c52818fSSatish Balay PetscFunctionReturn(0); 2150c52818fSSatish Balay } 216f06e3bfaSBarry Smith 2170c52818fSSatish Balay /*@ 2180c52818fSSatish Balay TaoLineSearchDestroy - Destroys the TAO context that was created with 2190c52818fSSatish Balay TaoLineSearchCreate() 2200c52818fSSatish Balay 2210c52818fSSatish Balay Collective on TaoLineSearch 2220c52818fSSatish Balay 2237a7aea1fSJed Brown Input Parameter: 2240c52818fSSatish Balay . ls - the TaoLineSearch context 2250c52818fSSatish Balay 2260c52818fSSatish Balay Level: beginner 2270c52818fSSatish Balay 2280c52818fSSatish Balay .seealse: TaoLineSearchCreate(), TaoLineSearchSolve() 2290c52818fSSatish Balay @*/ 2309371c9d4SSatish Balay PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls) { 2310c52818fSSatish Balay PetscFunctionBegin; 2320c52818fSSatish Balay if (!*ls) PetscFunctionReturn(0); 2330c52818fSSatish Balay PetscValidHeaderSpecific(*ls, TAOLINESEARCH_CLASSID, 1); 2349371c9d4SSatish Balay if (--((PetscObject)*ls)->refct > 0) { 2359371c9d4SSatish Balay *ls = NULL; 2369371c9d4SSatish Balay PetscFunctionReturn(0); 2379371c9d4SSatish Balay } 2389566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->stepdirection)); 2399566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->start_x)); 2409566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->upper)); 2419566063dSJacob Faibussowitsch PetscCall(VecDestroy(&(*ls)->lower)); 242*48a46eb9SPierre Jolivet if ((*ls)->ops->destroy) PetscCall((*(*ls)->ops->destroy)(*ls)); 243*48a46eb9SPierre Jolivet if ((*ls)->usemonitor) PetscCall(PetscViewerDestroy(&(*ls)->viewer)); 2449566063dSJacob Faibussowitsch PetscCall(PetscHeaderDestroy(ls)); 2450c52818fSSatish Balay PetscFunctionReturn(0); 2460c52818fSSatish Balay } 2470c52818fSSatish Balay 2480c52818fSSatish Balay /*@ 2490c52818fSSatish Balay TaoLineSearchApply - Performs a line-search in a given step direction. Criteria for acceptable step length depends on the line-search algorithm chosen 2500c52818fSSatish Balay 2510c52818fSSatish Balay Collective on TaoLineSearch 2520c52818fSSatish Balay 2530c52818fSSatish Balay Input Parameters: 254441846f8SBarry Smith + ls - the Tao context 2550c52818fSSatish Balay - s - search direction 2560c52818fSSatish Balay 2576b867d5aSJose E. Roman Input/Output Parameters: 2586b867d5aSJose E. Roman 2590c52818fSSatish Balay Output Parameters: 260f1a722f8SMatthew G. Knepley + x - On input the current solution, on output x contains the new solution determined by the line search 261f1a722f8SMatthew G. Knepley . f - On input the objective function value at current solution, on output contains the objective function value at new solution 262f1a722f8SMatthew G. Knepley . g - On input the gradient evaluated at x, on output contains the gradient at new solution 263f1a722f8SMatthew G. Knepley . steplength - scalar multiplier of s used ( x = x0 + steplength * x) 2640c52818fSSatish Balay - reason - reason why the line-search stopped 2650c52818fSSatish Balay 26697bb3fdcSJose E. Roman Notes: 2670c52818fSSatish Balay reason will be set to one of: 2680c52818fSSatish Balay 2690c52818fSSatish Balay + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 2700c52818fSSatish Balay . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 2710c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 2720c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 2730c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 2740c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 2750c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 2760c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 2770c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 2780c52818fSSatish Balay - TAOLINESEARCH_SUCCESS - successful line search 2790c52818fSSatish Balay 2800c52818fSSatish Balay The algorithm developer must set up the TaoLineSearch with calls to 281441846f8SBarry Smith TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines() 2820c52818fSSatish Balay 2830c52818fSSatish Balay You may or may not need to follow this with a call to 2840c52818fSSatish Balay TaoAddLineSearchCounts(), depending on whether you want these 2850c52818fSSatish Balay evaluations to count toward the total function/gradient evaluations. 2860c52818fSSatish Balay 2870c52818fSSatish Balay Level: beginner 2880c52818fSSatish Balay 289db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetType()`, `TaoLineSearchSetInitialStepLength()`, `TaoAddLineSearchCounts()` 2900c52818fSSatish Balay @*/ 2910c52818fSSatish Balay 2929371c9d4SSatish Balay PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason) { 2930c52818fSSatish Balay PetscInt low1, low2, low3, high1, high2, high3; 2940c52818fSSatish Balay 2950c52818fSSatish Balay PetscFunctionBegin; 2960c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 2970c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 2983f6ba705SLisandro Dalcin PetscValidRealPointer(f, 3); 2990c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 4); 3000c52818fSSatish Balay PetscValidHeaderSpecific(s, VEC_CLASSID, 5); 3010c52818fSSatish Balay PetscValidPointer(reason, 7); 3020c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 3030c52818fSSatish Balay PetscCheckSameTypeAndComm(x, 2, g, 4); 3040c52818fSSatish Balay PetscCheckSameTypeAndComm(x, 2, s, 5); 3059566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(x, &low1, &high1)); 3069566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(g, &low2, &high2)); 3079566063dSJacob Faibussowitsch PetscCall(VecGetOwnershipRange(s, &low3, &high3)); 3083c859ba3SBarry Smith PetscCheck(low1 == low2 && low1 == low3 && high1 == high2 && high1 == high3, PETSC_COMM_SELF, PETSC_ERR_ARG_SIZ, "Incompatible vector local lengths"); 3090c52818fSSatish Balay 31097ab8e72SStefano Zampini *reason = TAOLINESEARCH_CONTINUE_ITERATING; 3119566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)s)); 3129566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->stepdirection)); 313050fc7a3SBarry Smith ls->stepdirection = s; 3140c52818fSSatish Balay 3159566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetUp(ls)); 3160c52818fSSatish Balay ls->nfeval = 0; 3170c52818fSSatish Balay ls->ngeval = 0; 3180c52818fSSatish Balay ls->nfgeval = 0; 3190c52818fSSatish Balay /* Check parameter values */ 3200c52818fSSatish Balay if (ls->ftol < 0.0) { 3219566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: ftol (%g) < 0\n", (double)ls->ftol)); 3220c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3230c52818fSSatish Balay } 3240c52818fSSatish Balay if (ls->rtol < 0.0) { 3259566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: rtol (%g) < 0\n", (double)ls->rtol)); 3260c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3270c52818fSSatish Balay } 3280c52818fSSatish Balay if (ls->gtol < 0.0) { 3299566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: gtol (%g) < 0\n", (double)ls->gtol)); 3300c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3310c52818fSSatish Balay } 3320c52818fSSatish Balay if (ls->stepmin < 0.0) { 3339566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: stepmin (%g) < 0\n", (double)ls->stepmin)); 3340c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3350c52818fSSatish Balay } 3360c52818fSSatish Balay if (ls->stepmax < ls->stepmin) { 3379566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n", (double)ls->stepmin, (double)ls->stepmax)); 3380c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3390c52818fSSatish Balay } 3400c52818fSSatish Balay if (ls->max_funcs < 0) { 3419566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Bad Line Search Parameter: max_funcs (%" PetscInt_FMT ") < 0\n", ls->max_funcs)); 3420c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_BADPARAMETER; 3430c52818fSSatish Balay } 3440c52818fSSatish Balay if (PetscIsInfOrNanReal(*f)) { 3459566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "Initial Line Search Function Value is Inf or Nan (%g)\n", (double)*f)); 3460c52818fSSatish Balay *reason = TAOLINESEARCH_FAILED_INFORNAN; 3470c52818fSSatish Balay } 3480c52818fSSatish Balay 3499566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)x)); 3509566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->start_x)); 3510c52818fSSatish Balay ls->start_x = x; 352050fc7a3SBarry Smith 3539566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Apply, ls, 0, 0, 0)); 354dbbe0bcdSBarry Smith PetscUseTypeMethod(ls, apply, x, f, g, s); 3559566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0, 0, 0)); 3560c52818fSSatish Balay *reason = ls->reason; 3570c52818fSSatish Balay ls->new_f = *f; 3580c52818fSSatish Balay 35997ab8e72SStefano Zampini if (steplength) *steplength = ls->step; 3600c52818fSSatish Balay 3619566063dSJacob Faibussowitsch PetscCall(TaoLineSearchViewFromOptions(ls, NULL, "-tao_ls_view")); 3620c52818fSSatish Balay PetscFunctionReturn(0); 3630c52818fSSatish Balay } 3640c52818fSSatish Balay 3650c52818fSSatish Balay /*@C 3660c52818fSSatish Balay TaoLineSearchSetType - Sets the algorithm used in a line search 3670c52818fSSatish Balay 3680c52818fSSatish Balay Collective on TaoLineSearch 3690c52818fSSatish Balay 3700c52818fSSatish Balay Input Parameters: 3710c52818fSSatish Balay + ls - the TaoLineSearch context 372820824deSAlp Dener - type - the TaoLineSearchType selection 3730c52818fSSatish Balay 3740c52818fSSatish Balay Available methods include: 375820824deSAlp Dener + more-thuente - line search with a cubic model enforcing the strong Wolfe/curvature condition 376820824deSAlp Dener . armijo - simple backtracking line search enforcing only the sufficient decrease condition 377820824deSAlp Dener - unit - do not perform a line search and always accept unit step length 3780c52818fSSatish Balay 3790c52818fSSatish Balay Options Database Keys: 380820824deSAlp Dener . -tao_ls_type <more-thuente, armijo, unit> - select which method TAO should use at runtime 3810c52818fSSatish Balay 3820c52818fSSatish Balay Level: beginner 3830c52818fSSatish Balay 384db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchGetType()`, `TaoLineSearchApply()` 3850c52818fSSatish Balay 3860c52818fSSatish Balay @*/ 3870c52818fSSatish Balay 3889371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type) { 3890c52818fSSatish Balay PetscErrorCode (*r)(TaoLineSearch); 3900c52818fSSatish Balay PetscBool flg; 3910c52818fSSatish Balay 3920c52818fSSatish Balay PetscFunctionBegin; 3930c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 3940c52818fSSatish Balay PetscValidCharPointer(type, 2); 3959566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)ls, type, &flg)); 3960c52818fSSatish Balay if (flg) PetscFunctionReturn(0); 3970c52818fSSatish Balay 3989566063dSJacob Faibussowitsch PetscCall(PetscFunctionListFind(TaoLineSearchList, type, (void (**)(void)) & r)); 3993c859ba3SBarry Smith PetscCheck(r, PetscObjectComm((PetscObject)ls), PETSC_ERR_ARG_UNKNOWN_TYPE, "Unable to find requested TaoLineSearch type %s", type); 400dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, destroy); 4010c52818fSSatish Balay ls->max_funcs = 30; 4020c52818fSSatish Balay ls->ftol = 0.0001; 4030c52818fSSatish Balay ls->gtol = 0.9; 4046f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 4056f4723b1SBarry Smith ls->rtol = 1.0e-5; 4066f4723b1SBarry Smith #else 4070c52818fSSatish Balay ls->rtol = 1.0e-10; 4086f4723b1SBarry Smith #endif 4090c52818fSSatish Balay ls->stepmin = 1.0e-20; 4100c52818fSSatish Balay ls->stepmax = 1.0e+20; 4110c52818fSSatish Balay 4120c52818fSSatish Balay ls->nfeval = 0; 4130c52818fSSatish Balay ls->ngeval = 0; 4140c52818fSSatish Balay ls->nfgeval = 0; 41583c8fe1dSLisandro Dalcin ls->ops->setup = NULL; 41683c8fe1dSLisandro Dalcin ls->ops->apply = NULL; 41783c8fe1dSLisandro Dalcin ls->ops->view = NULL; 41883c8fe1dSLisandro Dalcin ls->ops->setfromoptions = NULL; 41983c8fe1dSLisandro Dalcin ls->ops->destroy = NULL; 4200c52818fSSatish Balay ls->setupcalled = PETSC_FALSE; 4219566063dSJacob Faibussowitsch PetscCall((*r)(ls)); 4229566063dSJacob Faibussowitsch PetscCall(PetscObjectChangeTypeName((PetscObject)ls, type)); 4230c52818fSSatish Balay PetscFunctionReturn(0); 4240c52818fSSatish Balay } 4250c52818fSSatish Balay 4262a0dac07SAlp Dener /*@C 4272a0dac07SAlp Dener TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the 4282a0dac07SAlp Dener iteration number, step length, and function value before calling the implementation 4292a0dac07SAlp Dener specific monitor. 4302a0dac07SAlp Dener 4312a0dac07SAlp Dener Input Parameters: 4322a0dac07SAlp Dener + ls - the TaoLineSearch context 4332a0dac07SAlp Dener . its - the current iterate number (>=0) 4342a0dac07SAlp Dener . f - the current objective function value 4352a0dac07SAlp Dener - step - the step length 4362a0dac07SAlp Dener 4372a0dac07SAlp Dener Options Database Key: 4382a0dac07SAlp Dener . -tao_ls_monitor - Use the default monitor, which prints statistics to standard output 4392a0dac07SAlp Dener 4402a0dac07SAlp Dener Level: developer 4412a0dac07SAlp Dener 4422a0dac07SAlp Dener @*/ 4439371c9d4SSatish Balay PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step) { 4442a0dac07SAlp Dener PetscInt tabs; 4452a0dac07SAlp Dener 4462a0dac07SAlp Dener PetscFunctionBegin; 4472a0dac07SAlp Dener PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 4482a0dac07SAlp Dener if (ls->usemonitor) { 4499566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIGetTab(ls->viewer, &tabs)); 4509566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel)); 45163a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, "%3" PetscInt_FMT " LS", its)); 4529566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, " Function value: %g,", (double)f)); 4539566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(ls->viewer, " Step length: %g\n", (double)step)); 4542a0dac07SAlp Dener if (ls->ops->monitor && its > 0) { 4559566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3)); 456dbbe0bcdSBarry Smith PetscUseTypeMethod(ls, monitor); 4572a0dac07SAlp Dener } 4589566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISetTab(ls->viewer, tabs)); 4592a0dac07SAlp Dener } 4602a0dac07SAlp Dener PetscFunctionReturn(0); 4612a0dac07SAlp Dener } 4622a0dac07SAlp Dener 4630c52818fSSatish Balay /*@ 4640c52818fSSatish Balay TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user 4650c52818fSSatish Balay options. 4660c52818fSSatish Balay 4670c52818fSSatish Balay Collective on TaoLineSearch 4680c52818fSSatish Balay 46901d2d390SJose E. Roman Input Parameter: 4700c52818fSSatish Balay . ls - the TaoLineSearch context 4710c52818fSSatish Balay 4720c52818fSSatish Balay Options Database Keys: 4730c52818fSSatish Balay + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit) 4740c52818fSSatish Balay . -tao_ls_ftol <tol> - tolerance for sufficient decrease 4750c52818fSSatish Balay . -tao_ls_gtol <tol> - tolerance for curvature condition 4760c52818fSSatish Balay . -tao_ls_rtol <tol> - relative tolerance for acceptable step 477a39c8e28SStefano Zampini . -tao_ls_stepinit <step> - initial steplength allowed 4780c52818fSSatish Balay . -tao_ls_stepmin <step> - minimum steplength allowed 4790c52818fSSatish Balay . -tao_ls_stepmax <step> - maximum steplength allowed 4800c52818fSSatish Balay . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed 4810c52818fSSatish Balay - -tao_ls_view - display line-search results to standard output 4820c52818fSSatish Balay 4830c52818fSSatish Balay Level: beginner 4840c52818fSSatish Balay @*/ 4859371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls) { 4868caf6e8cSBarry Smith const char *default_type = TAOLINESEARCHMT; 4872a0dac07SAlp Dener char type[256], monfilename[PETSC_MAX_PATH_LEN]; 4882a0dac07SAlp Dener PetscViewer monviewer; 4890c52818fSSatish Balay PetscBool flg; 490f06e3bfaSBarry Smith 4910c52818fSSatish Balay PetscFunctionBegin; 4920c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 493d0609cedSBarry Smith PetscObjectOptionsBegin((PetscObject)ls); 4949371c9d4SSatish Balay if (((PetscObject)ls)->type_name) { default_type = ((PetscObject)ls)->type_name; } 4950c52818fSSatish Balay /* Check for type from options */ 4969566063dSJacob Faibussowitsch PetscCall(PetscOptionsFList("-tao_ls_type", "Tao Line Search type", "TaoLineSearchSetType", TaoLineSearchList, default_type, type, 256, &flg)); 4970c52818fSSatish Balay if (flg) { 4989566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(ls, type)); 4990c52818fSSatish Balay } else if (!((PetscObject)ls)->type_name) { 5009566063dSJacob Faibussowitsch PetscCall(TaoLineSearchSetType(ls, default_type)); 5010c52818fSSatish Balay } 5020c52818fSSatish Balay 5039566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-tao_ls_max_funcs", "max function evals in line search", "", ls->max_funcs, &ls->max_funcs, NULL)); 5049566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_ftol", "tol for sufficient decrease", "", ls->ftol, &ls->ftol, NULL)); 5059566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_gtol", "tol for curvature condition", "", ls->gtol, &ls->gtol, NULL)); 5069566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_rtol", "relative tol for acceptable step", "", ls->rtol, &ls->rtol, NULL)); 5079566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_stepmin", "lower bound for step", "", ls->stepmin, &ls->stepmin, NULL)); 5089566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-tao_ls_stepmax", "upper bound for step", "", ls->stepmax, &ls->stepmax, NULL)); 509a39c8e28SStefano Zampini PetscCall(PetscOptionsReal("-tao_ls_stepinit", "initial step", "", ls->initstep, &ls->initstep, NULL)); 5109566063dSJacob Faibussowitsch PetscCall(PetscOptionsString("-tao_ls_monitor", "enable the basic monitor", "TaoLineSearchSetMonitor", "stdout", monfilename, sizeof(monfilename), &flg)); 5112a0dac07SAlp Dener if (flg) { 5129566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls), monfilename, &monviewer)); 5132a0dac07SAlp Dener ls->viewer = monviewer; 5142a0dac07SAlp Dener ls->usemonitor = PETSC_TRUE; 5152a0dac07SAlp Dener } 516dbbe0bcdSBarry Smith PetscTryTypeMethod(ls, setfromoptions, PetscOptionsObject); 517d0609cedSBarry Smith PetscOptionsEnd(); 5180c52818fSSatish Balay PetscFunctionReturn(0); 5190c52818fSSatish Balay } 5200c52818fSSatish Balay 5210c52818fSSatish Balay /*@C 5220c52818fSSatish Balay TaoLineSearchGetType - Gets the current line search algorithm 5230c52818fSSatish Balay 5240c52818fSSatish Balay Not Collective 5250c52818fSSatish Balay 5260c52818fSSatish Balay Input Parameter: 5270c52818fSSatish Balay . ls - the TaoLineSearch context 5280c52818fSSatish Balay 529fd292e60Sprj- Output Parameter: 5300c52818fSSatish Balay . type - the line search algorithm in effect 5310c52818fSSatish Balay 5320c52818fSSatish Balay Level: developer 5330c52818fSSatish Balay 5340c52818fSSatish Balay @*/ 5359371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type) { 5360c52818fSSatish Balay PetscFunctionBegin; 5370c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 5380c52818fSSatish Balay PetscValidPointer(type, 2); 5390c52818fSSatish Balay *type = ((PetscObject)ls)->type_name; 5400c52818fSSatish Balay PetscFunctionReturn(0); 5410c52818fSSatish Balay } 5420c52818fSSatish Balay 5430c52818fSSatish Balay /*@ 5440c52818fSSatish Balay TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation 5450c52818fSSatish Balay routines used by the line search in last application (not cumulative). 5460c52818fSSatish Balay 5470c52818fSSatish Balay Not Collective 5480c52818fSSatish Balay 5490c52818fSSatish Balay Input Parameter: 5500c52818fSSatish Balay . ls - the TaoLineSearch context 5510c52818fSSatish Balay 5520c52818fSSatish Balay Output Parameters: 5530c52818fSSatish Balay + nfeval - number of function evaluations 5540c52818fSSatish Balay . ngeval - number of gradient evaluations 5550c52818fSSatish Balay - nfgeval - number of function/gradient evaluations 5560c52818fSSatish Balay 5570c52818fSSatish Balay Level: intermediate 5580c52818fSSatish Balay 5590c52818fSSatish Balay Note: 560441846f8SBarry Smith If the line search is using the Tao objective and gradient 561441846f8SBarry Smith routines directly (see TaoLineSearchUseTaoRoutines()), then TAO 5620c52818fSSatish Balay is already counting the number of evaluations. 5630c52818fSSatish Balay 5640c52818fSSatish Balay @*/ 5659371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval) { 5660c52818fSSatish Balay PetscFunctionBegin; 5670c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 5680c52818fSSatish Balay *nfeval = ls->nfeval; 5690c52818fSSatish Balay *ngeval = ls->ngeval; 5700c52818fSSatish Balay *nfgeval = ls->nfgeval; 5710c52818fSSatish Balay PetscFunctionReturn(0); 5720c52818fSSatish Balay } 5730c52818fSSatish Balay 5740c52818fSSatish Balay /*@ 575441846f8SBarry Smith TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using 576441846f8SBarry Smith Tao evaluation routines. 5770c52818fSSatish Balay 5780c52818fSSatish Balay Not Collective 5790c52818fSSatish Balay 5800c52818fSSatish Balay Input Parameter: 5810c52818fSSatish Balay . ls - the TaoLineSearch context 5820c52818fSSatish Balay 5830c52818fSSatish Balay Output Parameter: 584441846f8SBarry Smith . flg - PETSC_TRUE if the line search is using Tao evaluation routines, 5850c52818fSSatish Balay otherwise PETSC_FALSE 5860c52818fSSatish Balay 5870c52818fSSatish Balay Level: developer 5880c52818fSSatish Balay @*/ 5899371c9d4SSatish Balay PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg) { 5900c52818fSSatish Balay PetscFunctionBegin; 5910c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 592f06e3bfaSBarry Smith *flg = ls->usetaoroutines; 5930c52818fSSatish Balay PetscFunctionReturn(0); 5940c52818fSSatish Balay } 5950c52818fSSatish Balay 5960c52818fSSatish Balay /*@C 5970c52818fSSatish Balay TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search 5980c52818fSSatish Balay 5990c52818fSSatish Balay Logically Collective on TaoLineSearch 6000c52818fSSatish Balay 601d8d19677SJose E. Roman Input Parameters: 6020c52818fSSatish Balay + ls - the TaoLineSearch context 6030c52818fSSatish Balay . func - the objective function evaluation routine 6040c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6050c52818fSSatish Balay 6060c52818fSSatish Balay Calling sequence of func: 6070c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx); 6080c52818fSSatish Balay 6090c52818fSSatish Balay + x - input vector 6100c52818fSSatish Balay . f - function value 6110c52818fSSatish Balay - ctx (optional) user-defined context 6120c52818fSSatish Balay 6130c52818fSSatish Balay Level: beginner 6140c52818fSSatish Balay 6150c52818fSSatish Balay Note: 6160c52818fSSatish Balay Use this routine only if you want the line search objective 617441846f8SBarry Smith evaluation routine to be different from the Tao's objective 6180c52818fSSatish Balay evaluation routine. If you use this routine you must also set 6190c52818fSSatish Balay the line search gradient and/or function/gradient routine. 6200c52818fSSatish Balay 6210c52818fSSatish Balay Note: 6220c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 6230c52818fSSatish Balay line search, application programmers should be wary of overriding the 6240c52818fSSatish Balay default objective routine. 6250c52818fSSatish Balay 626db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 6270c52818fSSatish Balay @*/ 6289371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, PetscReal *, void *), void *ctx) { 6290c52818fSSatish Balay PetscFunctionBegin; 6300c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 6310c52818fSSatish Balay 6320c52818fSSatish Balay ls->ops->computeobjective = func; 6330c52818fSSatish Balay if (ctx) ls->userctx_func = ctx; 6340c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 6350c52818fSSatish Balay PetscFunctionReturn(0); 6360c52818fSSatish Balay } 6370c52818fSSatish Balay 6380c52818fSSatish Balay /*@C 6390c52818fSSatish Balay TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search 6400c52818fSSatish Balay 6410c52818fSSatish Balay Logically Collective on TaoLineSearch 6420c52818fSSatish Balay 643d8d19677SJose E. Roman Input Parameters: 6440c52818fSSatish Balay + ls - the TaoLineSearch context 6450c52818fSSatish Balay . func - the gradient evaluation routine 6460c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6470c52818fSSatish Balay 6480c52818fSSatish Balay Calling sequence of func: 6490c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, Vec g, void *ctx); 6500c52818fSSatish Balay 6510c52818fSSatish Balay + x - input vector 6520c52818fSSatish Balay . g - gradient vector 6530c52818fSSatish Balay - ctx (optional) user-defined context 6540c52818fSSatish Balay 6550c52818fSSatish Balay Level: beginner 6560c52818fSSatish Balay 6570c52818fSSatish Balay Note: 6580c52818fSSatish Balay Use this routine only if you want the line search gradient 659441846f8SBarry Smith evaluation routine to be different from the Tao's gradient 6600c52818fSSatish Balay evaluation routine. If you use this routine you must also set 6610c52818fSSatish Balay the line search function and/or function/gradient routine. 6620c52818fSSatish Balay 6630c52818fSSatish Balay Note: 6640c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own gradient routine for the 6650c52818fSSatish Balay line search, application programmers should be wary of overriding the 6660c52818fSSatish Balay default gradient routine. 6670c52818fSSatish Balay 668db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetObjectiveAndGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 6690c52818fSSatish Balay @*/ 6709371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, Vec g, void *), void *ctx) { 6710c52818fSSatish Balay PetscFunctionBegin; 6720c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 6730c52818fSSatish Balay ls->ops->computegradient = func; 6740c52818fSSatish Balay if (ctx) ls->userctx_grad = ctx; 6750c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 6760c52818fSSatish Balay PetscFunctionReturn(0); 6770c52818fSSatish Balay } 6780c52818fSSatish Balay 6790c52818fSSatish Balay /*@C 6800c52818fSSatish Balay TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search 6810c52818fSSatish Balay 6820c52818fSSatish Balay Logically Collective on TaoLineSearch 6830c52818fSSatish Balay 684d8d19677SJose E. Roman Input Parameters: 6850c52818fSSatish Balay + ls - the TaoLineSearch context 6860c52818fSSatish Balay . func - the objective and gradient evaluation routine 6870c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 6880c52818fSSatish Balay 6890c52818fSSatish Balay Calling sequence of func: 6900c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx); 6910c52818fSSatish Balay 6920c52818fSSatish Balay + x - input vector 6930c52818fSSatish Balay . f - function value 6940c52818fSSatish Balay . g - gradient vector 6950c52818fSSatish Balay - ctx (optional) user-defined context 6960c52818fSSatish Balay 6970c52818fSSatish Balay Level: beginner 6980c52818fSSatish Balay 6990c52818fSSatish Balay Note: 7000c52818fSSatish Balay Use this routine only if you want the line search objective and gradient 701441846f8SBarry Smith evaluation routines to be different from the Tao's objective 7020c52818fSSatish Balay and gradient evaluation routines. 7030c52818fSSatish Balay 7040c52818fSSatish Balay Note: 7050c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 7060c52818fSSatish Balay line search, application programmers should be wary of overriding the 7070c52818fSSatish Balay default objective routine. 7080c52818fSSatish Balay 709db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjectiveRoutine()`, `TaoLineSearchSetGradientRoutine()`, `TaoLineSearchUseTaoRoutines()` 7100c52818fSSatish Balay @*/ 7119371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void *), void *ctx) { 7120c52818fSSatish Balay PetscFunctionBegin; 7130c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 7140c52818fSSatish Balay ls->ops->computeobjectiveandgradient = func; 7150c52818fSSatish Balay if (ctx) ls->userctx_funcgrad = ctx; 7160c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 7170c52818fSSatish Balay PetscFunctionReturn(0); 7180c52818fSSatish Balay } 7190c52818fSSatish Balay 7200c52818fSSatish Balay /*@C 7210c52818fSSatish Balay TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and 7220c52818fSSatish Balay (gradient'*stepdirection) evaluation routine for the line search. 7230c52818fSSatish Balay Sometimes it is more efficient to compute the inner product of the gradient 7240c52818fSSatish Balay and the step direction than it is to compute the gradient, and this is all 7250c52818fSSatish Balay the line search typically needs of the gradient. 7260c52818fSSatish Balay 7270c52818fSSatish Balay Logically Collective on TaoLineSearch 7280c52818fSSatish Balay 729d8d19677SJose E. Roman Input Parameters: 7300c52818fSSatish Balay + ls - the TaoLineSearch context 7310c52818fSSatish Balay . func - the objective and gradient evaluation routine 7320c52818fSSatish Balay - ctx - the (optional) user-defined context for private data 7330c52818fSSatish Balay 7340c52818fSSatish Balay Calling sequence of func: 7350c52818fSSatish Balay $ func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx); 7360c52818fSSatish Balay 7370c52818fSSatish Balay + x - input vector 7380c52818fSSatish Balay . s - step direction 7390c52818fSSatish Balay . f - function value 7400c52818fSSatish Balay . gts - inner product of gradient and step direction vectors 7410c52818fSSatish Balay - ctx (optional) user-defined context 7420c52818fSSatish Balay 7430c52818fSSatish Balay Note: The gradient will still need to be computed at the end of the line 7440c52818fSSatish Balay search, so you will still need to set a line search gradient evaluation 7450c52818fSSatish Balay routine 7460c52818fSSatish Balay 7470c52818fSSatish Balay Note: Bounded line searches (those used in bounded optimization algorithms) 7480c52818fSSatish Balay don't use g's directly, but rather (g'x - g'x0)/steplength. You can get the 7490c52818fSSatish Balay x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength() 7500c52818fSSatish Balay 7510c52818fSSatish Balay Level: advanced 7520c52818fSSatish Balay 7530c52818fSSatish Balay Note: 7540c52818fSSatish Balay Some algorithms (lcl, gpcg) set their own objective routine for the 7550c52818fSSatish Balay line search, application programmers should be wary of overriding the 7560c52818fSSatish Balay default objective routine. 7570c52818fSSatish Balay 758db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()`, `TaoLineSearchSetObjective()`, `TaoLineSearchSetGradient()`, `TaoLineSearchUseTaoRoutines()` 7590c52818fSSatish Balay @*/ 7609371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode (*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void *), void *ctx) { 7610c52818fSSatish Balay PetscFunctionBegin; 7620c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 7630c52818fSSatish Balay ls->ops->computeobjectiveandgts = func; 7640c52818fSSatish Balay if (ctx) ls->userctx_funcgts = ctx; 7650c52818fSSatish Balay ls->usegts = PETSC_TRUE; 7660c52818fSSatish Balay ls->usetaoroutines = PETSC_FALSE; 7670c52818fSSatish Balay PetscFunctionReturn(0); 7680c52818fSSatish Balay } 7690c52818fSSatish Balay 7700c52818fSSatish Balay /*@C 771441846f8SBarry Smith TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the 772441846f8SBarry Smith objective and gradient evaluation routines from the given Tao object. 7730c52818fSSatish Balay 7740c52818fSSatish Balay Logically Collective on TaoLineSearch 7750c52818fSSatish Balay 776d8d19677SJose E. Roman Input Parameters: 7770c52818fSSatish Balay + ls - the TaoLineSearch context 778441846f8SBarry Smith - ts - the Tao context with defined objective/gradient evaluation routines 7790c52818fSSatish Balay 7800c52818fSSatish Balay Level: developer 7810c52818fSSatish Balay 782db781477SPatrick Sanan .seealso: `TaoLineSearchCreate()` 7830c52818fSSatish Balay @*/ 7849371c9d4SSatish Balay PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts) { 7850c52818fSSatish Balay PetscFunctionBegin; 7860c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 787064a246eSJacob Faibussowitsch PetscValidHeaderSpecific(ts, TAO_CLASSID, 2); 788441846f8SBarry Smith ls->tao = ts; 7890c52818fSSatish Balay ls->usetaoroutines = PETSC_TRUE; 7900c52818fSSatish Balay PetscFunctionReturn(0); 7910c52818fSSatish Balay } 7920c52818fSSatish Balay 7930c52818fSSatish Balay /*@ 7940c52818fSSatish Balay TaoLineSearchComputeObjective - Computes the objective function value at a given point 7950c52818fSSatish Balay 7960c52818fSSatish Balay Collective on TaoLineSearch 7970c52818fSSatish Balay 7980c52818fSSatish Balay Input Parameters: 7990c52818fSSatish Balay + ls - the TaoLineSearch context 8000c52818fSSatish Balay - x - input vector 8010c52818fSSatish Balay 8020c52818fSSatish Balay Output Parameter: 8030c52818fSSatish Balay . f - Objective value at X 8040c52818fSSatish Balay 80595452b02SPatrick Sanan Notes: 80695452b02SPatrick Sanan TaoLineSearchComputeObjective() is typically used within line searches 8070c52818fSSatish Balay so most users would not generally call this routine themselves. 8080c52818fSSatish Balay 8090c52818fSSatish Balay Level: developer 8100c52818fSSatish Balay 811db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 8120c52818fSSatish Balay @*/ 8139371c9d4SSatish Balay PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f) { 8140c52818fSSatish Balay Vec gdummy; 8150c52818fSSatish Balay PetscReal gts; 816f06e3bfaSBarry Smith 8170c52818fSSatish Balay PetscFunctionBegin; 8180c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 8190c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 820dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 8210c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 8220c52818fSSatish Balay if (ls->usetaoroutines) { 8239566063dSJacob Faibussowitsch PetscCall(TaoComputeObjective(ls->tao, x, f)); 8240c52818fSSatish Balay } else { 8253c859ba3SBarry 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"); 8269566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 827792fecdfSBarry Smith if (ls->ops->computeobjective) PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjective)(ls, x, f, ls->userctx_func)); 828ef1023bdSBarry Smith else if (ls->ops->computeobjectiveandgradient) { 8299566063dSJacob Faibussowitsch PetscCall(VecDuplicate(x, &gdummy)); 830792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjectiveandgradient)(ls, x, f, gdummy, ls->userctx_funcgrad)); 8319566063dSJacob Faibussowitsch PetscCall(VecDestroy(&gdummy)); 832792fecdfSBarry Smith } else PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjectiveandgts)(ls, x, ls->stepdirection, f, >s, ls->userctx_funcgts)); 8339566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 8340c52818fSSatish Balay } 8350c52818fSSatish Balay ls->nfeval++; 8360c52818fSSatish Balay PetscFunctionReturn(0); 8370c52818fSSatish Balay } 8380c52818fSSatish Balay 8390c52818fSSatish Balay /*@ 8400c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point 8410c52818fSSatish Balay 842441846f8SBarry Smith Collective on Tao 8430c52818fSSatish Balay 8440c52818fSSatish Balay Input Parameters: 8450c52818fSSatish Balay + ls - the TaoLineSearch context 8460c52818fSSatish Balay - x - input vector 8470c52818fSSatish Balay 848d8d19677SJose E. Roman Output Parameters: 8490c52818fSSatish Balay + f - Objective value at X 8500c52818fSSatish Balay - g - Gradient vector at X 8510c52818fSSatish Balay 85295452b02SPatrick Sanan Notes: 85395452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches 8540c52818fSSatish Balay so most users would not generally call this routine themselves. 8550c52818fSSatish Balay 8560c52818fSSatish Balay Level: developer 8570c52818fSSatish Balay 858db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 8590c52818fSSatish Balay @*/ 8609371c9d4SSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g) { 8610c52818fSSatish Balay PetscFunctionBegin; 8620c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 8630c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 864dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 8650c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 4); 8660c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 8670c52818fSSatish Balay PetscCheckSameComm(ls, 1, g, 4); 8680c52818fSSatish Balay if (ls->usetaoroutines) { 8699566063dSJacob Faibussowitsch PetscCall(TaoComputeObjectiveAndGradient(ls->tao, x, f, g)); 8700c52818fSSatish Balay } else { 8719566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 872792fecdfSBarry Smith if (ls->ops->computeobjectiveandgradient) PetscCallBack("TaoLineSearch callback objective/gradient", (*ls->ops->computeobjectiveandgradient)(ls, x, f, g, ls->userctx_funcgrad)); 873ef1023bdSBarry Smith else { 874792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback objective", (*ls->ops->computeobjective)(ls, x, f, ls->userctx_func)); 875792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback gradient", (*ls->ops->computegradient)(ls, x, g, ls->userctx_grad)); 876362febeeSStefano Zampini } 8779566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 8789566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "TaoLineSearch Function evaluation: %14.12e\n", (double)(*f))); 879f06e3bfaSBarry Smith } 880fbe0838dSJason Sarich ls->nfgeval++; 8810c52818fSSatish Balay PetscFunctionReturn(0); 8820c52818fSSatish Balay } 8830c52818fSSatish Balay 8840c52818fSSatish Balay /*@ 8850c52818fSSatish Balay TaoLineSearchComputeGradient - Computes the gradient of the objective function 8860c52818fSSatish Balay 8870c52818fSSatish Balay Collective on TaoLineSearch 8880c52818fSSatish Balay 8890c52818fSSatish Balay Input Parameters: 8900c52818fSSatish Balay + ls - the TaoLineSearch context 8910c52818fSSatish Balay - x - input vector 8920c52818fSSatish Balay 8930c52818fSSatish Balay Output Parameter: 8940c52818fSSatish Balay . g - gradient vector 8950c52818fSSatish Balay 89695452b02SPatrick Sanan Notes: 89795452b02SPatrick Sanan TaoComputeGradient() is typically used within line searches 8980c52818fSSatish Balay so most users would not generally call this routine themselves. 8990c52818fSSatish Balay 9000c52818fSSatish Balay Level: developer 9010c52818fSSatish Balay 902db781477SPatrick Sanan .seealso: `TaoLineSearchComputeObjective()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetGradient()` 9030c52818fSSatish Balay @*/ 9049371c9d4SSatish Balay PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g) { 9050c52818fSSatish Balay PetscReal fdummy; 906f06e3bfaSBarry Smith 9070c52818fSSatish Balay PetscFunctionBegin; 9080c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 9090c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 9100c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 3); 9110c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 9120c52818fSSatish Balay PetscCheckSameComm(ls, 1, g, 3); 9130c52818fSSatish Balay if (ls->usetaoroutines) { 9149566063dSJacob Faibussowitsch PetscCall(TaoComputeGradient(ls->tao, x, g)); 9150c52818fSSatish Balay } else { 9169566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 917792fecdfSBarry Smith if (ls->ops->computegradient) PetscCallBack("TaoLineSearch callback gradient", (*ls->ops->computegradient)(ls, x, g, ls->userctx_grad)); 918*48a46eb9SPierre Jolivet else PetscCallBack("TaoLineSearch callback gradient", (*ls->ops->computeobjectiveandgradient)(ls, x, &fdummy, g, ls->userctx_funcgrad)); 9199566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 9200c52818fSSatish Balay } 9210c52818fSSatish Balay ls->ngeval++; 9220c52818fSSatish Balay PetscFunctionReturn(0); 9230c52818fSSatish Balay } 9240c52818fSSatish Balay 9250c52818fSSatish Balay /*@ 9260c52818fSSatish Balay TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point 9270c52818fSSatish Balay 928441846f8SBarry Smith Collective on Tao 9290c52818fSSatish Balay 9300c52818fSSatish Balay Input Parameters: 9310c52818fSSatish Balay + ls - the TaoLineSearch context 9320c52818fSSatish Balay - x - input vector 9330c52818fSSatish Balay 934d8d19677SJose E. Roman Output Parameters: 9350c52818fSSatish Balay + f - Objective value at X 9360c52818fSSatish Balay - gts - inner product of gradient and step direction at X 9370c52818fSSatish Balay 93895452b02SPatrick Sanan Notes: 93995452b02SPatrick Sanan TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches 9400c52818fSSatish Balay so most users would not generally call this routine themselves. 9410c52818fSSatish Balay 9420c52818fSSatish Balay Level: developer 9430c52818fSSatish Balay 944db781477SPatrick Sanan .seealso: `TaoLineSearchComputeGradient()`, `TaoLineSearchComputeObjectiveAndGradient()`, `TaoLineSearchSetObjectiveRoutine()` 9450c52818fSSatish Balay @*/ 9469371c9d4SSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts) { 9470c52818fSSatish Balay PetscFunctionBegin; 9480c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 9490c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 950dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 951dadcf809SJacob Faibussowitsch PetscValidRealPointer(gts, 4); 9520c52818fSSatish Balay PetscCheckSameComm(ls, 1, x, 2); 9539566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 954792fecdfSBarry Smith PetscCallBack("TaoLineSearch callback objective/gts", (*ls->ops->computeobjectiveandgts)(ls, x, ls->stepdirection, f, gts, ls->userctx_funcgts)); 9559566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval, ls, 0, 0, 0)); 9569566063dSJacob Faibussowitsch PetscCall(PetscInfo(ls, "TaoLineSearch Function evaluation: %14.12e\n", (double)(*f))); 9570c52818fSSatish Balay ls->nfeval++; 9580c52818fSSatish Balay PetscFunctionReturn(0); 9590c52818fSSatish Balay } 9600c52818fSSatish Balay 9610c52818fSSatish Balay /*@ 9620c52818fSSatish Balay TaoLineSearchGetSolution - Returns the solution to the line search 9630c52818fSSatish Balay 9640c52818fSSatish Balay Collective on TaoLineSearch 9650c52818fSSatish Balay 9660c52818fSSatish Balay Input Parameter: 9670c52818fSSatish Balay . ls - the TaoLineSearch context 9680c52818fSSatish Balay 969d8d19677SJose E. Roman Output Parameters: 9700c52818fSSatish Balay + x - the new solution 9710c52818fSSatish Balay . f - the objective function value at x 9720c52818fSSatish Balay . g - the gradient at x 9730c52818fSSatish Balay . steplength - the multiple of the step direction taken by the line search 9740c52818fSSatish Balay - reason - the reason why the line search terminated 9750c52818fSSatish Balay 9760c52818fSSatish Balay reason will be set to one of: 9770c52818fSSatish Balay 9780c52818fSSatish Balay + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value 9790c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter 9800c52818fSSatish Balay . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction 9810c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached 9820c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound 9830c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound 9840c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance 9850c52818fSSatish Balay 9860c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search 9870c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason 9880c52818fSSatish Balay 989a2b725a8SWilliam Gropp - TAOLINESEARCH_SUCCESS - successful line search 9900c52818fSSatish Balay 9910c52818fSSatish Balay Level: developer 9920c52818fSSatish Balay 9930c52818fSSatish Balay @*/ 9949371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason) { 9950c52818fSSatish Balay PetscFunctionBegin; 9960c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 9970c52818fSSatish Balay PetscValidHeaderSpecific(x, VEC_CLASSID, 2); 998dadcf809SJacob Faibussowitsch PetscValidRealPointer(f, 3); 9990c52818fSSatish Balay PetscValidHeaderSpecific(g, VEC_CLASSID, 4); 10000c52818fSSatish Balay PetscValidIntPointer(reason, 6); 10011baa6e33SBarry Smith if (ls->new_x) PetscCall(VecCopy(ls->new_x, x)); 10020c52818fSSatish Balay *f = ls->new_f; 10031baa6e33SBarry Smith if (ls->new_g) PetscCall(VecCopy(ls->new_g, g)); 100497ab8e72SStefano Zampini if (steplength) *steplength = ls->step; 10050c52818fSSatish Balay *reason = ls->reason; 10060c52818fSSatish Balay PetscFunctionReturn(0); 10070c52818fSSatish Balay } 10080c52818fSSatish Balay 10090c52818fSSatish Balay /*@ 10100c52818fSSatish Balay TaoLineSearchGetStartingVector - Gets a the initial point of the line 10110c52818fSSatish Balay search. 10120c52818fSSatish Balay 10130c52818fSSatish Balay Not Collective 10140c52818fSSatish Balay 10150c52818fSSatish Balay Input Parameter: 10160c52818fSSatish Balay . ls - the TaoLineSearch context 10170c52818fSSatish Balay 10180c52818fSSatish Balay Output Parameter: 10190c52818fSSatish Balay . x - The initial point of the line search 10200c52818fSSatish Balay 10210c52818fSSatish Balay Level: intermediate 10220c52818fSSatish Balay @*/ 10239371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x) { 10240c52818fSSatish Balay PetscFunctionBegin; 10250c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 102697ab8e72SStefano Zampini if (x) *x = ls->start_x; 10270c52818fSSatish Balay PetscFunctionReturn(0); 10280c52818fSSatish Balay } 10290c52818fSSatish Balay 10300c52818fSSatish Balay /*@ 10310c52818fSSatish Balay TaoLineSearchGetStepDirection - Gets the step direction of the line 10320c52818fSSatish Balay search. 10330c52818fSSatish Balay 10340c52818fSSatish Balay Not Collective 10350c52818fSSatish Balay 10360c52818fSSatish Balay Input Parameter: 10370c52818fSSatish Balay . ls - the TaoLineSearch context 10380c52818fSSatish Balay 10390c52818fSSatish Balay Output Parameter: 10400c52818fSSatish Balay . s - the step direction of the line search 10410c52818fSSatish Balay 10420c52818fSSatish Balay Level: advanced 10430c52818fSSatish Balay @*/ 10449371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s) { 10450c52818fSSatish Balay PetscFunctionBegin; 10460c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 104797ab8e72SStefano Zampini if (s) *s = ls->stepdirection; 10480c52818fSSatish Balay PetscFunctionReturn(0); 10490c52818fSSatish Balay } 10500c52818fSSatish Balay 10510c52818fSSatish Balay /*@ 10520c52818fSSatish Balay TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step. Useful for some minimization algorithms. 10530c52818fSSatish Balay 10540c52818fSSatish Balay Not Collective 10550c52818fSSatish Balay 10560c52818fSSatish Balay Input Parameter: 10570c52818fSSatish Balay . ls - the TaoLineSearch context 10580c52818fSSatish Balay 10590c52818fSSatish Balay Output Parameter: 10600c52818fSSatish Balay . f - the objective value at the full step length 10610c52818fSSatish Balay 10620c52818fSSatish Balay Level: developer 10630c52818fSSatish Balay @*/ 10640c52818fSSatish Balay 10659371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep) { 10660c52818fSSatish Balay PetscFunctionBegin; 10670c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 10680c52818fSSatish Balay *f_fullstep = ls->f_fullstep; 10690c52818fSSatish Balay PetscFunctionReturn(0); 10700c52818fSSatish Balay } 10710c52818fSSatish Balay 10720c52818fSSatish Balay /*@ 10730c52818fSSatish Balay TaoLineSearchSetVariableBounds - Sets the upper and lower bounds. 10740c52818fSSatish Balay 1075441846f8SBarry Smith Logically Collective on Tao 10760c52818fSSatish Balay 10770c52818fSSatish Balay Input Parameters: 10780c52818fSSatish Balay + ls - the TaoLineSearch context 10790c52818fSSatish Balay . xl - vector of lower bounds 10800c52818fSSatish Balay - xu - vector of upper bounds 10810c52818fSSatish Balay 10820c52818fSSatish Balay Note: If the variable bounds are not set with this routine, then 1083e270355aSBarry Smith PETSC_NINFINITY and PETSC_INFINITY are assumed 10840c52818fSSatish Balay 10850c52818fSSatish Balay Level: beginner 10860c52818fSSatish Balay 1087db781477SPatrick Sanan .seealso: `TaoSetVariableBounds()`, `TaoLineSearchCreate()` 10880c52818fSSatish Balay @*/ 10899371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls, Vec xl, Vec xu) { 10900c52818fSSatish Balay PetscFunctionBegin; 10910c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 109276be6f4fSStefano Zampini if (xl) PetscValidHeaderSpecific(xl, VEC_CLASSID, 2); 109376be6f4fSStefano Zampini if (xu) PetscValidHeaderSpecific(xu, VEC_CLASSID, 3); 10949566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)xl)); 10959566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)xu)); 10969566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->lower)); 10979566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ls->upper)); 10980c52818fSSatish Balay ls->lower = xl; 10990c52818fSSatish Balay ls->upper = xu; 110076be6f4fSStefano Zampini ls->bounded = (PetscBool)(xl || xu); 11010c52818fSSatish Balay PetscFunctionReturn(0); 11020c52818fSSatish Balay } 11030c52818fSSatish Balay 11040c52818fSSatish Balay /*@ 11050c52818fSSatish Balay TaoLineSearchSetInitialStepLength - Sets the initial step length of a line 11060c52818fSSatish Balay search. If this value is not set then 1.0 is assumed. 11070c52818fSSatish Balay 11080c52818fSSatish Balay Logically Collective on TaoLineSearch 11090c52818fSSatish Balay 11100c52818fSSatish Balay Input Parameters: 11110c52818fSSatish Balay + ls - the TaoLineSearch context 11120c52818fSSatish Balay - s - the initial step size 11130c52818fSSatish Balay 11140c52818fSSatish Balay Level: intermediate 11150c52818fSSatish Balay 1116db781477SPatrick Sanan .seealso: `TaoLineSearchGetStepLength()`, `TaoLineSearchApply()` 11170c52818fSSatish Balay @*/ 11189371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls, PetscReal s) { 11190c52818fSSatish Balay PetscFunctionBegin; 11200c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 1121a39c8e28SStefano Zampini PetscValidLogicalCollectiveReal(ls, s, 2); 11220c52818fSSatish Balay ls->initstep = s; 11230c52818fSSatish Balay PetscFunctionReturn(0); 11240c52818fSSatish Balay } 11250c52818fSSatish Balay 11260c52818fSSatish Balay /*@ 11270c52818fSSatish Balay TaoLineSearchGetStepLength - Get the current step length 11280c52818fSSatish Balay 11290c52818fSSatish Balay Not Collective 11300c52818fSSatish Balay 11310c52818fSSatish Balay Input Parameters: 11320c52818fSSatish Balay . ls - the TaoLineSearch context 11330c52818fSSatish Balay 11347a7aea1fSJed Brown Output Parameters: 11350c52818fSSatish Balay . s - the current step length 11360c52818fSSatish Balay 11370c52818fSSatish Balay Level: beginner 11380c52818fSSatish Balay 1139db781477SPatrick Sanan .seealso: `TaoLineSearchSetInitialStepLength()`, `TaoLineSearchApply()` 11400c52818fSSatish Balay @*/ 11419371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls, PetscReal *s) { 11420c52818fSSatish Balay PetscFunctionBegin; 11430c52818fSSatish Balay PetscValidHeaderSpecific(ls, TAOLINESEARCH_CLASSID, 1); 11440c52818fSSatish Balay *s = ls->step; 11450c52818fSSatish Balay PetscFunctionReturn(0); 11460c52818fSSatish Balay } 11470c52818fSSatish Balay 11480ebee16dSLisandro Dalcin /*@C 11490c52818fSSatish Balay TaoLineSearchRegister - Adds a line-search algorithm to the registry 11500c52818fSSatish Balay 11510c52818fSSatish Balay Not collective 11520c52818fSSatish Balay 11530c52818fSSatish Balay Input Parameters: 11540c52818fSSatish Balay + sname - name of a new user-defined solver 11550c52818fSSatish Balay - func - routine to Create method context 11560c52818fSSatish Balay 11570c52818fSSatish Balay Notes: 11580c52818fSSatish Balay TaoLineSearchRegister() may be called multiple times to add several user-defined solvers. 11590c52818fSSatish Balay 11600c52818fSSatish Balay Sample usage: 11610c52818fSSatish Balay .vb 11620c52818fSSatish Balay TaoLineSearchRegister("my_linesearch",MyLinesearchCreate); 11630c52818fSSatish Balay .ve 11640c52818fSSatish Balay 11650c52818fSSatish Balay Then, your solver can be chosen with the procedural interface via 11660c52818fSSatish Balay $ TaoLineSearchSetType(ls,"my_linesearch") 11670c52818fSSatish Balay or at runtime via the option 11680c52818fSSatish Balay $ -tao_ls_type my_linesearch 11690c52818fSSatish Balay 11700c52818fSSatish Balay Level: developer 11710c52818fSSatish Balay 11720ebee16dSLisandro Dalcin @*/ 11739371c9d4SSatish Balay PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch)) { 11740c52818fSSatish Balay PetscFunctionBegin; 11759566063dSJacob Faibussowitsch PetscCall(TaoLineSearchInitializePackage()); 11769566063dSJacob Faibussowitsch PetscCall(PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func)); 11770c52818fSSatish Balay PetscFunctionReturn(0); 11780c52818fSSatish Balay } 11790c52818fSSatish Balay 11800c52818fSSatish Balay /*@C 11810c52818fSSatish Balay TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching 11820c52818fSSatish Balay for all TaoLineSearch options in the database. 11830c52818fSSatish Balay 11840c52818fSSatish Balay Collective on TaoLineSearch 11850c52818fSSatish Balay 11860c52818fSSatish Balay Input Parameters: 11870c52818fSSatish Balay + ls - the TaoLineSearch solver context 11880c52818fSSatish Balay - prefix - the prefix string to prepend to all line search requests 11890c52818fSSatish Balay 11900c52818fSSatish Balay Notes: 11910c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 11920c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 11930c52818fSSatish Balay 11940c52818fSSatish Balay Level: advanced 11950c52818fSSatish Balay 1196db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()` 11970c52818fSSatish Balay @*/ 11989371c9d4SSatish Balay PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[]) { 1199f06e3bfaSBarry Smith return PetscObjectAppendOptionsPrefix((PetscObject)ls, p); 12000c52818fSSatish Balay } 12010c52818fSSatish Balay 12020c52818fSSatish Balay /*@C 12030c52818fSSatish Balay TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all 12040c52818fSSatish Balay TaoLineSearch options in the database 12050c52818fSSatish Balay 12060c52818fSSatish Balay Not Collective 12070c52818fSSatish Balay 12080c52818fSSatish Balay Input Parameters: 12090c52818fSSatish Balay . ls - the TaoLineSearch context 12100c52818fSSatish Balay 12110c52818fSSatish Balay Output Parameters: 12120c52818fSSatish Balay . prefix - pointer to the prefix string used is returned 12130c52818fSSatish Balay 121495452b02SPatrick Sanan Notes: 121595452b02SPatrick Sanan On the fortran side, the user should pass in a string 'prefix' of 12160c52818fSSatish Balay sufficient length to hold the prefix. 12170c52818fSSatish Balay 12180c52818fSSatish Balay Level: advanced 12190c52818fSSatish Balay 1220db781477SPatrick Sanan .seealso: `TaoLineSearchSetOptionsPrefix()`, `TaoLineSearchAppendOptionsPrefix()` 12210c52818fSSatish Balay @*/ 12229371c9d4SSatish Balay PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[]) { 1223f06e3bfaSBarry Smith return PetscObjectGetOptionsPrefix((PetscObject)ls, p); 12240c52818fSSatish Balay } 12250c52818fSSatish Balay 12260c52818fSSatish Balay /*@C 12270c52818fSSatish Balay TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all 12280c52818fSSatish Balay TaoLineSearch options in the database. 12290c52818fSSatish Balay 12300c52818fSSatish Balay Logically Collective on TaoLineSearch 12310c52818fSSatish Balay 12320c52818fSSatish Balay Input Parameters: 12330c52818fSSatish Balay + ls - the TaoLineSearch context 12340c52818fSSatish Balay - prefix - the prefix string to prepend to all TAO option requests 12350c52818fSSatish Balay 12360c52818fSSatish Balay Notes: 12370c52818fSSatish Balay A hyphen (-) must NOT be given at the beginning of the prefix name. 12380c52818fSSatish Balay The first character of all runtime options is AUTOMATICALLY the hyphen. 12390c52818fSSatish Balay 12400c52818fSSatish Balay For example, to distinguish between the runtime options for two 12410c52818fSSatish Balay different line searches, one could call 12420c52818fSSatish Balay .vb 12430c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls1,"sys1_") 12440c52818fSSatish Balay TaoLineSearchSetOptionsPrefix(ls2,"sys2_") 12450c52818fSSatish Balay .ve 12460c52818fSSatish Balay 12470c52818fSSatish Balay This would enable use of different options for each system, such as 12480c52818fSSatish Balay .vb 12490c52818fSSatish Balay -sys1_tao_ls_type mt 12500c52818fSSatish Balay -sys2_tao_ls_type armijo 12510c52818fSSatish Balay .ve 12520c52818fSSatish Balay 12530c52818fSSatish Balay Level: advanced 12540c52818fSSatish Balay 1255db781477SPatrick Sanan .seealso: `TaoLineSearchAppendOptionsPrefix()`, `TaoLineSearchGetOptionsPrefix()` 12560c52818fSSatish Balay @*/ 12570c52818fSSatish Balay 12589371c9d4SSatish Balay PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[]) { 1259f06e3bfaSBarry Smith return PetscObjectSetOptionsPrefix((PetscObject)ls, p); 12600c52818fSSatish Balay } 1261