xref: /petsc/src/tao/linesearch/interface/taolinesearch.c (revision d0609ced746bc51b019815ca91d747429db24893)
1ba92ff59SBarry Smith #include <petsctaolinesearch.h> /*I "petsctaolinesearch.h" I*/
2af0996ceSBarry Smith #include <petsc/private/taolinesearchimpl.h>
30c52818fSSatish Balay 
46c23d075SBarry Smith PetscFunctionList TaoLineSearchList = NULL;
50c52818fSSatish Balay 
60c52818fSSatish Balay PetscClassId TAOLINESEARCH_CLASSID=0;
70ebee16dSLisandro Dalcin 
80ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Apply;
90ebee16dSLisandro Dalcin PetscLogEvent TAOLINESEARCH_Eval;
100c52818fSSatish Balay 
110c52818fSSatish Balay /*@C
12fe2efc57SMark    TaoLineSearchViewFromOptions - View from Options
13fe2efc57SMark 
14fe2efc57SMark    Collective on TaoLineSearch
15fe2efc57SMark 
16fe2efc57SMark    Input Parameters:
17fe2efc57SMark +  A - the Tao context
18736c3998SJose E. Roman .  obj - Optional object
19736c3998SJose E. Roman -  name - command line option
20fe2efc57SMark 
21fe2efc57SMark    Level: intermediate
22fe2efc57SMark .seealso:  TaoLineSearch, TaoLineSearchView, PetscObjectViewFromOptions(), TaoLineSearchCreate()
23fe2efc57SMark @*/
24fe2efc57SMark PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch A,PetscObject obj,const char name[])
25fe2efc57SMark {
26fe2efc57SMark   PetscFunctionBegin;
27fe2efc57SMark   PetscValidHeaderSpecific(A,TAOLINESEARCH_CLASSID,1);
289566063dSJacob Faibussowitsch   PetscCall(PetscObjectViewFromOptions((PetscObject)A,obj,name));
29fe2efc57SMark   PetscFunctionReturn(0);
30fe2efc57SMark }
31fe2efc57SMark 
32fe2efc57SMark /*@C
330c52818fSSatish Balay   TaoLineSearchView - Prints information about the TaoLineSearch
340c52818fSSatish Balay 
350c52818fSSatish Balay   Collective on TaoLineSearch
360c52818fSSatish Balay 
370c52818fSSatish Balay   InputParameters:
38441846f8SBarry Smith + ls - the Tao context
390c52818fSSatish Balay - viewer - visualization context
400c52818fSSatish Balay 
410c52818fSSatish Balay   Options Database Key:
420c52818fSSatish Balay . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search
430c52818fSSatish Balay 
440c52818fSSatish Balay   Notes:
450c52818fSSatish Balay   The available visualization contexts include
460c52818fSSatish Balay +     PETSC_VIEWER_STDOUT_SELF - standard output (default)
470c52818fSSatish Balay -     PETSC_VIEWER_STDOUT_WORLD - synchronized standard
480c52818fSSatish Balay          output where only the first processor opens
490c52818fSSatish Balay          the file.  All other processors send their
500c52818fSSatish Balay          data to the first processor to print.
510c52818fSSatish Balay 
520c52818fSSatish Balay   Level: beginner
530c52818fSSatish Balay 
540c52818fSSatish Balay .seealso: PetscViewerASCIIOpen()
550c52818fSSatish Balay @*/
560c52818fSSatish Balay 
570c52818fSSatish Balay PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer)
580c52818fSSatish Balay {
590c52818fSSatish Balay   PetscBool               isascii, isstring;
60dedfbcbeSJed Brown   TaoLineSearchType       type;
61f06e3bfaSBarry Smith 
620c52818fSSatish Balay   PetscFunctionBegin;
630c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
640c52818fSSatish Balay   if (!viewer) {
659566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer));
660c52818fSSatish Balay   }
670c52818fSSatish Balay   PetscValidHeaderSpecific(viewer,PETSC_VIEWER_CLASSID,2);
680c52818fSSatish Balay   PetscCheckSameComm(ls,1,viewer,2);
690c52818fSSatish Balay 
709566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii));
719566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring));
720c52818fSSatish Balay   if (isascii) {
739566063dSJacob Faibussowitsch     PetscCall(PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer));
7463b15415SAlp Dener     if (ls->ops->view) {
759566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPushTab(viewer));
769566063dSJacob Faibussowitsch       PetscCall((*ls->ops->view)(ls,viewer));
779566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPopTab(viewer));
780c52818fSSatish Balay     }
799566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPushTab(viewer));
809566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"maximum function evaluations=%D\n",ls->max_funcs));
819566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"tolerances: ftol=%g, rtol=%g, gtol=%g\n",(double)ls->ftol,(double)ls->rtol,(double)ls->gtol));
829566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"total number of function evaluations=%D\n",ls->nfeval));
839566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"total number of gradient evaluations=%D\n",ls->ngeval));
849566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"total number of function/gradient evaluations=%D\n",ls->nfgeval));
850c52818fSSatish Balay 
860c52818fSSatish Balay     if (ls->bounded) {
879566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPrintf(viewer,"using variable bounds\n"));
880c52818fSSatish Balay     }
899566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer,"Termination reason: %d\n",(int)ls->reason));
909566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPopTab(viewer));
910c52818fSSatish Balay   } else if (isstring) {
929566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchGetType(ls,&type));
939566063dSJacob Faibussowitsch     PetscCall(PetscViewerStringSPrintf(viewer," %-3.3s",type));
940c52818fSSatish Balay   }
950c52818fSSatish Balay   PetscFunctionReturn(0);
960c52818fSSatish Balay }
970c52818fSSatish Balay 
980c52818fSSatish Balay /*@C
990c52818fSSatish Balay   TaoLineSearchCreate - Creates a TAO Line Search object.  Algorithms in TAO that use
1000c52818fSSatish Balay   line-searches will automatically create one.
1010c52818fSSatish Balay 
102d083f849SBarry Smith   Collective
1030c52818fSSatish Balay 
1040c52818fSSatish Balay   Input Parameter:
1050c52818fSSatish Balay . comm - MPI communicator
1060c52818fSSatish Balay 
1070c52818fSSatish Balay   Output Parameter:
1080c52818fSSatish Balay . newls - the new TaoLineSearch context
1090c52818fSSatish Balay 
1100c52818fSSatish Balay   Available methods include:
111147403d9SBarry Smith + more-thuente - the More-Thuente method
112147403d9SBarry Smith . gpcg - the GPCG method
1130c52818fSSatish Balay - unit - Do not perform any line search
1140c52818fSSatish Balay 
1150c52818fSSatish Balay    Options Database Keys:
1160c52818fSSatish Balay .   -tao_ls_type - select which method TAO should use
1170c52818fSSatish Balay 
1180c52818fSSatish Balay    Level: beginner
1190c52818fSSatish Balay 
1200c52818fSSatish Balay .seealso: TaoLineSearchSetType(), TaoLineSearchApply(), TaoLineSearchDestroy()
1210c52818fSSatish Balay @*/
1220c52818fSSatish Balay 
1230c52818fSSatish Balay PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls)
1240c52818fSSatish Balay {
1250c52818fSSatish Balay   TaoLineSearch  ls;
1260c52818fSSatish Balay 
1270c52818fSSatish Balay   PetscFunctionBegin;
1280c52818fSSatish Balay   PetscValidPointer(newls,2);
1296c23d075SBarry Smith   *newls = NULL;
1300c52818fSSatish Balay 
1319566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchInitializePackage());
1320c52818fSSatish Balay 
1339566063dSJacob Faibussowitsch   PetscCall(PetscHeaderCreate(ls,TAOLINESEARCH_CLASSID,"TaoLineSearch","Linesearch","Tao",comm,TaoLineSearchDestroy,TaoLineSearchView));
1340c52818fSSatish Balay   ls->bounded = 0;
1350c52818fSSatish Balay   ls->max_funcs=30;
1360c52818fSSatish Balay   ls->ftol = 0.0001;
1370c52818fSSatish Balay   ls->gtol = 0.9;
1386f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
1396f4723b1SBarry Smith   ls->rtol = 1.0e-5;
1406f4723b1SBarry Smith #else
1410c52818fSSatish Balay   ls->rtol = 1.0e-10;
1426f4723b1SBarry Smith #endif
1430c52818fSSatish Balay   ls->stepmin=1.0e-20;
1440c52818fSSatish Balay   ls->stepmax=1.0e+20;
1450c52818fSSatish Balay   ls->step=1.0;
1460c52818fSSatish Balay   ls->nfeval=0;
1470c52818fSSatish Balay   ls->ngeval=0;
1480c52818fSSatish Balay   ls->nfgeval=0;
1490c52818fSSatish Balay 
15083c8fe1dSLisandro Dalcin   ls->ops->computeobjective = NULL;
15183c8fe1dSLisandro Dalcin   ls->ops->computegradient = NULL;
15283c8fe1dSLisandro Dalcin   ls->ops->computeobjectiveandgradient = NULL;
15383c8fe1dSLisandro Dalcin   ls->ops->computeobjectiveandgts = NULL;
15483c8fe1dSLisandro Dalcin   ls->ops->setup = NULL;
15583c8fe1dSLisandro Dalcin   ls->ops->apply = NULL;
15683c8fe1dSLisandro Dalcin   ls->ops->view = NULL;
15783c8fe1dSLisandro Dalcin   ls->ops->setfromoptions = NULL;
15883c8fe1dSLisandro Dalcin   ls->ops->reset = NULL;
15983c8fe1dSLisandro Dalcin   ls->ops->destroy = NULL;
16083c8fe1dSLisandro Dalcin   ls->ops->monitor = NULL;
1612a0dac07SAlp Dener   ls->usemonitor=PETSC_FALSE;
1620c52818fSSatish Balay   ls->setupcalled=PETSC_FALSE;
1630c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
1640c52818fSSatish Balay   *newls = ls;
1650c52818fSSatish Balay   PetscFunctionReturn(0);
1660c52818fSSatish Balay }
1670c52818fSSatish Balay 
1680c52818fSSatish Balay /*@
1690c52818fSSatish Balay   TaoLineSearchSetUp - Sets up the internal data structures for the later use
1700c52818fSSatish Balay   of a Tao solver
1710c52818fSSatish Balay 
1720c52818fSSatish Balay   Collective on ls
1730c52818fSSatish Balay 
1740c52818fSSatish Balay   Input Parameters:
1750c52818fSSatish Balay . ls - the TaoLineSearch context
1760c52818fSSatish Balay 
1770c52818fSSatish Balay   Notes:
1780c52818fSSatish Balay   The user will not need to explicitly call TaoLineSearchSetUp(), as it will
1790c52818fSSatish Balay   automatically be called in TaoLineSearchSolve().  However, if the user
1800c52818fSSatish Balay   desires to call it explicitly, it should come after TaoLineSearchCreate()
1810c52818fSSatish Balay   but before TaoLineSearchApply().
1820c52818fSSatish Balay 
1830c52818fSSatish Balay   Level: developer
1840c52818fSSatish Balay 
1850c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
1860c52818fSSatish Balay @*/
1870c52818fSSatish Balay 
1880c52818fSSatish Balay PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls)
1890c52818fSSatish Balay {
1908caf6e8cSBarry Smith   const char     *default_type=TAOLINESEARCHMT;
1910c52818fSSatish Balay   PetscBool      flg;
192f06e3bfaSBarry Smith 
1930c52818fSSatish Balay   PetscFunctionBegin;
1940c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
1950c52818fSSatish Balay   if (ls->setupcalled) PetscFunctionReturn(0);
1960c52818fSSatish Balay   if (!((PetscObject)ls)->type_name) {
1979566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchSetType(ls,default_type));
1980c52818fSSatish Balay   }
1990c52818fSSatish Balay   if (ls->ops->setup) {
2009566063dSJacob Faibussowitsch     PetscCall((*ls->ops->setup)(ls));
2010c52818fSSatish Balay   }
2020c52818fSSatish Balay   if (ls->usetaoroutines) {
2039566063dSJacob Faibussowitsch     PetscCall(TaoIsObjectiveDefined(ls->tao,&flg));
2040c52818fSSatish Balay     ls->hasobjective = flg;
2059566063dSJacob Faibussowitsch     PetscCall(TaoIsGradientDefined(ls->tao,&flg));
2060c52818fSSatish Balay     ls->hasgradient = flg;
2079566063dSJacob Faibussowitsch     PetscCall(TaoIsObjectiveAndGradientDefined(ls->tao,&flg));
2080c52818fSSatish Balay     ls->hasobjectiveandgradient = flg;
2090c52818fSSatish Balay   } else {
2100c52818fSSatish Balay     if (ls->ops->computeobjective) {
2110c52818fSSatish Balay       ls->hasobjective = PETSC_TRUE;
2120c52818fSSatish Balay     } else {
2130c52818fSSatish Balay       ls->hasobjective = PETSC_FALSE;
2140c52818fSSatish Balay     }
2150c52818fSSatish Balay     if (ls->ops->computegradient) {
2160c52818fSSatish Balay       ls->hasgradient = PETSC_TRUE;
2170c52818fSSatish Balay     } else {
2180c52818fSSatish Balay       ls->hasgradient = PETSC_FALSE;
2190c52818fSSatish Balay     }
2200c52818fSSatish Balay     if (ls->ops->computeobjectiveandgradient) {
2210c52818fSSatish Balay       ls->hasobjectiveandgradient = PETSC_TRUE;
2220c52818fSSatish Balay     } else {
2230c52818fSSatish Balay       ls->hasobjectiveandgradient = PETSC_FALSE;
2240c52818fSSatish Balay     }
2250c52818fSSatish Balay   }
2260c52818fSSatish Balay   ls->setupcalled = PETSC_TRUE;
2270c52818fSSatish Balay   PetscFunctionReturn(0);
2280c52818fSSatish Balay }
2290c52818fSSatish Balay 
2300c52818fSSatish Balay /*@
2310c52818fSSatish Balay   TaoLineSearchReset - Some line searches may carry state information
2320c52818fSSatish Balay   from one TaoLineSearchApply() to the next.  This function resets this
2330c52818fSSatish Balay   state information.
2340c52818fSSatish Balay 
2350c52818fSSatish Balay   Collective on TaoLineSearch
2360c52818fSSatish Balay 
2370c52818fSSatish Balay   Input Parameter:
2380c52818fSSatish Balay . ls - the TaoLineSearch context
2390c52818fSSatish Balay 
2400c52818fSSatish Balay   Level: developer
2410c52818fSSatish Balay 
2420c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
2430c52818fSSatish Balay @*/
2440c52818fSSatish Balay PetscErrorCode TaoLineSearchReset(TaoLineSearch ls)
2450c52818fSSatish Balay {
2460c52818fSSatish Balay   PetscFunctionBegin;
2470c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
2480c52818fSSatish Balay   if (ls->ops->reset) {
2499566063dSJacob Faibussowitsch     PetscCall((*ls->ops->reset)(ls));
2500c52818fSSatish Balay   }
2510c52818fSSatish Balay   PetscFunctionReturn(0);
2520c52818fSSatish Balay }
253f06e3bfaSBarry Smith 
2540c52818fSSatish Balay /*@
2550c52818fSSatish Balay   TaoLineSearchDestroy - Destroys the TAO context that was created with
2560c52818fSSatish Balay   TaoLineSearchCreate()
2570c52818fSSatish Balay 
2580c52818fSSatish Balay   Collective on TaoLineSearch
2590c52818fSSatish Balay 
2607a7aea1fSJed Brown   Input Parameter:
2610c52818fSSatish Balay . ls - the TaoLineSearch context
2620c52818fSSatish Balay 
2630c52818fSSatish Balay   Level: beginner
2640c52818fSSatish Balay 
2650c52818fSSatish Balay .seealse: TaoLineSearchCreate(), TaoLineSearchSolve()
2660c52818fSSatish Balay @*/
2670c52818fSSatish Balay PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls)
2680c52818fSSatish Balay {
2690c52818fSSatish Balay   PetscFunctionBegin;
2700c52818fSSatish Balay   if (!*ls) PetscFunctionReturn(0);
2710c52818fSSatish Balay   PetscValidHeaderSpecific(*ls,TAOLINESEARCH_CLASSID,1);
27283c8fe1dSLisandro Dalcin   if (--((PetscObject)*ls)->refct > 0) {*ls = NULL; PetscFunctionReturn(0);}
2739566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->stepdirection));
2749566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->start_x));
2759566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->upper));
2769566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&(*ls)->lower));
2770c52818fSSatish Balay   if ((*ls)->ops->destroy) {
2789566063dSJacob Faibussowitsch     PetscCall((*(*ls)->ops->destroy)(*ls));
2790c52818fSSatish Balay   }
2802a0dac07SAlp Dener   if ((*ls)->usemonitor) {
2819566063dSJacob Faibussowitsch     PetscCall(PetscViewerDestroy(&(*ls)->viewer));
2822a0dac07SAlp Dener   }
2839566063dSJacob Faibussowitsch   PetscCall(PetscHeaderDestroy(ls));
2840c52818fSSatish Balay   PetscFunctionReturn(0);
2850c52818fSSatish Balay }
2860c52818fSSatish Balay 
2870c52818fSSatish Balay /*@
2880c52818fSSatish Balay   TaoLineSearchApply - Performs a line-search in a given step direction.  Criteria for acceptable step length depends on the line-search algorithm chosen
2890c52818fSSatish Balay 
2900c52818fSSatish Balay   Collective on TaoLineSearch
2910c52818fSSatish Balay 
2920c52818fSSatish Balay   Input Parameters:
293441846f8SBarry Smith + ls - the Tao context
2940c52818fSSatish Balay - s - search direction
2950c52818fSSatish Balay 
2966b867d5aSJose E. Roman   Input/Output Parameters:
2976b867d5aSJose E. Roman 
2980c52818fSSatish Balay   Output Parameters:
299f1a722f8SMatthew G. Knepley + x - On input the current solution, on output x contains the new solution determined by the line search
300f1a722f8SMatthew G. Knepley . f - On input the objective function value at current solution, on output contains the objective function value at new solution
301f1a722f8SMatthew G. Knepley . g - On input the gradient evaluated at x, on output contains the gradient at new solution
302f1a722f8SMatthew G. Knepley . steplength - scalar multiplier of s used ( x = x0 + steplength * x)
3030c52818fSSatish Balay - reason - reason why the line-search stopped
3040c52818fSSatish Balay 
30597bb3fdcSJose E. Roman   Notes:
3060c52818fSSatish Balay   reason will be set to one of:
3070c52818fSSatish Balay 
3080c52818fSSatish Balay + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
3090c52818fSSatish Balay . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
3100c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
3110c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
3120c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
3130c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
3140c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
3150c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
3160c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason
3170c52818fSSatish Balay - TAOLINESEARCH_SUCCESS - successful line search
3180c52818fSSatish Balay 
3190c52818fSSatish Balay   The algorithm developer must set up the TaoLineSearch with calls to
320441846f8SBarry Smith   TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines()
3210c52818fSSatish Balay 
3220c52818fSSatish Balay   You may or may not need to follow this with a call to
3230c52818fSSatish Balay   TaoAddLineSearchCounts(), depending on whether you want these
3240c52818fSSatish Balay   evaluations to count toward the total function/gradient evaluations.
3250c52818fSSatish Balay 
3260c52818fSSatish Balay   Level: beginner
3270c52818fSSatish Balay 
3280c52818fSSatish Balay   .seealso: TaoLineSearchCreate(), TaoLineSearchSetType(), TaoLineSearchSetInitialStepLength(), TaoAddLineSearchCounts()
3290c52818fSSatish Balay  @*/
3300c52818fSSatish Balay 
331e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
3320c52818fSSatish Balay {
3330c52818fSSatish Balay   PetscInt       low1,low2,low3,high1,high2,high3;
3340c52818fSSatish Balay 
3350c52818fSSatish Balay   PetscFunctionBegin;
3360c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
3370c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
3383f6ba705SLisandro Dalcin   PetscValidRealPointer(f,3);
3390c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
3400c52818fSSatish Balay   PetscValidHeaderSpecific(s,VEC_CLASSID,5);
3410c52818fSSatish Balay   PetscValidPointer(reason,7);
3420c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
3430c52818fSSatish Balay   PetscCheckSameTypeAndComm(x,2,g,4);
3440c52818fSSatish Balay   PetscCheckSameTypeAndComm(x,2,s,5);
3459566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(x, &low1, &high1));
3469566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(g, &low2, &high2));
3479566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(s, &low3, &high3));
3483c859ba3SBarry Smith   PetscCheck(low1 == low2 && low1 == low3 && high1 == high2 && high1 == high3,PETSC_COMM_SELF,PETSC_ERR_ARG_SIZ,"Incompatible vector local lengths");
3490c52818fSSatish Balay 
35097ab8e72SStefano Zampini   *reason = TAOLINESEARCH_CONTINUE_ITERATING;
3519566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)s));
3529566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->stepdirection));
353050fc7a3SBarry Smith   ls->stepdirection = s;
3540c52818fSSatish Balay 
3559566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchSetUp(ls));
3563c859ba3SBarry Smith   PetscCheck(ls->ops->apply,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search Object does not have 'apply' routine");
3570c52818fSSatish Balay   ls->nfeval = 0;
3580c52818fSSatish Balay   ls->ngeval = 0;
3590c52818fSSatish Balay   ls->nfgeval = 0;
3600c52818fSSatish Balay   /* Check parameter values */
3610c52818fSSatish Balay   if (ls->ftol < 0.0) {
3629566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: ftol (%g) < 0\n",(double)ls->ftol));
3630c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3640c52818fSSatish Balay   }
3650c52818fSSatish Balay   if (ls->rtol < 0.0) {
3669566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: rtol (%g) < 0\n",(double)ls->rtol));
3670c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3680c52818fSSatish Balay   }
3690c52818fSSatish Balay   if (ls->gtol < 0.0) {
3709566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: gtol (%g) < 0\n",(double)ls->gtol));
3710c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3720c52818fSSatish Balay   }
3730c52818fSSatish Balay   if (ls->stepmin < 0.0) {
3749566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: stepmin (%g) < 0\n",(double)ls->stepmin));
3750c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3760c52818fSSatish Balay   }
3770c52818fSSatish Balay   if (ls->stepmax < ls->stepmin) {
3789566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n",(double)ls->stepmin,(double)ls->stepmax));
3790c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3800c52818fSSatish Balay   }
3810c52818fSSatish Balay   if (ls->max_funcs < 0) {
3829566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Bad Line Search Parameter: max_funcs (%" PetscInt_FMT ") < 0\n",ls->max_funcs));
3830c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_BADPARAMETER;
3840c52818fSSatish Balay   }
3850c52818fSSatish Balay   if (PetscIsInfOrNanReal(*f)) {
3869566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"Initial Line Search Function Value is Inf or Nan (%g)\n",(double)*f));
3870c52818fSSatish Balay     *reason = TAOLINESEARCH_FAILED_INFORNAN;
3880c52818fSSatish Balay   }
3890c52818fSSatish Balay 
3909566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)x));
3919566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->start_x));
3920c52818fSSatish Balay   ls->start_x = x;
393050fc7a3SBarry Smith 
3949566063dSJacob Faibussowitsch   PetscCall(PetscLogEventBegin(TAOLINESEARCH_Apply,ls,0,0,0));
3959566063dSJacob Faibussowitsch   PetscCall((*ls->ops->apply)(ls,x,f,g,s));
3969566063dSJacob Faibussowitsch   PetscCall(PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0,0,0));
3970c52818fSSatish Balay   *reason = ls->reason;
3980c52818fSSatish Balay   ls->new_f = *f;
3990c52818fSSatish Balay 
40097ab8e72SStefano Zampini   if (steplength) *steplength = ls->step;
4010c52818fSSatish Balay 
4029566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchViewFromOptions(ls,NULL,"-tao_ls_view"));
4030c52818fSSatish Balay   PetscFunctionReturn(0);
4040c52818fSSatish Balay }
4050c52818fSSatish Balay 
4060c52818fSSatish Balay /*@C
4070c52818fSSatish Balay    TaoLineSearchSetType - Sets the algorithm used in a line search
4080c52818fSSatish Balay 
4090c52818fSSatish Balay    Collective on TaoLineSearch
4100c52818fSSatish Balay 
4110c52818fSSatish Balay    Input Parameters:
4120c52818fSSatish Balay +  ls - the TaoLineSearch context
413820824deSAlp Dener -  type - the TaoLineSearchType selection
4140c52818fSSatish Balay 
4150c52818fSSatish Balay   Available methods include:
416820824deSAlp Dener +  more-thuente - line search with a cubic model enforcing the strong Wolfe/curvature condition
417820824deSAlp Dener .  armijo - simple backtracking line search enforcing only the sufficient decrease condition
418820824deSAlp Dener -  unit - do not perform a line search and always accept unit step length
4190c52818fSSatish Balay 
4200c52818fSSatish Balay   Options Database Keys:
421820824deSAlp Dener .  -tao_ls_type <more-thuente, armijo, unit> - select which method TAO should use at runtime
4220c52818fSSatish Balay 
4230c52818fSSatish Balay   Level: beginner
4240c52818fSSatish Balay 
4250c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchGetType(), TaoLineSearchApply()
4260c52818fSSatish Balay 
4270c52818fSSatish Balay @*/
4280c52818fSSatish Balay 
429dedfbcbeSJed Brown PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type)
4300c52818fSSatish Balay {
4310c52818fSSatish Balay   PetscErrorCode (*r)(TaoLineSearch);
4320c52818fSSatish Balay   PetscBool      flg;
4330c52818fSSatish Balay 
4340c52818fSSatish Balay   PetscFunctionBegin;
4350c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
4360c52818fSSatish Balay   PetscValidCharPointer(type,2);
4379566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)ls, type, &flg));
4380c52818fSSatish Balay   if (flg) PetscFunctionReturn(0);
4390c52818fSSatish Balay 
4409566063dSJacob Faibussowitsch   PetscCall(PetscFunctionListFind(TaoLineSearchList,type, (void (**)(void)) &r));
4413c859ba3SBarry Smith   PetscCheck(r,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_UNKNOWN_TYPE,"Unable to find requested TaoLineSearch type %s",type);
4420c52818fSSatish Balay   if (ls->ops->destroy) {
4439566063dSJacob Faibussowitsch     PetscCall((*(ls)->ops->destroy)(ls));
4440c52818fSSatish Balay   }
4450c52818fSSatish Balay   ls->max_funcs = 30;
4460c52818fSSatish Balay   ls->ftol = 0.0001;
4470c52818fSSatish Balay   ls->gtol = 0.9;
4486f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
4496f4723b1SBarry Smith   ls->rtol = 1.0e-5;
4506f4723b1SBarry Smith #else
4510c52818fSSatish Balay   ls->rtol = 1.0e-10;
4526f4723b1SBarry Smith #endif
4530c52818fSSatish Balay   ls->stepmin = 1.0e-20;
4540c52818fSSatish Balay   ls->stepmax = 1.0e+20;
4550c52818fSSatish Balay 
4560c52818fSSatish Balay   ls->nfeval = 0;
4570c52818fSSatish Balay   ls->ngeval = 0;
4580c52818fSSatish Balay   ls->nfgeval = 0;
45983c8fe1dSLisandro Dalcin   ls->ops->setup = NULL;
46083c8fe1dSLisandro Dalcin   ls->ops->apply = NULL;
46183c8fe1dSLisandro Dalcin   ls->ops->view = NULL;
46283c8fe1dSLisandro Dalcin   ls->ops->setfromoptions = NULL;
46383c8fe1dSLisandro Dalcin   ls->ops->destroy = NULL;
4640c52818fSSatish Balay   ls->setupcalled = PETSC_FALSE;
4659566063dSJacob Faibussowitsch   PetscCall((*r)(ls));
4669566063dSJacob Faibussowitsch   PetscCall(PetscObjectChangeTypeName((PetscObject)ls, type));
4670c52818fSSatish Balay   PetscFunctionReturn(0);
4680c52818fSSatish Balay }
4690c52818fSSatish Balay 
4702a0dac07SAlp Dener /*@C
4712a0dac07SAlp Dener   TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the
4722a0dac07SAlp Dener   iteration number, step length, and function value before calling the implementation
4732a0dac07SAlp Dener   specific monitor.
4742a0dac07SAlp Dener 
4752a0dac07SAlp Dener    Input Parameters:
4762a0dac07SAlp Dener +  ls - the TaoLineSearch context
4772a0dac07SAlp Dener .  its - the current iterate number (>=0)
4782a0dac07SAlp Dener .  f - the current objective function value
4792a0dac07SAlp Dener -  step - the step length
4802a0dac07SAlp Dener 
4812a0dac07SAlp Dener    Options Database Key:
4822a0dac07SAlp Dener .  -tao_ls_monitor - Use the default monitor, which prints statistics to standard output
4832a0dac07SAlp Dener 
4842a0dac07SAlp Dener    Level: developer
4852a0dac07SAlp Dener 
4862a0dac07SAlp Dener @*/
4872a0dac07SAlp Dener PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step)
4882a0dac07SAlp Dener {
4892a0dac07SAlp Dener   PetscInt       tabs;
4902a0dac07SAlp Dener 
4912a0dac07SAlp Dener   PetscFunctionBegin;
4922a0dac07SAlp Dener   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
4932a0dac07SAlp Dener   if (ls->usemonitor) {
4949566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIGetTab(ls->viewer, &tabs));
4959566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel));
4969566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(ls->viewer, "%3D LS", its));
4979566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(ls->viewer, "  Function value: %g,", (double)f));
4989566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(ls->viewer, "  Step length: %g\n", (double)step));
4992a0dac07SAlp Dener     if (ls->ops->monitor && its > 0) {
5009566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3));
5019566063dSJacob Faibussowitsch       PetscCall((*ls->ops->monitor)(ls));
5022a0dac07SAlp Dener     }
5039566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIISetTab(ls->viewer, tabs));
5042a0dac07SAlp Dener   }
5052a0dac07SAlp Dener   PetscFunctionReturn(0);
5062a0dac07SAlp Dener }
5072a0dac07SAlp Dener 
5080c52818fSSatish Balay /*@
5090c52818fSSatish Balay   TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user
5100c52818fSSatish Balay   options.
5110c52818fSSatish Balay 
5120c52818fSSatish Balay   Collective on TaoLineSearch
5130c52818fSSatish Balay 
51401d2d390SJose E. Roman   Input Parameter:
5150c52818fSSatish Balay . ls - the TaoLineSearch context
5160c52818fSSatish Balay 
5170c52818fSSatish Balay   Options Database Keys:
5180c52818fSSatish Balay + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit)
5190c52818fSSatish Balay . -tao_ls_ftol <tol> - tolerance for sufficient decrease
5200c52818fSSatish Balay . -tao_ls_gtol <tol> - tolerance for curvature condition
5210c52818fSSatish Balay . -tao_ls_rtol <tol> - relative tolerance for acceptable step
5220c52818fSSatish Balay . -tao_ls_stepmin <step> - minimum steplength allowed
5230c52818fSSatish Balay . -tao_ls_stepmax <step> - maximum steplength allowed
5240c52818fSSatish Balay . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed
5250c52818fSSatish Balay - -tao_ls_view - display line-search results to standard output
5260c52818fSSatish Balay 
5270c52818fSSatish Balay   Level: beginner
5280c52818fSSatish Balay @*/
5290c52818fSSatish Balay PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls)
5300c52818fSSatish Balay {
5318caf6e8cSBarry Smith   const char     *default_type=TAOLINESEARCHMT;
5322a0dac07SAlp Dener   char           type[256],monfilename[PETSC_MAX_PATH_LEN];
5332a0dac07SAlp Dener   PetscViewer    monviewer;
5340c52818fSSatish Balay   PetscBool      flg;
535f06e3bfaSBarry Smith 
5360c52818fSSatish Balay   PetscFunctionBegin;
5370c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
538*d0609cedSBarry Smith   PetscObjectOptionsBegin((PetscObject)ls);
5390c52818fSSatish Balay   if (((PetscObject)ls)->type_name) {
5400c52818fSSatish Balay     default_type = ((PetscObject)ls)->type_name;
5410c52818fSSatish Balay   }
5420c52818fSSatish Balay   /* Check for type from options */
5439566063dSJacob Faibussowitsch   PetscCall(PetscOptionsFList("-tao_ls_type","Tao Line Search type","TaoLineSearchSetType",TaoLineSearchList,default_type,type,256,&flg));
5440c52818fSSatish Balay   if (flg) {
5459566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchSetType(ls,type));
5460c52818fSSatish Balay   } else if (!((PetscObject)ls)->type_name) {
5479566063dSJacob Faibussowitsch     PetscCall(TaoLineSearchSetType(ls,default_type));
5480c52818fSSatish Balay   }
5490c52818fSSatish Balay 
5509566063dSJacob Faibussowitsch   PetscCall(PetscOptionsInt("-tao_ls_max_funcs","max function evals in line search","",ls->max_funcs,&ls->max_funcs,NULL));
5519566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_ftol","tol for sufficient decrease","",ls->ftol,&ls->ftol,NULL));
5529566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_gtol","tol for curvature condition","",ls->gtol,&ls->gtol,NULL));
5539566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_rtol","relative tol for acceptable step","",ls->rtol,&ls->rtol,NULL));
5549566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_stepmin","lower bound for step","",ls->stepmin,&ls->stepmin,NULL));
5559566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ls_stepmax","upper bound for step","",ls->stepmax,&ls->stepmax,NULL));
5569566063dSJacob Faibussowitsch   PetscCall(PetscOptionsString("-tao_ls_monitor","enable the basic monitor","TaoLineSearchSetMonitor","stdout",monfilename,sizeof(monfilename),&flg));
5572a0dac07SAlp Dener   if (flg) {
5589566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls),monfilename,&monviewer));
5592a0dac07SAlp Dener     ls->viewer = monviewer;
5602a0dac07SAlp Dener     ls->usemonitor = PETSC_TRUE;
5612a0dac07SAlp Dener   }
5620c52818fSSatish Balay   if (ls->ops->setfromoptions) {
5639566063dSJacob Faibussowitsch     PetscCall((*ls->ops->setfromoptions)(PetscOptionsObject,ls));
5640c52818fSSatish Balay   }
565*d0609cedSBarry Smith   PetscOptionsEnd();
5660c52818fSSatish Balay   PetscFunctionReturn(0);
5670c52818fSSatish Balay }
5680c52818fSSatish Balay 
5690c52818fSSatish Balay /*@C
5700c52818fSSatish Balay   TaoLineSearchGetType - Gets the current line search algorithm
5710c52818fSSatish Balay 
5720c52818fSSatish Balay   Not Collective
5730c52818fSSatish Balay 
5740c52818fSSatish Balay   Input Parameter:
5750c52818fSSatish Balay . ls - the TaoLineSearch context
5760c52818fSSatish Balay 
577fd292e60Sprj-   Output Parameter:
5780c52818fSSatish Balay . type - the line search algorithm in effect
5790c52818fSSatish Balay 
5800c52818fSSatish Balay   Level: developer
5810c52818fSSatish Balay 
5820c52818fSSatish Balay @*/
583dedfbcbeSJed Brown PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type)
5840c52818fSSatish Balay {
5850c52818fSSatish Balay   PetscFunctionBegin;
5860c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
5870c52818fSSatish Balay   PetscValidPointer(type,2);
5880c52818fSSatish Balay   *type = ((PetscObject)ls)->type_name;
5890c52818fSSatish Balay   PetscFunctionReturn(0);
5900c52818fSSatish Balay }
5910c52818fSSatish Balay 
5920c52818fSSatish Balay /*@
5930c52818fSSatish Balay   TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation
5940c52818fSSatish Balay   routines used by the line search in last application (not cumulative).
5950c52818fSSatish Balay 
5960c52818fSSatish Balay   Not Collective
5970c52818fSSatish Balay 
5980c52818fSSatish Balay   Input Parameter:
5990c52818fSSatish Balay . ls - the TaoLineSearch context
6000c52818fSSatish Balay 
6010c52818fSSatish Balay   Output Parameters:
6020c52818fSSatish Balay + nfeval   - number of function evaluations
6030c52818fSSatish Balay . ngeval   - number of gradient evaluations
6040c52818fSSatish Balay - nfgeval  - number of function/gradient evaluations
6050c52818fSSatish Balay 
6060c52818fSSatish Balay   Level: intermediate
6070c52818fSSatish Balay 
6080c52818fSSatish Balay   Note:
609441846f8SBarry Smith   If the line search is using the Tao objective and gradient
610441846f8SBarry Smith   routines directly (see TaoLineSearchUseTaoRoutines()), then TAO
6110c52818fSSatish Balay   is already counting the number of evaluations.
6120c52818fSSatish Balay 
6130c52818fSSatish Balay @*/
6140c52818fSSatish Balay PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval)
6150c52818fSSatish Balay {
6160c52818fSSatish Balay   PetscFunctionBegin;
6170c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
6180c52818fSSatish Balay   *nfeval = ls->nfeval;
6190c52818fSSatish Balay   *ngeval = ls->ngeval;
6200c52818fSSatish Balay   *nfgeval = ls->nfgeval;
6210c52818fSSatish Balay   PetscFunctionReturn(0);
6220c52818fSSatish Balay }
6230c52818fSSatish Balay 
6240c52818fSSatish Balay /*@
625441846f8SBarry Smith   TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using
626441846f8SBarry Smith   Tao evaluation routines.
6270c52818fSSatish Balay 
6280c52818fSSatish Balay   Not Collective
6290c52818fSSatish Balay 
6300c52818fSSatish Balay   Input Parameter:
6310c52818fSSatish Balay . ls - the TaoLineSearch context
6320c52818fSSatish Balay 
6330c52818fSSatish Balay   Output Parameter:
634441846f8SBarry Smith . flg - PETSC_TRUE if the line search is using Tao evaluation routines,
6350c52818fSSatish Balay         otherwise PETSC_FALSE
6360c52818fSSatish Balay 
6370c52818fSSatish Balay   Level: developer
6380c52818fSSatish Balay @*/
639441846f8SBarry Smith PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg)
6400c52818fSSatish Balay {
6410c52818fSSatish Balay   PetscFunctionBegin;
6420c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
643f06e3bfaSBarry Smith   *flg = ls->usetaoroutines;
6440c52818fSSatish Balay   PetscFunctionReturn(0);
6450c52818fSSatish Balay }
6460c52818fSSatish Balay 
6470c52818fSSatish Balay /*@C
6480c52818fSSatish Balay   TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search
6490c52818fSSatish Balay 
6500c52818fSSatish Balay   Logically Collective on TaoLineSearch
6510c52818fSSatish Balay 
652d8d19677SJose E. Roman   Input Parameters:
6530c52818fSSatish Balay + ls - the TaoLineSearch context
6540c52818fSSatish Balay . func - the objective function evaluation routine
6550c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
6560c52818fSSatish Balay 
6570c52818fSSatish Balay   Calling sequence of func:
6580c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx);
6590c52818fSSatish Balay 
6600c52818fSSatish Balay + x - input vector
6610c52818fSSatish Balay . f - function value
6620c52818fSSatish Balay - ctx (optional) user-defined context
6630c52818fSSatish Balay 
6640c52818fSSatish Balay   Level: beginner
6650c52818fSSatish Balay 
6660c52818fSSatish Balay   Note:
6670c52818fSSatish Balay   Use this routine only if you want the line search objective
668441846f8SBarry Smith   evaluation routine to be different from the Tao's objective
6690c52818fSSatish Balay   evaluation routine. If you use this routine you must also set
6700c52818fSSatish Balay   the line search gradient and/or function/gradient routine.
6710c52818fSSatish Balay 
6720c52818fSSatish Balay   Note:
6730c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
6740c52818fSSatish Balay   line search, application programmers should be wary of overriding the
6750c52818fSSatish Balay   default objective routine.
6760c52818fSSatish Balay 
677441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
6780c52818fSSatish Balay @*/
6790c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal*, void*), void *ctx)
6800c52818fSSatish Balay {
6810c52818fSSatish Balay   PetscFunctionBegin;
6820c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
6830c52818fSSatish Balay 
6840c52818fSSatish Balay   ls->ops->computeobjective=func;
6850c52818fSSatish Balay   if (ctx) ls->userctx_func=ctx;
6860c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
6870c52818fSSatish Balay   PetscFunctionReturn(0);
6880c52818fSSatish Balay }
6890c52818fSSatish Balay 
6900c52818fSSatish Balay /*@C
6910c52818fSSatish Balay   TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search
6920c52818fSSatish Balay 
6930c52818fSSatish Balay   Logically Collective on TaoLineSearch
6940c52818fSSatish Balay 
695d8d19677SJose E. Roman   Input Parameters:
6960c52818fSSatish Balay + ls - the TaoLineSearch context
6970c52818fSSatish Balay . func - the gradient evaluation routine
6980c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
6990c52818fSSatish Balay 
7000c52818fSSatish Balay   Calling sequence of func:
7010c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, Vec g, void *ctx);
7020c52818fSSatish Balay 
7030c52818fSSatish Balay + x - input vector
7040c52818fSSatish Balay . g - gradient vector
7050c52818fSSatish Balay - ctx (optional) user-defined context
7060c52818fSSatish Balay 
7070c52818fSSatish Balay   Level: beginner
7080c52818fSSatish Balay 
7090c52818fSSatish Balay   Note:
7100c52818fSSatish Balay   Use this routine only if you want the line search gradient
711441846f8SBarry Smith   evaluation routine to be different from the Tao's gradient
7120c52818fSSatish Balay   evaluation routine. If you use this routine you must also set
7130c52818fSSatish Balay   the line search function and/or function/gradient routine.
7140c52818fSSatish Balay 
7150c52818fSSatish Balay   Note:
7160c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own gradient routine for the
7170c52818fSSatish Balay   line search, application programmers should be wary of overriding the
7180c52818fSSatish Balay   default gradient routine.
7190c52818fSSatish Balay 
720441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
7210c52818fSSatish Balay @*/
7220c52818fSSatish Balay PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec g, void*), void *ctx)
7230c52818fSSatish Balay {
7240c52818fSSatish Balay   PetscFunctionBegin;
7250c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
7260c52818fSSatish Balay   ls->ops->computegradient=func;
7270c52818fSSatish Balay   if (ctx) ls->userctx_grad=ctx;
7280c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
7290c52818fSSatish Balay   PetscFunctionReturn(0);
7300c52818fSSatish Balay }
7310c52818fSSatish Balay 
7320c52818fSSatish Balay /*@C
7330c52818fSSatish Balay   TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search
7340c52818fSSatish Balay 
7350c52818fSSatish Balay   Logically Collective on TaoLineSearch
7360c52818fSSatish Balay 
737d8d19677SJose E. Roman   Input Parameters:
7380c52818fSSatish Balay + ls - the TaoLineSearch context
7390c52818fSSatish Balay . func - the objective and gradient evaluation routine
7400c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
7410c52818fSSatish Balay 
7420c52818fSSatish Balay   Calling sequence of func:
7430c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx);
7440c52818fSSatish Balay 
7450c52818fSSatish Balay + x - input vector
7460c52818fSSatish Balay . f - function value
7470c52818fSSatish Balay . g - gradient vector
7480c52818fSSatish Balay - ctx (optional) user-defined context
7490c52818fSSatish Balay 
7500c52818fSSatish Balay   Level: beginner
7510c52818fSSatish Balay 
7520c52818fSSatish Balay   Note:
7530c52818fSSatish Balay   Use this routine only if you want the line search objective and gradient
754441846f8SBarry Smith   evaluation routines to be different from the Tao's objective
7550c52818fSSatish Balay   and gradient evaluation routines.
7560c52818fSSatish Balay 
7570c52818fSSatish Balay   Note:
7580c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
7590c52818fSSatish Balay   line search, application programmers should be wary of overriding the
7600c52818fSSatish Balay   default objective routine.
7610c52818fSSatish Balay 
762441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetGradientRoutine(), TaoLineSearchUseTaoRoutines()
7630c52818fSSatish Balay @*/
7640c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void*), void *ctx)
7650c52818fSSatish Balay {
7660c52818fSSatish Balay   PetscFunctionBegin;
7670c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
7680c52818fSSatish Balay   ls->ops->computeobjectiveandgradient=func;
7690c52818fSSatish Balay   if (ctx) ls->userctx_funcgrad=ctx;
7700c52818fSSatish Balay   ls->usetaoroutines = PETSC_FALSE;
7710c52818fSSatish Balay   PetscFunctionReturn(0);
7720c52818fSSatish Balay }
7730c52818fSSatish Balay 
7740c52818fSSatish Balay /*@C
7750c52818fSSatish Balay   TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and
7760c52818fSSatish Balay   (gradient'*stepdirection) evaluation routine for the line search.
7770c52818fSSatish Balay   Sometimes it is more efficient to compute the inner product of the gradient
7780c52818fSSatish Balay   and the step direction than it is to compute the gradient, and this is all
7790c52818fSSatish Balay   the line search typically needs of the gradient.
7800c52818fSSatish Balay 
7810c52818fSSatish Balay   Logically Collective on TaoLineSearch
7820c52818fSSatish Balay 
783d8d19677SJose E. Roman   Input Parameters:
7840c52818fSSatish Balay + ls - the TaoLineSearch context
7850c52818fSSatish Balay . func - the objective and gradient evaluation routine
7860c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
7870c52818fSSatish Balay 
7880c52818fSSatish Balay   Calling sequence of func:
7890c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx);
7900c52818fSSatish Balay 
7910c52818fSSatish Balay + x - input vector
7920c52818fSSatish Balay . s - step direction
7930c52818fSSatish Balay . f - function value
7940c52818fSSatish Balay . gts - inner product of gradient and step direction vectors
7950c52818fSSatish Balay - ctx (optional) user-defined context
7960c52818fSSatish Balay 
7970c52818fSSatish Balay   Note: The gradient will still need to be computed at the end of the line
7980c52818fSSatish Balay   search, so you will still need to set a line search gradient evaluation
7990c52818fSSatish Balay   routine
8000c52818fSSatish Balay 
8010c52818fSSatish Balay   Note: Bounded line searches (those used in bounded optimization algorithms)
8020c52818fSSatish Balay   don't use g's directly, but rather (g'x - g'x0)/steplength.  You can get the
8030c52818fSSatish Balay   x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength()
8040c52818fSSatish Balay 
8050c52818fSSatish Balay   Level: advanced
8060c52818fSSatish Balay 
8070c52818fSSatish Balay   Note:
8080c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
8090c52818fSSatish Balay   line search, application programmers should be wary of overriding the
8100c52818fSSatish Balay   default objective routine.
8110c52818fSSatish Balay 
812441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjective(), TaoLineSearchSetGradient(), TaoLineSearchUseTaoRoutines()
8130c52818fSSatish Balay @*/
8140c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx)
8150c52818fSSatish Balay {
8160c52818fSSatish Balay   PetscFunctionBegin;
8170c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
8180c52818fSSatish Balay   ls->ops->computeobjectiveandgts=func;
8190c52818fSSatish Balay   if (ctx) ls->userctx_funcgts=ctx;
8200c52818fSSatish Balay   ls->usegts = PETSC_TRUE;
8210c52818fSSatish Balay   ls->usetaoroutines = PETSC_FALSE;
8220c52818fSSatish Balay   PetscFunctionReturn(0);
8230c52818fSSatish Balay }
8240c52818fSSatish Balay 
8250c52818fSSatish Balay /*@C
826441846f8SBarry Smith   TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the
827441846f8SBarry Smith   objective and gradient evaluation routines from the given Tao object.
8280c52818fSSatish Balay 
8290c52818fSSatish Balay   Logically Collective on TaoLineSearch
8300c52818fSSatish Balay 
831d8d19677SJose E. Roman   Input Parameters:
8320c52818fSSatish Balay + ls - the TaoLineSearch context
833441846f8SBarry Smith - ts - the Tao context with defined objective/gradient evaluation routines
8340c52818fSSatish Balay 
8350c52818fSSatish Balay   Level: developer
8360c52818fSSatish Balay 
8370c52818fSSatish Balay .seealso: TaoLineSearchCreate()
8380c52818fSSatish Balay @*/
839441846f8SBarry Smith PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts)
8400c52818fSSatish Balay {
8410c52818fSSatish Balay   PetscFunctionBegin;
8420c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
843064a246eSJacob Faibussowitsch   PetscValidHeaderSpecific(ts,TAO_CLASSID,2);
844441846f8SBarry Smith   ls->tao = ts;
8450c52818fSSatish Balay   ls->usetaoroutines = PETSC_TRUE;
8460c52818fSSatish Balay   PetscFunctionReturn(0);
8470c52818fSSatish Balay }
8480c52818fSSatish Balay 
8490c52818fSSatish Balay /*@
8500c52818fSSatish Balay   TaoLineSearchComputeObjective - Computes the objective function value at a given point
8510c52818fSSatish Balay 
8520c52818fSSatish Balay   Collective on TaoLineSearch
8530c52818fSSatish Balay 
8540c52818fSSatish Balay   Input Parameters:
8550c52818fSSatish Balay + ls - the TaoLineSearch context
8560c52818fSSatish Balay - x - input vector
8570c52818fSSatish Balay 
8580c52818fSSatish Balay   Output Parameter:
8590c52818fSSatish Balay . f - Objective value at X
8600c52818fSSatish Balay 
86195452b02SPatrick Sanan   Notes:
86295452b02SPatrick Sanan     TaoLineSearchComputeObjective() is typically used within line searches
8630c52818fSSatish Balay   so most users would not generally call this routine themselves.
8640c52818fSSatish Balay 
8650c52818fSSatish Balay   Level: developer
8660c52818fSSatish Balay 
8670c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
8680c52818fSSatish Balay @*/
8690c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f)
8700c52818fSSatish Balay {
8710c52818fSSatish Balay   Vec            gdummy;
8720c52818fSSatish Balay   PetscReal      gts;
873f06e3bfaSBarry Smith 
8740c52818fSSatish Balay   PetscFunctionBegin;
8750c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
8760c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
877dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
8780c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
8790c52818fSSatish Balay   if (ls->usetaoroutines) {
8809566063dSJacob Faibussowitsch     PetscCall(TaoComputeObjective(ls->tao,x,f));
8810c52818fSSatish Balay   } else {
8823c859ba3SBarry 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");
8839566063dSJacob Faibussowitsch     PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
8840c52818fSSatish Balay     PetscStackPush("TaoLineSearch user objective routine");
8850c52818fSSatish Balay     if (ls->ops->computeobjective) {
8869566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjective)(ls,x,f,ls->userctx_func));
8870c52818fSSatish Balay     } else if (ls->ops->computeobjectiveandgradient) {
8889566063dSJacob Faibussowitsch       PetscCall(VecDuplicate(x,&gdummy));
8899566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,f,gdummy,ls->userctx_funcgrad));
8909566063dSJacob Faibussowitsch       PetscCall(VecDestroy(&gdummy));
8910c52818fSSatish Balay     } else {
8929566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,&gts,ls->userctx_funcgts));
8930c52818fSSatish Balay     }
8940c52818fSSatish Balay     PetscStackPop;
8959566063dSJacob Faibussowitsch     PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
8960c52818fSSatish Balay   }
8970c52818fSSatish Balay   ls->nfeval++;
8980c52818fSSatish Balay   PetscFunctionReturn(0);
8990c52818fSSatish Balay }
9000c52818fSSatish Balay 
9010c52818fSSatish Balay /*@
9020c52818fSSatish Balay   TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point
9030c52818fSSatish Balay 
904441846f8SBarry Smith   Collective on Tao
9050c52818fSSatish Balay 
9060c52818fSSatish Balay   Input Parameters:
9070c52818fSSatish Balay + ls - the TaoLineSearch context
9080c52818fSSatish Balay - x - input vector
9090c52818fSSatish Balay 
910d8d19677SJose E. Roman   Output Parameters:
9110c52818fSSatish Balay + f - Objective value at X
9120c52818fSSatish Balay - g - Gradient vector at X
9130c52818fSSatish Balay 
91495452b02SPatrick Sanan   Notes:
91595452b02SPatrick Sanan     TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches
9160c52818fSSatish Balay   so most users would not generally call this routine themselves.
9170c52818fSSatish Balay 
9180c52818fSSatish Balay   Level: developer
9190c52818fSSatish Balay 
9200c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
9210c52818fSSatish Balay @*/
9220c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g)
9230c52818fSSatish Balay {
9240c52818fSSatish Balay   PetscFunctionBegin;
9250c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
9260c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
927dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
9280c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
9290c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
9300c52818fSSatish Balay   PetscCheckSameComm(ls,1,g,4);
9310c52818fSSatish Balay   if (ls->usetaoroutines) {
9329566063dSJacob Faibussowitsch     PetscCall(TaoComputeObjectiveAndGradient(ls->tao,x,f,g));
9330c52818fSSatish Balay   } else {
9349566063dSJacob Faibussowitsch     PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
9350c52818fSSatish Balay     if (ls->ops->computeobjectiveandgradient) {
936362febeeSStefano Zampini       PetscStackPush("TaoLineSearch user objective/gradient routine");
9379566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,f,g,ls->userctx_funcgrad));
9380c52818fSSatish Balay       PetscStackPop;
939362febeeSStefano Zampini     } else {
9403c859ba3SBarry Smith       PetscCheck(ls->ops->computeobjective,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
941362febeeSStefano Zampini       PetscStackPush("TaoLineSearch user objective routine");
9429566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjective)(ls,x,f,ls->userctx_func));
943362febeeSStefano Zampini       PetscStackPop;
9443c859ba3SBarry Smith       PetscCheck(ls->ops->computegradient,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient function set");
945362febeeSStefano Zampini       PetscStackPush("TaoLineSearch user gradient routine");
9469566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computegradient)(ls,x,g,ls->userctx_grad));
947362febeeSStefano Zampini       PetscStackPop;
948362febeeSStefano Zampini     }
9499566063dSJacob Faibussowitsch     PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
9509566063dSJacob Faibussowitsch     PetscCall(PetscInfo(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f)));
951f06e3bfaSBarry Smith   }
952fbe0838dSJason Sarich   ls->nfgeval++;
9530c52818fSSatish Balay   PetscFunctionReturn(0);
9540c52818fSSatish Balay }
9550c52818fSSatish Balay 
9560c52818fSSatish Balay /*@
9570c52818fSSatish Balay   TaoLineSearchComputeGradient - Computes the gradient of the objective function
9580c52818fSSatish Balay 
9590c52818fSSatish Balay   Collective on TaoLineSearch
9600c52818fSSatish Balay 
9610c52818fSSatish Balay   Input Parameters:
9620c52818fSSatish Balay + ls - the TaoLineSearch context
9630c52818fSSatish Balay - x - input vector
9640c52818fSSatish Balay 
9650c52818fSSatish Balay   Output Parameter:
9660c52818fSSatish Balay . g - gradient vector
9670c52818fSSatish Balay 
96895452b02SPatrick Sanan   Notes:
96995452b02SPatrick Sanan     TaoComputeGradient() is typically used within line searches
9700c52818fSSatish Balay   so most users would not generally call this routine themselves.
9710c52818fSSatish Balay 
9720c52818fSSatish Balay   Level: developer
9730c52818fSSatish Balay 
9740c52818fSSatish Balay .seealso: TaoLineSearchComputeObjective(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetGradient()
9750c52818fSSatish Balay @*/
9760c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g)
9770c52818fSSatish Balay {
9780c52818fSSatish Balay   PetscReal      fdummy;
979f06e3bfaSBarry Smith 
9800c52818fSSatish Balay   PetscFunctionBegin;
9810c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
9820c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
9830c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,3);
9840c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
9850c52818fSSatish Balay   PetscCheckSameComm(ls,1,g,3);
9860c52818fSSatish Balay   if (ls->usetaoroutines) {
9879566063dSJacob Faibussowitsch     PetscCall(TaoComputeGradient(ls->tao,x,g));
9880c52818fSSatish Balay   } else {
9899566063dSJacob Faibussowitsch     PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
9900c52818fSSatish Balay     PetscStackPush("TaoLineSearch user gradient routine");
9910c52818fSSatish Balay     if (ls->ops->computegradient) {
9929566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computegradient)(ls,x,g,ls->userctx_grad));
9930c52818fSSatish Balay     } else {
9943c859ba3SBarry Smith       PetscCheck(ls->ops->computeobjectiveandgradient,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient functions set");
9959566063dSJacob Faibussowitsch       PetscCall((*ls->ops->computeobjectiveandgradient)(ls,x,&fdummy,g,ls->userctx_funcgrad));
9960c52818fSSatish Balay     }
9970c52818fSSatish Balay     PetscStackPop;
9989566063dSJacob Faibussowitsch     PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
9990c52818fSSatish Balay   }
10000c52818fSSatish Balay   ls->ngeval++;
10010c52818fSSatish Balay   PetscFunctionReturn(0);
10020c52818fSSatish Balay }
10030c52818fSSatish Balay 
10040c52818fSSatish Balay /*@
10050c52818fSSatish Balay   TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point
10060c52818fSSatish Balay 
1007441846f8SBarry Smith   Collective on Tao
10080c52818fSSatish Balay 
10090c52818fSSatish Balay   Input Parameters:
10100c52818fSSatish Balay + ls - the TaoLineSearch context
10110c52818fSSatish Balay - x - input vector
10120c52818fSSatish Balay 
1013d8d19677SJose E. Roman   Output Parameters:
10140c52818fSSatish Balay + f - Objective value at X
10150c52818fSSatish Balay - gts - inner product of gradient and step direction at X
10160c52818fSSatish Balay 
101795452b02SPatrick Sanan   Notes:
101895452b02SPatrick Sanan     TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches
10190c52818fSSatish Balay   so most users would not generally call this routine themselves.
10200c52818fSSatish Balay 
10210c52818fSSatish Balay   Level: developer
10220c52818fSSatish Balay 
10230c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
10240c52818fSSatish Balay @*/
10250c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts)
10260c52818fSSatish Balay {
10270c52818fSSatish Balay   PetscFunctionBegin;
10280c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
10290c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
1030dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
1031dadcf809SJacob Faibussowitsch   PetscValidRealPointer(gts,4);
10320c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
10333c859ba3SBarry Smith   PetscCheck(ls->ops->computeobjectiveandgts,PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective and gts function set");
10349566063dSJacob Faibussowitsch   PetscCall(PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0));
10350c52818fSSatish Balay   PetscStackPush("TaoLineSearch user objective/gts routine");
10369566063dSJacob Faibussowitsch   PetscCall((*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,gts,ls->userctx_funcgts));
10370c52818fSSatish Balay   PetscStackPop;
10389566063dSJacob Faibussowitsch   PetscCall(PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0));
10399566063dSJacob Faibussowitsch   PetscCall(PetscInfo(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f)));
10400c52818fSSatish Balay   ls->nfeval++;
10410c52818fSSatish Balay   PetscFunctionReturn(0);
10420c52818fSSatish Balay }
10430c52818fSSatish Balay 
10440c52818fSSatish Balay /*@
10450c52818fSSatish Balay   TaoLineSearchGetSolution - Returns the solution to the line search
10460c52818fSSatish Balay 
10470c52818fSSatish Balay   Collective on TaoLineSearch
10480c52818fSSatish Balay 
10490c52818fSSatish Balay   Input Parameter:
10500c52818fSSatish Balay . ls - the TaoLineSearch context
10510c52818fSSatish Balay 
1052d8d19677SJose E. Roman   Output Parameters:
10530c52818fSSatish Balay + x - the new solution
10540c52818fSSatish Balay . f - the objective function value at x
10550c52818fSSatish Balay . g - the gradient at x
10560c52818fSSatish Balay . steplength - the multiple of the step direction taken by the line search
10570c52818fSSatish Balay - reason - the reason why the line search terminated
10580c52818fSSatish Balay 
10590c52818fSSatish Balay   reason will be set to one of:
10600c52818fSSatish Balay 
10610c52818fSSatish Balay + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
10620c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
10630c52818fSSatish Balay . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
10640c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
10650c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
10660c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
10670c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
10680c52818fSSatish Balay 
10690c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
10700c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason
10710c52818fSSatish Balay 
1072a2b725a8SWilliam Gropp - TAOLINESEARCH_SUCCESS - successful line search
10730c52818fSSatish Balay 
10740c52818fSSatish Balay   Level: developer
10750c52818fSSatish Balay 
10760c52818fSSatish Balay @*/
1077e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
10780c52818fSSatish Balay {
10790c52818fSSatish Balay   PetscFunctionBegin;
10800c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
10810c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
1082dadcf809SJacob Faibussowitsch   PetscValidRealPointer(f,3);
10830c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
10840c52818fSSatish Balay   PetscValidIntPointer(reason,6);
10850c52818fSSatish Balay   if (ls->new_x) {
10869566063dSJacob Faibussowitsch     PetscCall(VecCopy(ls->new_x,x));
10870c52818fSSatish Balay   }
10880c52818fSSatish Balay   *f = ls->new_f;
10890c52818fSSatish Balay   if (ls->new_g) {
10909566063dSJacob Faibussowitsch     PetscCall(VecCopy(ls->new_g,g));
10910c52818fSSatish Balay   }
109297ab8e72SStefano Zampini   if (steplength) *steplength = ls->step;
10930c52818fSSatish Balay   *reason = ls->reason;
10940c52818fSSatish Balay   PetscFunctionReturn(0);
10950c52818fSSatish Balay }
10960c52818fSSatish Balay 
10970c52818fSSatish Balay /*@
10980c52818fSSatish Balay   TaoLineSearchGetStartingVector - Gets a the initial point of the line
10990c52818fSSatish Balay   search.
11000c52818fSSatish Balay 
11010c52818fSSatish Balay   Not Collective
11020c52818fSSatish Balay 
11030c52818fSSatish Balay   Input Parameter:
11040c52818fSSatish Balay . ls - the TaoLineSearch context
11050c52818fSSatish Balay 
11060c52818fSSatish Balay   Output Parameter:
11070c52818fSSatish Balay . x - The initial point of the line search
11080c52818fSSatish Balay 
11090c52818fSSatish Balay   Level: intermediate
11100c52818fSSatish Balay @*/
11110c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x)
11120c52818fSSatish Balay {
11130c52818fSSatish Balay   PetscFunctionBegin;
11140c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
111597ab8e72SStefano Zampini   if (x) *x = ls->start_x;
11160c52818fSSatish Balay   PetscFunctionReturn(0);
11170c52818fSSatish Balay }
11180c52818fSSatish Balay 
11190c52818fSSatish Balay /*@
11200c52818fSSatish Balay   TaoLineSearchGetStepDirection - Gets the step direction of the line
11210c52818fSSatish Balay   search.
11220c52818fSSatish Balay 
11230c52818fSSatish Balay   Not Collective
11240c52818fSSatish Balay 
11250c52818fSSatish Balay   Input Parameter:
11260c52818fSSatish Balay . ls - the TaoLineSearch context
11270c52818fSSatish Balay 
11280c52818fSSatish Balay   Output Parameter:
11290c52818fSSatish Balay . s - the step direction of the line search
11300c52818fSSatish Balay 
11310c52818fSSatish Balay   Level: advanced
11320c52818fSSatish Balay @*/
11330c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s)
11340c52818fSSatish Balay {
11350c52818fSSatish Balay   PetscFunctionBegin;
11360c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
113797ab8e72SStefano Zampini   if (s) *s = ls->stepdirection;
11380c52818fSSatish Balay   PetscFunctionReturn(0);
11390c52818fSSatish Balay }
11400c52818fSSatish Balay 
11410c52818fSSatish Balay /*@
11420c52818fSSatish Balay   TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step.  Useful for some minimization algorithms.
11430c52818fSSatish Balay 
11440c52818fSSatish Balay   Not Collective
11450c52818fSSatish Balay 
11460c52818fSSatish Balay   Input Parameter:
11470c52818fSSatish Balay . ls - the TaoLineSearch context
11480c52818fSSatish Balay 
11490c52818fSSatish Balay   Output Parameter:
11500c52818fSSatish Balay . f - the objective value at the full step length
11510c52818fSSatish Balay 
11520c52818fSSatish Balay   Level: developer
11530c52818fSSatish Balay @*/
11540c52818fSSatish Balay 
11550c52818fSSatish Balay PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep)
11560c52818fSSatish Balay {
11570c52818fSSatish Balay   PetscFunctionBegin;
11580c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
11590c52818fSSatish Balay   *f_fullstep = ls->f_fullstep;
11600c52818fSSatish Balay   PetscFunctionReturn(0);
11610c52818fSSatish Balay }
11620c52818fSSatish Balay 
11630c52818fSSatish Balay /*@
11640c52818fSSatish Balay   TaoLineSearchSetVariableBounds - Sets the upper and lower bounds.
11650c52818fSSatish Balay 
1166441846f8SBarry Smith   Logically Collective on Tao
11670c52818fSSatish Balay 
11680c52818fSSatish Balay   Input Parameters:
11690c52818fSSatish Balay + ls - the TaoLineSearch context
11700c52818fSSatish Balay . xl  - vector of lower bounds
11710c52818fSSatish Balay - xu  - vector of upper bounds
11720c52818fSSatish Balay 
11730c52818fSSatish Balay   Note: If the variable bounds are not set with this routine, then
1174e270355aSBarry Smith   PETSC_NINFINITY and PETSC_INFINITY are assumed
11750c52818fSSatish Balay 
11760c52818fSSatish Balay   Level: beginner
11770c52818fSSatish Balay 
11780c52818fSSatish Balay .seealso: TaoSetVariableBounds(), TaoLineSearchCreate()
11790c52818fSSatish Balay @*/
11800c52818fSSatish Balay PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls,Vec xl, Vec xu)
11810c52818fSSatish Balay {
11820c52818fSSatish Balay   PetscFunctionBegin;
11830c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
11840c52818fSSatish Balay   PetscValidHeaderSpecific(xl,VEC_CLASSID,2);
11850c52818fSSatish Balay   PetscValidHeaderSpecific(xu,VEC_CLASSID,3);
11869566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)xl));
11879566063dSJacob Faibussowitsch   PetscCall(PetscObjectReference((PetscObject)xu));
11889566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->lower));
11899566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ls->upper));
11900c52818fSSatish Balay   ls->lower = xl;
11910c52818fSSatish Balay   ls->upper = xu;
11920c52818fSSatish Balay   ls->bounded = 1;
11930c52818fSSatish Balay   PetscFunctionReturn(0);
11940c52818fSSatish Balay }
11950c52818fSSatish Balay 
11960c52818fSSatish Balay /*@
11970c52818fSSatish Balay   TaoLineSearchSetInitialStepLength - Sets the initial step length of a line
11980c52818fSSatish Balay   search.  If this value is not set then 1.0 is assumed.
11990c52818fSSatish Balay 
12000c52818fSSatish Balay   Logically Collective on TaoLineSearch
12010c52818fSSatish Balay 
12020c52818fSSatish Balay   Input Parameters:
12030c52818fSSatish Balay + ls - the TaoLineSearch context
12040c52818fSSatish Balay - s - the initial step size
12050c52818fSSatish Balay 
12060c52818fSSatish Balay   Level: intermediate
12070c52818fSSatish Balay 
12080c52818fSSatish Balay .seealso: TaoLineSearchGetStepLength(), TaoLineSearchApply()
12090c52818fSSatish Balay @*/
12100c52818fSSatish Balay PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls,PetscReal s)
12110c52818fSSatish Balay {
12120c52818fSSatish Balay   PetscFunctionBegin;
12130c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
12140c52818fSSatish Balay   ls->initstep = s;
12150c52818fSSatish Balay   PetscFunctionReturn(0);
12160c52818fSSatish Balay }
12170c52818fSSatish Balay 
12180c52818fSSatish Balay /*@
12190c52818fSSatish Balay   TaoLineSearchGetStepLength - Get the current step length
12200c52818fSSatish Balay 
12210c52818fSSatish Balay   Not Collective
12220c52818fSSatish Balay 
12230c52818fSSatish Balay   Input Parameters:
12240c52818fSSatish Balay . ls - the TaoLineSearch context
12250c52818fSSatish Balay 
12267a7aea1fSJed Brown   Output Parameters:
12270c52818fSSatish Balay . s - the current step length
12280c52818fSSatish Balay 
12290c52818fSSatish Balay   Level: beginner
12300c52818fSSatish Balay 
12310c52818fSSatish Balay .seealso: TaoLineSearchSetInitialStepLength(), TaoLineSearchApply()
12320c52818fSSatish Balay @*/
12330c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls,PetscReal *s)
12340c52818fSSatish Balay {
12350c52818fSSatish Balay   PetscFunctionBegin;
12360c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
12370c52818fSSatish Balay   *s = ls->step;
12380c52818fSSatish Balay   PetscFunctionReturn(0);
12390c52818fSSatish Balay }
12400c52818fSSatish Balay 
12410ebee16dSLisandro Dalcin /*@C
12420c52818fSSatish Balay    TaoLineSearchRegister - Adds a line-search algorithm to the registry
12430c52818fSSatish Balay 
12440c52818fSSatish Balay    Not collective
12450c52818fSSatish Balay 
12460c52818fSSatish Balay    Input Parameters:
12470c52818fSSatish Balay +  sname - name of a new user-defined solver
12480c52818fSSatish Balay -  func - routine to Create method context
12490c52818fSSatish Balay 
12500c52818fSSatish Balay    Notes:
12510c52818fSSatish Balay    TaoLineSearchRegister() may be called multiple times to add several user-defined solvers.
12520c52818fSSatish Balay 
12530c52818fSSatish Balay    Sample usage:
12540c52818fSSatish Balay .vb
12550c52818fSSatish Balay    TaoLineSearchRegister("my_linesearch",MyLinesearchCreate);
12560c52818fSSatish Balay .ve
12570c52818fSSatish Balay 
12580c52818fSSatish Balay    Then, your solver can be chosen with the procedural interface via
12590c52818fSSatish Balay $     TaoLineSearchSetType(ls,"my_linesearch")
12600c52818fSSatish Balay    or at runtime via the option
12610c52818fSSatish Balay $     -tao_ls_type my_linesearch
12620c52818fSSatish Balay 
12630c52818fSSatish Balay    Level: developer
12640c52818fSSatish Balay 
12650ebee16dSLisandro Dalcin @*/
12660c52818fSSatish Balay PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch))
12670c52818fSSatish Balay {
12680c52818fSSatish Balay   PetscFunctionBegin;
12699566063dSJacob Faibussowitsch   PetscCall(TaoLineSearchInitializePackage());
12709566063dSJacob Faibussowitsch   PetscCall(PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func));
12710c52818fSSatish Balay   PetscFunctionReturn(0);
12720c52818fSSatish Balay }
12730c52818fSSatish Balay 
12740c52818fSSatish Balay /*@C
12750c52818fSSatish Balay    TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching
12760c52818fSSatish Balay    for all TaoLineSearch options in the database.
12770c52818fSSatish Balay 
12780c52818fSSatish Balay    Collective on TaoLineSearch
12790c52818fSSatish Balay 
12800c52818fSSatish Balay    Input Parameters:
12810c52818fSSatish Balay +  ls - the TaoLineSearch solver context
12820c52818fSSatish Balay -  prefix - the prefix string to prepend to all line search requests
12830c52818fSSatish Balay 
12840c52818fSSatish Balay    Notes:
12850c52818fSSatish Balay    A hyphen (-) must NOT be given at the beginning of the prefix name.
12860c52818fSSatish Balay    The first character of all runtime options is AUTOMATICALLY the hyphen.
12870c52818fSSatish Balay 
12880c52818fSSatish Balay    Level: advanced
12890c52818fSSatish Balay 
12900c52818fSSatish Balay .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
12910c52818fSSatish Balay @*/
12920c52818fSSatish Balay PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[])
12930c52818fSSatish Balay {
1294f06e3bfaSBarry Smith   return PetscObjectAppendOptionsPrefix((PetscObject)ls,p);
12950c52818fSSatish Balay }
12960c52818fSSatish Balay 
12970c52818fSSatish Balay /*@C
12980c52818fSSatish Balay   TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all
12990c52818fSSatish Balay   TaoLineSearch options in the database
13000c52818fSSatish Balay 
13010c52818fSSatish Balay   Not Collective
13020c52818fSSatish Balay 
13030c52818fSSatish Balay   Input Parameters:
13040c52818fSSatish Balay . ls - the TaoLineSearch context
13050c52818fSSatish Balay 
13060c52818fSSatish Balay   Output Parameters:
13070c52818fSSatish Balay . prefix - pointer to the prefix string used is returned
13080c52818fSSatish Balay 
130995452b02SPatrick Sanan   Notes:
131095452b02SPatrick Sanan     On the fortran side, the user should pass in a string 'prefix' of
13110c52818fSSatish Balay   sufficient length to hold the prefix.
13120c52818fSSatish Balay 
13130c52818fSSatish Balay   Level: advanced
13140c52818fSSatish Balay 
13150c52818fSSatish Balay .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchAppendOptionsPrefix()
13160c52818fSSatish Balay @*/
13170c52818fSSatish Balay PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[])
13180c52818fSSatish Balay {
1319f06e3bfaSBarry Smith   return PetscObjectGetOptionsPrefix((PetscObject)ls,p);
13200c52818fSSatish Balay }
13210c52818fSSatish Balay 
13220c52818fSSatish Balay /*@C
13230c52818fSSatish Balay    TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all
13240c52818fSSatish Balay    TaoLineSearch options in the database.
13250c52818fSSatish Balay 
13260c52818fSSatish Balay    Logically Collective on TaoLineSearch
13270c52818fSSatish Balay 
13280c52818fSSatish Balay    Input Parameters:
13290c52818fSSatish Balay +  ls - the TaoLineSearch context
13300c52818fSSatish Balay -  prefix - the prefix string to prepend to all TAO option requests
13310c52818fSSatish Balay 
13320c52818fSSatish Balay    Notes:
13330c52818fSSatish Balay    A hyphen (-) must NOT be given at the beginning of the prefix name.
13340c52818fSSatish Balay    The first character of all runtime options is AUTOMATICALLY the hyphen.
13350c52818fSSatish Balay 
13360c52818fSSatish Balay    For example, to distinguish between the runtime options for two
13370c52818fSSatish Balay    different line searches, one could call
13380c52818fSSatish Balay .vb
13390c52818fSSatish Balay       TaoLineSearchSetOptionsPrefix(ls1,"sys1_")
13400c52818fSSatish Balay       TaoLineSearchSetOptionsPrefix(ls2,"sys2_")
13410c52818fSSatish Balay .ve
13420c52818fSSatish Balay 
13430c52818fSSatish Balay    This would enable use of different options for each system, such as
13440c52818fSSatish Balay .vb
13450c52818fSSatish Balay       -sys1_tao_ls_type mt
13460c52818fSSatish Balay       -sys2_tao_ls_type armijo
13470c52818fSSatish Balay .ve
13480c52818fSSatish Balay 
13490c52818fSSatish Balay    Level: advanced
13500c52818fSSatish Balay 
13510c52818fSSatish Balay .seealso: TaoLineSearchAppendOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
13520c52818fSSatish Balay @*/
13530c52818fSSatish Balay 
13540c52818fSSatish Balay PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[])
13550c52818fSSatish Balay {
1356f06e3bfaSBarry Smith   return PetscObjectSetOptionsPrefix((PetscObject)ls,p);
13570c52818fSSatish Balay }
1358