xref: /petsc/src/tao/linesearch/interface/taolinesearch.c (revision dedfbcbe76832196af384917ef578b13f87f9b8f)
1ba92ff59SBarry Smith #include <petsctaolinesearch.h> /*I "petsctaolinesearch.h" I*/
2af0996ceSBarry Smith #include <petsc/private/taolinesearchimpl.h>
30c52818fSSatish Balay 
40c52818fSSatish Balay PetscBool TaoLineSearchInitialized = PETSC_FALSE;
56c23d075SBarry Smith PetscFunctionList TaoLineSearchList = NULL;
60c52818fSSatish Balay 
70c52818fSSatish Balay PetscClassId TAOLINESEARCH_CLASSID=0;
80c52818fSSatish Balay PetscLogEvent TaoLineSearch_ApplyEvent = 0, TaoLineSearch_EvalEvent=0;
90c52818fSSatish Balay 
100c52818fSSatish Balay /*@C
110c52818fSSatish Balay   TaoLineSearchView - Prints information about the TaoLineSearch
120c52818fSSatish Balay 
130c52818fSSatish Balay   Collective on TaoLineSearch
140c52818fSSatish Balay 
150c52818fSSatish Balay   InputParameters:
16441846f8SBarry Smith + ls - the Tao context
170c52818fSSatish Balay - viewer - visualization context
180c52818fSSatish Balay 
190c52818fSSatish Balay   Options Database Key:
200c52818fSSatish Balay . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search
210c52818fSSatish Balay 
220c52818fSSatish Balay   Notes:
230c52818fSSatish Balay   The available visualization contexts include
240c52818fSSatish Balay +     PETSC_VIEWER_STDOUT_SELF - standard output (default)
250c52818fSSatish Balay -     PETSC_VIEWER_STDOUT_WORLD - synchronized standard
260c52818fSSatish Balay          output where only the first processor opens
270c52818fSSatish Balay          the file.  All other processors send their
280c52818fSSatish Balay          data to the first processor to print.
290c52818fSSatish Balay 
300c52818fSSatish Balay   Level: beginner
310c52818fSSatish Balay 
320c52818fSSatish Balay .seealso: PetscViewerASCIIOpen()
330c52818fSSatish Balay @*/
340c52818fSSatish Balay 
350c52818fSSatish Balay PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer)
360c52818fSSatish Balay {
370c52818fSSatish Balay   PetscErrorCode          ierr;
380c52818fSSatish Balay   PetscBool               isascii, isstring;
39*dedfbcbeSJed Brown   TaoLineSearchType       type;
40f06e3bfaSBarry Smith 
410c52818fSSatish Balay   PetscFunctionBegin;
420c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
430c52818fSSatish Balay   if (!viewer) {
440c52818fSSatish Balay     ierr = PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer);CHKERRQ(ierr);
450c52818fSSatish Balay   }
460c52818fSSatish Balay   PetscValidHeaderSpecific(viewer,PETSC_VIEWER_CLASSID,2);
470c52818fSSatish Balay   PetscCheckSameComm(ls,1,viewer,2);
480c52818fSSatish Balay 
490c52818fSSatish Balay   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr);
500c52818fSSatish Balay   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring);CHKERRQ(ierr);
510c52818fSSatish Balay   if (isascii) {
5263b15415SAlp Dener     PetscInt            tabs;
5363b15415SAlp Dener     ierr = PetscViewerASCIIGetTab(viewer, &tabs);CHKERRQ(ierr);
5463b15415SAlp Dener     ierr = PetscViewerASCIISetTab(viewer, ((PetscObject)ls)->tablevel);CHKERRQ(ierr);
5563b15415SAlp Dener     ierr = PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer);CHKERRQ(ierr);
5663b15415SAlp Dener     if (ls->ops->view) {
5763b15415SAlp Dener       ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr);
5863b15415SAlp Dener       ierr = (*ls->ops->view)(ls,viewer);CHKERRQ(ierr);
5963b15415SAlp Dener       ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr);
600c52818fSSatish Balay     }
610c52818fSSatish Balay     ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr);
620c52818fSSatish Balay     ierr = PetscViewerASCIIPrintf(viewer,"maximum function evaluations=%D\n",ls->max_funcs);CHKERRQ(ierr);
63f06e3bfaSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"tolerances: ftol=%g, rtol=%g, gtol=%g\n",(double)ls->ftol,(double)ls->rtol,(double)ls->gtol);CHKERRQ(ierr);
640c52818fSSatish Balay     ierr = PetscViewerASCIIPrintf(viewer,"total number of function evaluations=%D\n",ls->nfeval);CHKERRQ(ierr);
650c52818fSSatish Balay     ierr = PetscViewerASCIIPrintf(viewer,"total number of gradient evaluations=%D\n",ls->ngeval);CHKERRQ(ierr);
660c52818fSSatish Balay     ierr = PetscViewerASCIIPrintf(viewer,"total number of function/gradient evaluations=%D\n",ls->nfgeval);CHKERRQ(ierr);
670c52818fSSatish Balay 
680c52818fSSatish Balay     if (ls->bounded) {
690c52818fSSatish Balay       ierr = PetscViewerASCIIPrintf(viewer,"using variable bounds\n");CHKERRQ(ierr);
700c52818fSSatish Balay     }
71de196d00SBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"Termination reason: %d\n",(int)ls->reason);CHKERRQ(ierr);
720c52818fSSatish Balay     ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr);
7363b15415SAlp Dener     ierr = PetscViewerASCIISetTab(viewer, tabs);CHKERRQ(ierr);
740c52818fSSatish Balay   } else if (isstring) {
750c52818fSSatish Balay     ierr = TaoLineSearchGetType(ls,&type);CHKERRQ(ierr);
760c52818fSSatish Balay     ierr = PetscViewerStringSPrintf(viewer," %-3.3s",type);CHKERRQ(ierr);
770c52818fSSatish Balay   }
780c52818fSSatish Balay   PetscFunctionReturn(0);
790c52818fSSatish Balay }
800c52818fSSatish Balay 
810c52818fSSatish Balay /*@C
820c52818fSSatish Balay   TaoLineSearchCreate - Creates a TAO Line Search object.  Algorithms in TAO that use
830c52818fSSatish Balay   line-searches will automatically create one.
840c52818fSSatish Balay 
850c52818fSSatish Balay   Collective on MPI_Comm
860c52818fSSatish Balay 
870c52818fSSatish Balay   Input Parameter:
880c52818fSSatish Balay . comm - MPI communicator
890c52818fSSatish Balay 
900c52818fSSatish Balay   Output Parameter:
910c52818fSSatish Balay . newls - the new TaoLineSearch context
920c52818fSSatish Balay 
930c52818fSSatish Balay   Available methods include:
940c52818fSSatish Balay + more-thuente
950c52818fSSatish Balay . gpcg
960c52818fSSatish Balay - unit - Do not perform any line search
970c52818fSSatish Balay 
980c52818fSSatish Balay 
990c52818fSSatish Balay    Options Database Keys:
1000c52818fSSatish Balay .   -tao_ls_type - select which method TAO should use
1010c52818fSSatish Balay 
1020c52818fSSatish Balay    Level: beginner
1030c52818fSSatish Balay 
1040c52818fSSatish Balay .seealso: TaoLineSearchSetType(), TaoLineSearchApply(), TaoLineSearchDestroy()
1050c52818fSSatish Balay @*/
1060c52818fSSatish Balay 
1070c52818fSSatish Balay PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls)
1080c52818fSSatish Balay {
1090c52818fSSatish Balay   PetscErrorCode ierr;
1100c52818fSSatish Balay   TaoLineSearch  ls;
1110c52818fSSatish Balay 
1120c52818fSSatish Balay   PetscFunctionBegin;
1130c52818fSSatish Balay   PetscValidPointer(newls,2);
1146c23d075SBarry Smith   *newls = NULL;
1150c52818fSSatish Balay 
1160c52818fSSatish Balay  #ifndef PETSC_USE_DYNAMIC_LIBRARIES
1170c52818fSSatish Balay   ierr = TaoLineSearchInitializePackage();CHKERRQ(ierr);
1180c52818fSSatish Balay  #endif
1190c52818fSSatish Balay 
12073107ff1SLisandro Dalcin   ierr = PetscHeaderCreate(ls,TAOLINESEARCH_CLASSID,"TaoLineSearch","Linesearch","Tao",comm,TaoLineSearchDestroy,TaoLineSearchView);CHKERRQ(ierr);
1210c52818fSSatish Balay   ls->bounded = 0;
1220c52818fSSatish Balay   ls->max_funcs=30;
1230c52818fSSatish Balay   ls->ftol = 0.0001;
1240c52818fSSatish Balay   ls->gtol = 0.9;
1256f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
1266f4723b1SBarry Smith   ls->rtol = 1.0e-5;
1276f4723b1SBarry Smith #else
1280c52818fSSatish Balay   ls->rtol = 1.0e-10;
1296f4723b1SBarry Smith #endif
1300c52818fSSatish Balay   ls->stepmin=1.0e-20;
1310c52818fSSatish Balay   ls->stepmax=1.0e+20;
1320c52818fSSatish Balay   ls->step=1.0;
1330c52818fSSatish Balay   ls->nfeval=0;
1340c52818fSSatish Balay   ls->ngeval=0;
1350c52818fSSatish Balay   ls->nfgeval=0;
1360c52818fSSatish Balay 
1370c52818fSSatish Balay   ls->ops->computeobjective=0;
1380c52818fSSatish Balay   ls->ops->computegradient=0;
1390c52818fSSatish Balay   ls->ops->computeobjectiveandgradient=0;
1400c52818fSSatish Balay   ls->ops->computeobjectiveandgts=0;
1410c52818fSSatish Balay   ls->ops->setup=0;
1420c52818fSSatish Balay   ls->ops->apply=0;
1430c52818fSSatish Balay   ls->ops->view=0;
1440c52818fSSatish Balay   ls->ops->setfromoptions=0;
1450c52818fSSatish Balay   ls->ops->reset=0;
1460c52818fSSatish Balay   ls->ops->destroy=0;
1470c52818fSSatish Balay   ls->setupcalled=PETSC_FALSE;
1480c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
1490c52818fSSatish Balay   *newls = ls;
1500c52818fSSatish Balay   PetscFunctionReturn(0);
1510c52818fSSatish Balay }
1520c52818fSSatish Balay 
1530c52818fSSatish Balay /*@
1540c52818fSSatish Balay   TaoLineSearchSetUp - Sets up the internal data structures for the later use
1550c52818fSSatish Balay   of a Tao solver
1560c52818fSSatish Balay 
1570c52818fSSatish Balay   Collective on ls
1580c52818fSSatish Balay 
1590c52818fSSatish Balay   Input Parameters:
1600c52818fSSatish Balay . ls - the TaoLineSearch context
1610c52818fSSatish Balay 
1620c52818fSSatish Balay   Notes:
1630c52818fSSatish Balay   The user will not need to explicitly call TaoLineSearchSetUp(), as it will
1640c52818fSSatish Balay   automatically be called in TaoLineSearchSolve().  However, if the user
1650c52818fSSatish Balay   desires to call it explicitly, it should come after TaoLineSearchCreate()
1660c52818fSSatish Balay   but before TaoLineSearchApply().
1670c52818fSSatish Balay 
1680c52818fSSatish Balay   Level: developer
1690c52818fSSatish Balay 
1700c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
1710c52818fSSatish Balay @*/
1720c52818fSSatish Balay 
1730c52818fSSatish Balay PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls)
1740c52818fSSatish Balay {
1750c52818fSSatish Balay   PetscErrorCode ierr;
1768caf6e8cSBarry Smith   const char     *default_type=TAOLINESEARCHMT;
1770c52818fSSatish Balay   PetscBool      flg;
178f06e3bfaSBarry Smith 
1790c52818fSSatish Balay   PetscFunctionBegin;
1800c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
1810c52818fSSatish Balay   if (ls->setupcalled) PetscFunctionReturn(0);
1820c52818fSSatish Balay   if (!((PetscObject)ls)->type_name) {
1830c52818fSSatish Balay     ierr = TaoLineSearchSetType(ls,default_type);CHKERRQ(ierr);
1840c52818fSSatish Balay   }
1850c52818fSSatish Balay   if (ls->ops->setup) {
1860c52818fSSatish Balay     ierr = (*ls->ops->setup)(ls);CHKERRQ(ierr);
1870c52818fSSatish Balay   }
1880c52818fSSatish Balay   if (ls->usetaoroutines) {
189441846f8SBarry Smith     ierr = TaoIsObjectiveDefined(ls->tao,&flg);CHKERRQ(ierr);
1900c52818fSSatish Balay     ls->hasobjective = flg;
191441846f8SBarry Smith     ierr = TaoIsGradientDefined(ls->tao,&flg);CHKERRQ(ierr);
1920c52818fSSatish Balay     ls->hasgradient = flg;
193441846f8SBarry Smith     ierr = TaoIsObjectiveAndGradientDefined(ls->tao,&flg);CHKERRQ(ierr);
1940c52818fSSatish Balay     ls->hasobjectiveandgradient = flg;
1950c52818fSSatish Balay   } else {
1960c52818fSSatish Balay     if (ls->ops->computeobjective) {
1970c52818fSSatish Balay       ls->hasobjective = PETSC_TRUE;
1980c52818fSSatish Balay     } else {
1990c52818fSSatish Balay       ls->hasobjective = PETSC_FALSE;
2000c52818fSSatish Balay     }
2010c52818fSSatish Balay     if (ls->ops->computegradient) {
2020c52818fSSatish Balay       ls->hasgradient = PETSC_TRUE;
2030c52818fSSatish Balay     } else {
2040c52818fSSatish Balay       ls->hasgradient = PETSC_FALSE;
2050c52818fSSatish Balay     }
2060c52818fSSatish Balay     if (ls->ops->computeobjectiveandgradient) {
2070c52818fSSatish Balay       ls->hasobjectiveandgradient = PETSC_TRUE;
2080c52818fSSatish Balay     } else {
2090c52818fSSatish Balay       ls->hasobjectiveandgradient = PETSC_FALSE;
2100c52818fSSatish Balay     }
2110c52818fSSatish Balay   }
2120c52818fSSatish Balay   ls->setupcalled = PETSC_TRUE;
2130c52818fSSatish Balay   PetscFunctionReturn(0);
2140c52818fSSatish Balay }
2150c52818fSSatish Balay 
2160c52818fSSatish Balay /*@
2170c52818fSSatish Balay   TaoLineSearchReset - Some line searches may carry state information
2180c52818fSSatish Balay   from one TaoLineSearchApply() to the next.  This function resets this
2190c52818fSSatish Balay   state information.
2200c52818fSSatish Balay 
2210c52818fSSatish Balay   Collective on TaoLineSearch
2220c52818fSSatish Balay 
2230c52818fSSatish Balay   Input Parameter:
2240c52818fSSatish Balay . ls - the TaoLineSearch context
2250c52818fSSatish Balay 
2260c52818fSSatish Balay   Level: developer
2270c52818fSSatish Balay 
2280c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
2290c52818fSSatish Balay @*/
2300c52818fSSatish Balay PetscErrorCode TaoLineSearchReset(TaoLineSearch ls)
2310c52818fSSatish Balay {
2320c52818fSSatish Balay   PetscErrorCode ierr;
233050fc7a3SBarry Smith 
2340c52818fSSatish Balay   PetscFunctionBegin;
2350c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
2360c52818fSSatish Balay   if (ls->ops->reset) {
2370c52818fSSatish Balay     ierr = (*ls->ops->reset)(ls);CHKERRQ(ierr);
2380c52818fSSatish Balay   }
2390c52818fSSatish Balay   PetscFunctionReturn(0);
2400c52818fSSatish Balay }
241f06e3bfaSBarry Smith 
2420c52818fSSatish Balay /*@
2430c52818fSSatish Balay   TaoLineSearchDestroy - Destroys the TAO context that was created with
2440c52818fSSatish Balay   TaoLineSearchCreate()
2450c52818fSSatish Balay 
2460c52818fSSatish Balay   Collective on TaoLineSearch
2470c52818fSSatish Balay 
2480c52818fSSatish Balay   Input Parameter
2490c52818fSSatish Balay . ls - the TaoLineSearch context
2500c52818fSSatish Balay 
2510c52818fSSatish Balay   Level: beginner
2520c52818fSSatish Balay 
2530c52818fSSatish Balay .seealse: TaoLineSearchCreate(), TaoLineSearchSolve()
2540c52818fSSatish Balay @*/
2550c52818fSSatish Balay PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls)
2560c52818fSSatish Balay {
2570c52818fSSatish Balay   PetscErrorCode ierr;
258050fc7a3SBarry Smith 
2590c52818fSSatish Balay   PetscFunctionBegin;
2600c52818fSSatish Balay   if (!*ls) PetscFunctionReturn(0);
2610c52818fSSatish Balay   PetscValidHeaderSpecific(*ls,TAOLINESEARCH_CLASSID,1);
2620c52818fSSatish Balay   if (--((PetscObject)*ls)->refct > 0) {*ls=0; PetscFunctionReturn(0);}
263050fc7a3SBarry Smith   ierr = VecDestroy(&(*ls)->stepdirection);CHKERRQ(ierr);
264050fc7a3SBarry Smith   ierr = VecDestroy(&(*ls)->start_x);CHKERRQ(ierr);
2650c52818fSSatish Balay   if ((*ls)->ops->destroy) {
2660c52818fSSatish Balay     ierr = (*(*ls)->ops->destroy)(*ls);CHKERRQ(ierr);
2670c52818fSSatish Balay   }
2680c52818fSSatish Balay   ierr = PetscHeaderDestroy(ls);CHKERRQ(ierr);
2690c52818fSSatish Balay   PetscFunctionReturn(0);
2700c52818fSSatish Balay }
2710c52818fSSatish Balay 
2720c52818fSSatish Balay /*@
2730c52818fSSatish Balay   TaoLineSearchApply - Performs a line-search in a given step direction.  Criteria for acceptable step length depends on the line-search algorithm chosen
2740c52818fSSatish Balay 
2750c52818fSSatish Balay   Collective on TaoLineSearch
2760c52818fSSatish Balay 
2770c52818fSSatish Balay   Input Parameters:
278441846f8SBarry Smith + ls - the Tao context
2790c52818fSSatish Balay . x - The current solution (on output x contains the new solution determined by the line search)
2800c52818fSSatish Balay . f - objective function value at current solution (on output contains the objective function value at new solution)
2810c52818fSSatish Balay . g - gradient evaluated at x (on output contains the gradient at new solution)
2820c52818fSSatish Balay - s - search direction
2830c52818fSSatish Balay 
2840c52818fSSatish Balay   Output Parameters:
2850c52818fSSatish Balay + x - new solution
2860c52818fSSatish Balay . f - objective function value at x
2870c52818fSSatish Balay . g - gradient vector at x
2880c52818fSSatish Balay . steplength - scalar multiplier of s used ( x = x0 + steplength * x )
2890c52818fSSatish Balay - reason - reason why the line-search stopped
2900c52818fSSatish Balay 
2910c52818fSSatish Balay   reason will be set to one of:
2920c52818fSSatish Balay 
2930c52818fSSatish Balay + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
2940c52818fSSatish Balay . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
2950c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
2960c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
2970c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
2980c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
2990c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
3000c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
3010c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason
3020c52818fSSatish Balay - TAOLINESEARCH_SUCCESS - successful line search
3030c52818fSSatish Balay 
3040c52818fSSatish Balay   Note:
3050c52818fSSatish Balay   The algorithm developer must set up the TaoLineSearch with calls to
306441846f8SBarry Smith   TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines()
3070c52818fSSatish Balay 
3080c52818fSSatish Balay   Note:
3090c52818fSSatish Balay   You may or may not need to follow this with a call to
3100c52818fSSatish Balay   TaoAddLineSearchCounts(), depending on whether you want these
3110c52818fSSatish Balay   evaluations to count toward the total function/gradient evaluations.
3120c52818fSSatish Balay 
3130c52818fSSatish Balay   Level: beginner
3140c52818fSSatish Balay 
3150c52818fSSatish Balay   .seealso: TaoLineSearchCreate(), TaoLineSearchSetType(), TaoLineSearchSetInitialStepLength(), TaoAddLineSearchCounts()
3160c52818fSSatish Balay  @*/
3170c52818fSSatish Balay 
318e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
3190c52818fSSatish Balay {
3200c52818fSSatish Balay   PetscErrorCode ierr;
3210c52818fSSatish Balay   PetscInt       low1,low2,low3,high1,high2,high3;
3220c52818fSSatish Balay 
3230c52818fSSatish Balay   PetscFunctionBegin;
3240c52818fSSatish Balay   *reason = TAOLINESEARCH_CONTINUE_ITERATING;
3250c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
3260c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
3273f6ba705SLisandro Dalcin   PetscValidRealPointer(f,3);
3280c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
3290c52818fSSatish Balay   PetscValidHeaderSpecific(s,VEC_CLASSID,5);
3300c52818fSSatish Balay   PetscValidPointer(reason,7);
3310c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
3320c52818fSSatish Balay   PetscCheckSameTypeAndComm(x,2,g,4);
3330c52818fSSatish Balay   PetscCheckSameTypeAndComm(x,2,s,5);
3340c52818fSSatish Balay   ierr = VecGetOwnershipRange(x, &low1, &high1);CHKERRQ(ierr);
3350c52818fSSatish Balay   ierr = VecGetOwnershipRange(g, &low2, &high2);CHKERRQ(ierr);
3360c52818fSSatish Balay   ierr = VecGetOwnershipRange(s, &low3, &high3);CHKERRQ(ierr);
337f06e3bfaSBarry Smith   if ( low1!= low2 || low1!= low3 || high1!= high2 || high1!= high3) SETERRQ(PETSC_COMM_SELF,1,"InCompatible vector local lengths");
3380c52818fSSatish Balay 
3390c52818fSSatish Balay   ierr = PetscObjectReference((PetscObject)s);CHKERRQ(ierr);
340050fc7a3SBarry Smith   ierr = VecDestroy(&ls->stepdirection);CHKERRQ(ierr);
341050fc7a3SBarry Smith   ls->stepdirection = s;
3420c52818fSSatish Balay 
3430c52818fSSatish Balay   ierr = TaoLineSearchSetUp(ls);CHKERRQ(ierr);
344f06e3bfaSBarry Smith   if (!ls->ops->apply) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search Object does not have 'apply' routine");
3450c52818fSSatish Balay   ls->nfeval=0;
3460c52818fSSatish Balay   ls->ngeval=0;
3470c52818fSSatish Balay   ls->nfgeval=0;
3480c52818fSSatish Balay   /* Check parameter values */
3490c52818fSSatish Balay   if (ls->ftol < 0.0) {
350f06e3bfaSBarry Smith     ierr = PetscInfo1(ls,"Bad Line Search Parameter: ftol (%g) < 0\n",(double)ls->ftol);CHKERRQ(ierr);
3510c52818fSSatish Balay     *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
3520c52818fSSatish Balay   }
3530c52818fSSatish Balay   if (ls->rtol < 0.0) {
354f06e3bfaSBarry Smith     ierr = PetscInfo1(ls,"Bad Line Search Parameter: rtol (%g) < 0\n",(double)ls->rtol);CHKERRQ(ierr);
3550c52818fSSatish Balay     *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
3560c52818fSSatish Balay   }
3570c52818fSSatish Balay   if (ls->gtol < 0.0) {
358f06e3bfaSBarry Smith     ierr = PetscInfo1(ls,"Bad Line Search Parameter: gtol (%g) < 0\n",(double)ls->gtol);CHKERRQ(ierr);
3590c52818fSSatish Balay     *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
3600c52818fSSatish Balay   }
3610c52818fSSatish Balay   if (ls->stepmin < 0.0) {
362f06e3bfaSBarry Smith     ierr = PetscInfo1(ls,"Bad Line Search Parameter: stepmin (%g) < 0\n",(double)ls->stepmin);CHKERRQ(ierr);
3630c52818fSSatish Balay     *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
3640c52818fSSatish Balay   }
3650c52818fSSatish Balay   if (ls->stepmax < ls->stepmin) {
366f06e3bfaSBarry Smith     ierr = PetscInfo2(ls,"Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n",(double)ls->stepmin,(double)ls->stepmax);CHKERRQ(ierr);
3670c52818fSSatish Balay     *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
3680c52818fSSatish Balay   }
3690c52818fSSatish Balay   if (ls->max_funcs < 0) {
3700c52818fSSatish Balay     ierr = PetscInfo1(ls,"Bad Line Search Parameter: max_funcs (%D) < 0\n",ls->max_funcs);CHKERRQ(ierr);
3710c52818fSSatish Balay     *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
3720c52818fSSatish Balay   }
3730c52818fSSatish Balay   if (PetscIsInfOrNanReal(*f)) {
374f06e3bfaSBarry Smith     ierr = PetscInfo1(ls,"Initial Line Search Function Value is Inf or Nan (%g)\n",(double)*f);CHKERRQ(ierr);
3750c52818fSSatish Balay     *reason=TAOLINESEARCH_FAILED_INFORNAN;
3760c52818fSSatish Balay   }
3770c52818fSSatish Balay 
378302440fdSBarry Smith   ierr = PetscObjectReference((PetscObject)x);CHKERRQ(ierr);
3790c52818fSSatish Balay   ierr = VecDestroy(&ls->start_x);CHKERRQ(ierr);
3800c52818fSSatish Balay   ls->start_x = x;
381050fc7a3SBarry Smith 
3820c52818fSSatish Balay   ierr = PetscLogEventBegin(TaoLineSearch_ApplyEvent,ls,0,0,0);CHKERRQ(ierr);
3830c52818fSSatish Balay   ierr = (*ls->ops->apply)(ls,x,f,g,s);CHKERRQ(ierr);
3840c52818fSSatish Balay   ierr = PetscLogEventEnd(TaoLineSearch_ApplyEvent, ls, 0,0,0);CHKERRQ(ierr);
3850c52818fSSatish Balay   *reason=ls->reason;
3860c52818fSSatish Balay   ls->new_f = *f;
3870c52818fSSatish Balay 
3880c52818fSSatish Balay   if (steplength) {
3890c52818fSSatish Balay     *steplength=ls->step;
3900c52818fSSatish Balay   }
3910c52818fSSatish Balay 
392fbe0838dSJason Sarich   ierr = TaoLineSearchViewFromOptions(ls,NULL,"-tao_ls_view");CHKERRQ(ierr);
3930c52818fSSatish Balay   PetscFunctionReturn(0);
3940c52818fSSatish Balay }
3950c52818fSSatish Balay 
3960c52818fSSatish Balay /*@C
3970c52818fSSatish Balay    TaoLineSearchSetType - Sets the algorithm used in a line search
3980c52818fSSatish Balay 
3990c52818fSSatish Balay    Collective on TaoLineSearch
4000c52818fSSatish Balay 
4010c52818fSSatish Balay    Input Parameters:
4020c52818fSSatish Balay +  ls - the TaoLineSearch context
4030c52818fSSatish Balay -  type - a known method
4040c52818fSSatish Balay 
4050c52818fSSatish Balay   Available methods include:
4060c52818fSSatish Balay + more-thuente
4070c52818fSSatish Balay . gpcg
4080c52818fSSatish Balay - unit - Do not perform any line search
4090c52818fSSatish Balay 
4100c52818fSSatish Balay 
4110c52818fSSatish Balay   Options Database Keys:
4120c52818fSSatish Balay .   -tao_ls_type - select which method TAO should use
4130c52818fSSatish Balay 
4140c52818fSSatish Balay   Level: beginner
4150c52818fSSatish Balay 
4160c52818fSSatish Balay 
4170c52818fSSatish Balay .seealso: TaoLineSearchCreate(), TaoLineSearchGetType(), TaoLineSearchApply()
4180c52818fSSatish Balay 
4190c52818fSSatish Balay @*/
4200c52818fSSatish Balay 
421*dedfbcbeSJed Brown PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type)
4220c52818fSSatish Balay {
4230c52818fSSatish Balay   PetscErrorCode ierr;
4240c52818fSSatish Balay   PetscErrorCode (*r)(TaoLineSearch);
4250c52818fSSatish Balay   PetscBool      flg;
4260c52818fSSatish Balay 
4270c52818fSSatish Balay   PetscFunctionBegin;
4280c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
4290c52818fSSatish Balay   PetscValidCharPointer(type,2);
4300c52818fSSatish Balay   ierr = PetscObjectTypeCompare((PetscObject)ls, type, &flg);CHKERRQ(ierr);
4310c52818fSSatish Balay   if (flg) PetscFunctionReturn(0);
4320c52818fSSatish Balay 
4330c52818fSSatish Balay   ierr = PetscFunctionListFind(TaoLineSearchList,type, (void (**)(void)) &r);CHKERRQ(ierr);
4340c52818fSSatish Balay   if (!r) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_UNKNOWN_TYPE,"Unable to find requested TaoLineSearch type %s",type);
4350c52818fSSatish Balay   if (ls->ops->destroy) {
4360c52818fSSatish Balay     ierr = (*(ls)->ops->destroy)(ls);CHKERRQ(ierr);
4370c52818fSSatish Balay   }
4380c52818fSSatish Balay   ls->max_funcs=30;
4390c52818fSSatish Balay   ls->ftol = 0.0001;
4400c52818fSSatish Balay   ls->gtol = 0.9;
4416f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
4426f4723b1SBarry Smith   ls->rtol = 1.0e-5;
4436f4723b1SBarry Smith #else
4440c52818fSSatish Balay   ls->rtol = 1.0e-10;
4456f4723b1SBarry Smith #endif
4460c52818fSSatish Balay   ls->stepmin=1.0e-20;
4470c52818fSSatish Balay   ls->stepmax=1.0e+20;
4480c52818fSSatish Balay 
4490c52818fSSatish Balay   ls->nfeval=0;
4500c52818fSSatish Balay   ls->ngeval=0;
4510c52818fSSatish Balay   ls->nfgeval=0;
4520c52818fSSatish Balay   ls->ops->setup=0;
4530c52818fSSatish Balay   ls->ops->apply=0;
4540c52818fSSatish Balay   ls->ops->view=0;
4550c52818fSSatish Balay   ls->ops->setfromoptions=0;
4560c52818fSSatish Balay   ls->ops->destroy=0;
4570c52818fSSatish Balay   ls->setupcalled = PETSC_FALSE;
4580c52818fSSatish Balay   ierr = (*r)(ls);CHKERRQ(ierr);
4590c52818fSSatish Balay   ierr = PetscObjectChangeTypeName((PetscObject)ls, type);CHKERRQ(ierr);
4600c52818fSSatish Balay   PetscFunctionReturn(0);
4610c52818fSSatish Balay }
4620c52818fSSatish Balay 
4630c52818fSSatish Balay /*@
4640c52818fSSatish Balay   TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user
4650c52818fSSatish Balay   options.
4660c52818fSSatish Balay 
4670c52818fSSatish Balay   Collective on TaoLineSearch
4680c52818fSSatish Balay 
4690c52818fSSatish Balay   Input Paremeter:
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
4770c52818fSSatish Balay . -tao_ls_stepmin <step> - minimum steplength allowed
4780c52818fSSatish Balay . -tao_ls_stepmax <step> - maximum steplength allowed
4790c52818fSSatish Balay . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed
4800c52818fSSatish Balay - -tao_ls_view - display line-search results to standard output
4810c52818fSSatish Balay 
4820c52818fSSatish Balay   Level: beginner
4830c52818fSSatish Balay @*/
4840c52818fSSatish Balay PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls)
4850c52818fSSatish Balay {
4860c52818fSSatish Balay   PetscErrorCode ierr;
4878caf6e8cSBarry Smith   const char     *default_type=TAOLINESEARCHMT;
4880c52818fSSatish Balay   char           type[256];
4890c52818fSSatish Balay   PetscBool      flg;
490f06e3bfaSBarry Smith 
4910c52818fSSatish Balay   PetscFunctionBegin;
4920c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
4930c52818fSSatish Balay   ierr = PetscObjectOptionsBegin((PetscObject)ls);CHKERRQ(ierr);
4940c52818fSSatish Balay   if (!TaoLineSearchInitialized) {
4950c52818fSSatish Balay     ierr = TaoLineSearchInitializePackage();CHKERRQ(ierr);
4960c52818fSSatish Balay   }
4970c52818fSSatish Balay   if (((PetscObject)ls)->type_name) {
4980c52818fSSatish Balay     default_type = ((PetscObject)ls)->type_name;
4990c52818fSSatish Balay   }
5000c52818fSSatish Balay   /* Check for type from options */
5010c52818fSSatish Balay   ierr = PetscOptionsFList("-tao_ls_type","Tao Line Search type","TaoLineSearchSetType",TaoLineSearchList,default_type,type,256,&flg);CHKERRQ(ierr);
5020c52818fSSatish Balay   if (flg) {
5030c52818fSSatish Balay     ierr = TaoLineSearchSetType(ls,type);CHKERRQ(ierr);
5040c52818fSSatish Balay   } else if (!((PetscObject)ls)->type_name) {
505302440fdSBarry Smith     ierr = TaoLineSearchSetType(ls,default_type);CHKERRQ(ierr);
5060c52818fSSatish Balay   }
5070c52818fSSatish Balay 
50894ae4db5SBarry Smith   ierr = PetscOptionsInt("-tao_ls_max_funcs","max function evals in line search","",ls->max_funcs,&ls->max_funcs,NULL);CHKERRQ(ierr);
50994ae4db5SBarry Smith   ierr = PetscOptionsReal("-tao_ls_ftol","tol for sufficient decrease","",ls->ftol,&ls->ftol,NULL);CHKERRQ(ierr);
51094ae4db5SBarry Smith   ierr = PetscOptionsReal("-tao_ls_gtol","tol for curvature condition","",ls->gtol,&ls->gtol,NULL);CHKERRQ(ierr);
51194ae4db5SBarry Smith   ierr = PetscOptionsReal("-tao_ls_rtol","relative tol for acceptable step","",ls->rtol,&ls->rtol,NULL);CHKERRQ(ierr);
51294ae4db5SBarry Smith   ierr = PetscOptionsReal("-tao_ls_stepmin","lower bound for step","",ls->stepmin,&ls->stepmin,NULL);CHKERRQ(ierr);
51394ae4db5SBarry Smith   ierr = PetscOptionsReal("-tao_ls_stepmax","upper bound for step","",ls->stepmax,&ls->stepmax,NULL);CHKERRQ(ierr);
5140c52818fSSatish Balay   if (ls->ops->setfromoptions) {
5153a004c28SBarry Smith     ierr = (*ls->ops->setfromoptions)(PetscOptionsObject,ls);CHKERRQ(ierr);
5160c52818fSSatish Balay   }
5170c52818fSSatish Balay   ierr = PetscOptionsEnd();CHKERRQ(ierr);
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 
5290c52818fSSatish Balay   Output Paramter:
5300c52818fSSatish Balay . type - the line search algorithm in effect
5310c52818fSSatish Balay 
5320c52818fSSatish Balay   Level: developer
5330c52818fSSatish Balay 
5340c52818fSSatish Balay @*/
535*dedfbcbeSJed Brown PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type)
5360c52818fSSatish Balay {
5370c52818fSSatish Balay   PetscFunctionBegin;
5380c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
5390c52818fSSatish Balay   PetscValidPointer(type,2);
5400c52818fSSatish Balay   *type = ((PetscObject)ls)->type_name;
5410c52818fSSatish Balay   PetscFunctionReturn(0);
5420c52818fSSatish Balay }
5430c52818fSSatish Balay 
5440c52818fSSatish Balay /*@
5450c52818fSSatish Balay   TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation
5460c52818fSSatish Balay   routines used by the line search in last application (not cumulative).
5470c52818fSSatish Balay 
5480c52818fSSatish Balay   Not Collective
5490c52818fSSatish Balay 
5500c52818fSSatish Balay   Input Parameter:
5510c52818fSSatish Balay . ls - the TaoLineSearch context
5520c52818fSSatish Balay 
5530c52818fSSatish Balay   Output Parameters:
5540c52818fSSatish Balay + nfeval   - number of function evaluations
5550c52818fSSatish Balay . ngeval   - number of gradient evaluations
5560c52818fSSatish Balay - nfgeval  - number of function/gradient evaluations
5570c52818fSSatish Balay 
5580c52818fSSatish Balay   Level: intermediate
5590c52818fSSatish Balay 
5600c52818fSSatish Balay   Note:
561441846f8SBarry Smith   If the line search is using the Tao objective and gradient
562441846f8SBarry Smith   routines directly (see TaoLineSearchUseTaoRoutines()), then TAO
5630c52818fSSatish Balay   is already counting the number of evaluations.
5640c52818fSSatish Balay 
5650c52818fSSatish Balay @*/
5660c52818fSSatish Balay PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval)
5670c52818fSSatish Balay {
5680c52818fSSatish Balay   PetscFunctionBegin;
5690c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
5700c52818fSSatish Balay   *nfeval = ls->nfeval;
5710c52818fSSatish Balay   *ngeval = ls->ngeval;
5720c52818fSSatish Balay   *nfgeval = ls->nfgeval;
5730c52818fSSatish Balay   PetscFunctionReturn(0);
5740c52818fSSatish Balay }
5750c52818fSSatish Balay 
5760c52818fSSatish Balay /*@
577441846f8SBarry Smith   TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using
578441846f8SBarry Smith   Tao evaluation routines.
5790c52818fSSatish Balay 
5800c52818fSSatish Balay   Not Collective
5810c52818fSSatish Balay 
5820c52818fSSatish Balay   Input Parameter:
5830c52818fSSatish Balay . ls - the TaoLineSearch context
5840c52818fSSatish Balay 
5850c52818fSSatish Balay   Output Parameter:
586441846f8SBarry Smith . flg - PETSC_TRUE if the line search is using Tao evaluation routines,
5870c52818fSSatish Balay         otherwise PETSC_FALSE
5880c52818fSSatish Balay 
5890c52818fSSatish Balay   Level: developer
5900c52818fSSatish Balay @*/
591441846f8SBarry Smith PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg)
5920c52818fSSatish Balay {
5930c52818fSSatish Balay   PetscFunctionBegin;
5940c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
595f06e3bfaSBarry Smith   *flg = ls->usetaoroutines;
5960c52818fSSatish Balay   PetscFunctionReturn(0);
5970c52818fSSatish Balay }
5980c52818fSSatish Balay 
5990c52818fSSatish Balay /*@C
6000c52818fSSatish Balay   TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search
6010c52818fSSatish Balay 
6020c52818fSSatish Balay   Logically Collective on TaoLineSearch
6030c52818fSSatish Balay 
6040c52818fSSatish Balay   Input Parameter:
6050c52818fSSatish Balay + ls - the TaoLineSearch context
6060c52818fSSatish Balay . func - the objective function evaluation routine
6070c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
6080c52818fSSatish Balay 
6090c52818fSSatish Balay   Calling sequence of func:
6100c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx);
6110c52818fSSatish Balay 
6120c52818fSSatish Balay + x - input vector
6130c52818fSSatish Balay . f - function value
6140c52818fSSatish Balay - ctx (optional) user-defined context
6150c52818fSSatish Balay 
6160c52818fSSatish Balay   Level: beginner
6170c52818fSSatish Balay 
6180c52818fSSatish Balay   Note:
6190c52818fSSatish Balay   Use this routine only if you want the line search objective
620441846f8SBarry Smith   evaluation routine to be different from the Tao's objective
6210c52818fSSatish Balay   evaluation routine. If you use this routine you must also set
6220c52818fSSatish Balay   the line search gradient and/or function/gradient routine.
6230c52818fSSatish Balay 
6240c52818fSSatish Balay   Note:
6250c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
6260c52818fSSatish Balay   line search, application programmers should be wary of overriding the
6270c52818fSSatish Balay   default objective routine.
6280c52818fSSatish Balay 
629441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
6300c52818fSSatish Balay @*/
6310c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal*, void*), void *ctx)
6320c52818fSSatish Balay {
6330c52818fSSatish Balay   PetscFunctionBegin;
6340c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
6350c52818fSSatish Balay 
6360c52818fSSatish Balay   ls->ops->computeobjective=func;
6370c52818fSSatish Balay   if (ctx) ls->userctx_func=ctx;
6380c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
6390c52818fSSatish Balay   PetscFunctionReturn(0);
6400c52818fSSatish Balay }
6410c52818fSSatish Balay 
6420c52818fSSatish Balay /*@C
6430c52818fSSatish Balay   TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search
6440c52818fSSatish Balay 
6450c52818fSSatish Balay   Logically Collective on TaoLineSearch
6460c52818fSSatish Balay 
6470c52818fSSatish Balay   Input Parameter:
6480c52818fSSatish Balay + ls - the TaoLineSearch context
6490c52818fSSatish Balay . func - the gradient evaluation routine
6500c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
6510c52818fSSatish Balay 
6520c52818fSSatish Balay   Calling sequence of func:
6530c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, Vec g, void *ctx);
6540c52818fSSatish Balay 
6550c52818fSSatish Balay + x - input vector
6560c52818fSSatish Balay . g - gradient vector
6570c52818fSSatish Balay - ctx (optional) user-defined context
6580c52818fSSatish Balay 
6590c52818fSSatish Balay   Level: beginner
6600c52818fSSatish Balay 
6610c52818fSSatish Balay   Note:
6620c52818fSSatish Balay   Use this routine only if you want the line search gradient
663441846f8SBarry Smith   evaluation routine to be different from the Tao's gradient
6640c52818fSSatish Balay   evaluation routine. If you use this routine you must also set
6650c52818fSSatish Balay   the line search function and/or function/gradient routine.
6660c52818fSSatish Balay 
6670c52818fSSatish Balay   Note:
6680c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own gradient routine for the
6690c52818fSSatish Balay   line search, application programmers should be wary of overriding the
6700c52818fSSatish Balay   default gradient routine.
6710c52818fSSatish Balay 
672441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
6730c52818fSSatish Balay @*/
6740c52818fSSatish Balay PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec g, void*), void *ctx)
6750c52818fSSatish Balay {
6760c52818fSSatish Balay   PetscFunctionBegin;
6770c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
6780c52818fSSatish Balay   ls->ops->computegradient=func;
6790c52818fSSatish Balay   if (ctx) ls->userctx_grad=ctx;
6800c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
6810c52818fSSatish Balay   PetscFunctionReturn(0);
6820c52818fSSatish Balay }
6830c52818fSSatish Balay 
6840c52818fSSatish Balay /*@C
6850c52818fSSatish Balay   TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search
6860c52818fSSatish Balay 
6870c52818fSSatish Balay   Logically Collective on TaoLineSearch
6880c52818fSSatish Balay 
6890c52818fSSatish Balay   Input Parameter:
6900c52818fSSatish Balay + ls - the TaoLineSearch context
6910c52818fSSatish Balay . func - the objective and gradient evaluation routine
6920c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
6930c52818fSSatish Balay 
6940c52818fSSatish Balay   Calling sequence of func:
6950c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx);
6960c52818fSSatish Balay 
6970c52818fSSatish Balay + x - input vector
6980c52818fSSatish Balay . f - function value
6990c52818fSSatish Balay . g - gradient vector
7000c52818fSSatish Balay - ctx (optional) user-defined context
7010c52818fSSatish Balay 
7020c52818fSSatish Balay   Level: beginner
7030c52818fSSatish Balay 
7040c52818fSSatish Balay   Note:
7050c52818fSSatish Balay   Use this routine only if you want the line search objective and gradient
706441846f8SBarry Smith   evaluation routines to be different from the Tao's objective
7070c52818fSSatish Balay   and gradient evaluation routines.
7080c52818fSSatish Balay 
7090c52818fSSatish Balay   Note:
7100c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
7110c52818fSSatish Balay   line search, application programmers should be wary of overriding the
7120c52818fSSatish Balay   default objective routine.
7130c52818fSSatish Balay 
714441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetGradientRoutine(), TaoLineSearchUseTaoRoutines()
7150c52818fSSatish Balay @*/
7160c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void*), void *ctx)
7170c52818fSSatish Balay {
7180c52818fSSatish Balay   PetscFunctionBegin;
7190c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
7200c52818fSSatish Balay   ls->ops->computeobjectiveandgradient=func;
7210c52818fSSatish Balay   if (ctx) ls->userctx_funcgrad=ctx;
7220c52818fSSatish Balay   ls->usetaoroutines = PETSC_FALSE;
7230c52818fSSatish Balay   PetscFunctionReturn(0);
7240c52818fSSatish Balay }
7250c52818fSSatish Balay 
7260c52818fSSatish Balay /*@C
7270c52818fSSatish Balay   TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and
7280c52818fSSatish Balay   (gradient'*stepdirection) evaluation routine for the line search.
7290c52818fSSatish Balay   Sometimes it is more efficient to compute the inner product of the gradient
7300c52818fSSatish Balay   and the step direction than it is to compute the gradient, and this is all
7310c52818fSSatish Balay   the line search typically needs of the gradient.
7320c52818fSSatish Balay 
7330c52818fSSatish Balay   Logically Collective on TaoLineSearch
7340c52818fSSatish Balay 
7350c52818fSSatish Balay   Input Parameter:
7360c52818fSSatish Balay + ls - the TaoLineSearch context
7370c52818fSSatish Balay . func - the objective and gradient evaluation routine
7380c52818fSSatish Balay - ctx - the (optional) user-defined context for private data
7390c52818fSSatish Balay 
7400c52818fSSatish Balay   Calling sequence of func:
7410c52818fSSatish Balay $      func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx);
7420c52818fSSatish Balay 
7430c52818fSSatish Balay + x - input vector
7440c52818fSSatish Balay . s - step direction
7450c52818fSSatish Balay . f - function value
7460c52818fSSatish Balay . gts - inner product of gradient and step direction vectors
7470c52818fSSatish Balay - ctx (optional) user-defined context
7480c52818fSSatish Balay 
7490c52818fSSatish Balay   Note: The gradient will still need to be computed at the end of the line
7500c52818fSSatish Balay   search, so you will still need to set a line search gradient evaluation
7510c52818fSSatish Balay   routine
7520c52818fSSatish Balay 
7530c52818fSSatish Balay   Note: Bounded line searches (those used in bounded optimization algorithms)
7540c52818fSSatish Balay   don't use g's directly, but rather (g'x - g'x0)/steplength.  You can get the
7550c52818fSSatish Balay   x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength()
7560c52818fSSatish Balay 
7570c52818fSSatish Balay   Level: advanced
7580c52818fSSatish Balay 
7590c52818fSSatish Balay   Note:
7600c52818fSSatish Balay   Some algorithms (lcl, gpcg) set their own objective routine for the
7610c52818fSSatish Balay   line search, application programmers should be wary of overriding the
7620c52818fSSatish Balay   default objective routine.
7630c52818fSSatish Balay 
764441846f8SBarry Smith .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjective(), TaoLineSearchSetGradient(), TaoLineSearchUseTaoRoutines()
7650c52818fSSatish Balay @*/
7660c52818fSSatish Balay PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx)
7670c52818fSSatish Balay {
7680c52818fSSatish Balay   PetscFunctionBegin;
7690c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
7700c52818fSSatish Balay   ls->ops->computeobjectiveandgts=func;
7710c52818fSSatish Balay   if (ctx) ls->userctx_funcgts=ctx;
7720c52818fSSatish Balay   ls->usegts = PETSC_TRUE;
7730c52818fSSatish Balay   ls->usetaoroutines=PETSC_FALSE;
7740c52818fSSatish Balay   PetscFunctionReturn(0);
7750c52818fSSatish Balay }
7760c52818fSSatish Balay 
7770c52818fSSatish Balay /*@C
778441846f8SBarry Smith   TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the
779441846f8SBarry Smith   objective and gradient evaluation routines from the given Tao object.
7800c52818fSSatish Balay 
7810c52818fSSatish Balay   Logically Collective on TaoLineSearch
7820c52818fSSatish Balay 
7830c52818fSSatish Balay   Input Parameter:
7840c52818fSSatish Balay + ls - the TaoLineSearch context
785441846f8SBarry Smith - ts - the Tao context with defined objective/gradient evaluation routines
7860c52818fSSatish Balay 
7870c52818fSSatish Balay   Level: developer
7880c52818fSSatish Balay 
7890c52818fSSatish Balay .seealso: TaoLineSearchCreate()
7900c52818fSSatish Balay @*/
791441846f8SBarry Smith PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts)
7920c52818fSSatish Balay {
7930c52818fSSatish Balay   PetscFunctionBegin;
7940c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
795441846f8SBarry Smith   PetscValidHeaderSpecific(ts,TAO_CLASSID,1);
796441846f8SBarry Smith   ls->tao = ts;
7970c52818fSSatish Balay   ls->usetaoroutines=PETSC_TRUE;
7980c52818fSSatish Balay   PetscFunctionReturn(0);
7990c52818fSSatish Balay }
8000c52818fSSatish Balay 
8010c52818fSSatish Balay /*@
8020c52818fSSatish Balay   TaoLineSearchComputeObjective - Computes the objective function value at a given point
8030c52818fSSatish Balay 
8040c52818fSSatish Balay   Collective on TaoLineSearch
8050c52818fSSatish Balay 
8060c52818fSSatish Balay   Input Parameters:
8070c52818fSSatish Balay + ls - the TaoLineSearch context
8080c52818fSSatish Balay - x - input vector
8090c52818fSSatish Balay 
8100c52818fSSatish Balay   Output Parameter:
8110c52818fSSatish Balay . f - Objective value at X
8120c52818fSSatish Balay 
81395452b02SPatrick Sanan   Notes:
81495452b02SPatrick Sanan     TaoLineSearchComputeObjective() is typically used within line searches
8150c52818fSSatish Balay   so most users would not generally call this routine themselves.
8160c52818fSSatish Balay 
8170c52818fSSatish Balay   Level: developer
8180c52818fSSatish Balay 
8190c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
8200c52818fSSatish Balay @*/
8210c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f)
8220c52818fSSatish Balay {
8230c52818fSSatish Balay   PetscErrorCode ierr;
8240c52818fSSatish Balay   Vec            gdummy;
8250c52818fSSatish Balay   PetscReal      gts;
826f06e3bfaSBarry Smith 
8270c52818fSSatish Balay   PetscFunctionBegin;
8280c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
8290c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
8300c52818fSSatish Balay   PetscValidPointer(f,3);
8310c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
8320c52818fSSatish Balay   if (ls->usetaoroutines) {
833441846f8SBarry Smith     ierr = TaoComputeObjective(ls->tao,x,f);CHKERRQ(ierr);
8340c52818fSSatish Balay   } else {
8350c52818fSSatish Balay     ierr = PetscLogEventBegin(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
836f06e3bfaSBarry Smith     if (!ls->ops->computeobjective && !ls->ops->computeobjectiveandgradient && !ls->ops->computeobjectiveandgts) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
8370c52818fSSatish Balay     PetscStackPush("TaoLineSearch user objective routine");
8380c52818fSSatish Balay     if (ls->ops->computeobjective) {
8390c52818fSSatish Balay       ierr = (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);CHKERRQ(ierr);
8400c52818fSSatish Balay     } else if (ls->ops->computeobjectiveandgradient) {
8410c52818fSSatish Balay       ierr = VecDuplicate(x,&gdummy);CHKERRQ(ierr);
8420c52818fSSatish Balay       ierr = (*ls->ops->computeobjectiveandgradient)(ls,x,f,gdummy,ls->userctx_funcgrad);CHKERRQ(ierr);
8430c52818fSSatish Balay       ierr = VecDestroy(&gdummy);CHKERRQ(ierr);
8440c52818fSSatish Balay     } else {
8450c52818fSSatish Balay       ierr = (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,&gts,ls->userctx_funcgts);CHKERRQ(ierr);
8460c52818fSSatish Balay     }
8470c52818fSSatish Balay     PetscStackPop;
8480c52818fSSatish Balay     ierr = PetscLogEventEnd(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
8490c52818fSSatish Balay   }
8500c52818fSSatish Balay   ls->nfeval++;
8510c52818fSSatish Balay   PetscFunctionReturn(0);
8520c52818fSSatish Balay }
8530c52818fSSatish Balay 
8540c52818fSSatish Balay /*@
8550c52818fSSatish Balay   TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point
8560c52818fSSatish Balay 
857441846f8SBarry Smith   Collective on Tao
8580c52818fSSatish Balay 
8590c52818fSSatish Balay   Input Parameters:
8600c52818fSSatish Balay + ls - the TaoLineSearch context
8610c52818fSSatish Balay - x - input vector
8620c52818fSSatish Balay 
8630c52818fSSatish Balay   Output Parameter:
8640c52818fSSatish Balay + f - Objective value at X
8650c52818fSSatish Balay - g - Gradient vector at X
8660c52818fSSatish Balay 
86795452b02SPatrick Sanan   Notes:
86895452b02SPatrick Sanan     TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches
8690c52818fSSatish Balay   so most users would not generally call this routine themselves.
8700c52818fSSatish Balay 
8710c52818fSSatish Balay   Level: developer
8720c52818fSSatish Balay 
8730c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
8740c52818fSSatish Balay @*/
8750c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g)
8760c52818fSSatish Balay {
8770c52818fSSatish Balay   PetscErrorCode ierr;
878f06e3bfaSBarry Smith 
8790c52818fSSatish Balay   PetscFunctionBegin;
8800c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
8810c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
8820c52818fSSatish Balay   PetscValidPointer(f,3);
8830c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
8840c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
8850c52818fSSatish Balay   PetscCheckSameComm(ls,1,g,4);
8860c52818fSSatish Balay   if (ls->usetaoroutines) {
887441846f8SBarry Smith       ierr = TaoComputeObjectiveAndGradient(ls->tao,x,f,g);CHKERRQ(ierr);
8880c52818fSSatish Balay   } else {
8890c52818fSSatish Balay     ierr = PetscLogEventBegin(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
890f06e3bfaSBarry Smith     if (!ls->ops->computeobjective && !ls->ops->computeobjectiveandgradient) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
891f06e3bfaSBarry Smith     if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient function set");
8920c52818fSSatish Balay 
8930c52818fSSatish Balay     PetscStackPush("TaoLineSearch user objective/gradient routine");
8940c52818fSSatish Balay     if (ls->ops->computeobjectiveandgradient) {
8950c52818fSSatish Balay       ierr = (*ls->ops->computeobjectiveandgradient)(ls,x,f,g,ls->userctx_funcgrad);CHKERRQ(ierr);
8960c52818fSSatish Balay     } else {
8970c52818fSSatish Balay       ierr = (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);CHKERRQ(ierr);
8980c52818fSSatish Balay       ierr = (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);CHKERRQ(ierr);
8990c52818fSSatish Balay     }
9000c52818fSSatish Balay     PetscStackPop;
9010c52818fSSatish Balay     ierr = PetscLogEventEnd(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
902335036cbSBarry Smith     ierr = PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));CHKERRQ(ierr);
903f06e3bfaSBarry Smith   }
904fbe0838dSJason Sarich   ls->nfgeval++;
9050c52818fSSatish Balay   PetscFunctionReturn(0);
9060c52818fSSatish Balay }
9070c52818fSSatish Balay 
9080c52818fSSatish Balay /*@
9090c52818fSSatish Balay   TaoLineSearchComputeGradient - Computes the gradient of the objective function
9100c52818fSSatish Balay 
9110c52818fSSatish Balay   Collective on TaoLineSearch
9120c52818fSSatish Balay 
9130c52818fSSatish Balay   Input Parameters:
9140c52818fSSatish Balay + ls - the TaoLineSearch context
9150c52818fSSatish Balay - x - input vector
9160c52818fSSatish Balay 
9170c52818fSSatish Balay   Output Parameter:
9180c52818fSSatish Balay . g - gradient vector
9190c52818fSSatish Balay 
92095452b02SPatrick Sanan   Notes:
92195452b02SPatrick Sanan     TaoComputeGradient() is typically used within line searches
9220c52818fSSatish Balay   so most users would not generally call this routine themselves.
9230c52818fSSatish Balay 
9240c52818fSSatish Balay   Level: developer
9250c52818fSSatish Balay 
9260c52818fSSatish Balay .seealso: TaoLineSearchComputeObjective(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetGradient()
9270c52818fSSatish Balay @*/
9280c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g)
9290c52818fSSatish Balay {
9300c52818fSSatish Balay   PetscErrorCode ierr;
9310c52818fSSatish Balay   PetscReal      fdummy;
932f06e3bfaSBarry Smith 
9330c52818fSSatish Balay   PetscFunctionBegin;
9340c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
9350c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
9360c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,3);
9370c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
9380c52818fSSatish Balay   PetscCheckSameComm(ls,1,g,3);
9390c52818fSSatish Balay   if (ls->usetaoroutines) {
940441846f8SBarry Smith     ierr = TaoComputeGradient(ls->tao,x,g);CHKERRQ(ierr);
9410c52818fSSatish Balay   } else {
9420c52818fSSatish Balay     ierr = PetscLogEventBegin(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
943f06e3bfaSBarry Smith     if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient functions set");
9440c52818fSSatish Balay     PetscStackPush("TaoLineSearch user gradient routine");
9450c52818fSSatish Balay     if (ls->ops->computegradient) {
9460c52818fSSatish Balay       ierr = (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);CHKERRQ(ierr);
9470c52818fSSatish Balay     } else {
9480c52818fSSatish Balay       ierr = (*ls->ops->computeobjectiveandgradient)(ls,x,&fdummy,g,ls->userctx_funcgrad);CHKERRQ(ierr);
9490c52818fSSatish Balay     }
9500c52818fSSatish Balay     PetscStackPop;
9510c52818fSSatish Balay     ierr = PetscLogEventEnd(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
9520c52818fSSatish Balay   }
9530c52818fSSatish Balay   ls->ngeval++;
9540c52818fSSatish Balay   PetscFunctionReturn(0);
9550c52818fSSatish Balay }
9560c52818fSSatish Balay 
9570c52818fSSatish Balay /*@
9580c52818fSSatish Balay   TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point
9590c52818fSSatish Balay 
960441846f8SBarry Smith   Collective on Tao
9610c52818fSSatish Balay 
9620c52818fSSatish Balay   Input Parameters:
9630c52818fSSatish Balay + ls - the TaoLineSearch context
9640c52818fSSatish Balay - x - input vector
9650c52818fSSatish Balay 
9660c52818fSSatish Balay   Output Parameter:
9670c52818fSSatish Balay + f - Objective value at X
9680c52818fSSatish Balay - gts - inner product of gradient and step direction at X
9690c52818fSSatish Balay 
97095452b02SPatrick Sanan   Notes:
97195452b02SPatrick Sanan     TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches
9720c52818fSSatish Balay   so most users would not generally call this routine themselves.
9730c52818fSSatish Balay 
9740c52818fSSatish Balay   Level: developer
9750c52818fSSatish Balay 
9760c52818fSSatish Balay .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
9770c52818fSSatish Balay @*/
9780c52818fSSatish Balay PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts)
9790c52818fSSatish Balay {
9800c52818fSSatish Balay   PetscErrorCode ierr;
9810c52818fSSatish Balay   PetscFunctionBegin;
9820c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
9830c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
9840c52818fSSatish Balay   PetscValidPointer(f,3);
9850c52818fSSatish Balay   PetscValidPointer(gts,4);
9860c52818fSSatish Balay   PetscCheckSameComm(ls,1,x,2);
9870c52818fSSatish Balay   ierr = PetscLogEventBegin(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
988f06e3bfaSBarry Smith   if (!ls->ops->computeobjectiveandgts) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective and gts function set");
9890c52818fSSatish Balay   PetscStackPush("TaoLineSearch user objective/gts routine");
9900c52818fSSatish Balay   ierr = (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,gts,ls->userctx_funcgts);CHKERRQ(ierr);
9910c52818fSSatish Balay   PetscStackPop;
9920c52818fSSatish Balay   ierr = PetscLogEventEnd(TaoLineSearch_EvalEvent,ls,0,0,0);CHKERRQ(ierr);
993335036cbSBarry Smith   ierr = PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));CHKERRQ(ierr);
9940c52818fSSatish Balay   ls->nfeval++;
9950c52818fSSatish Balay   PetscFunctionReturn(0);
9960c52818fSSatish Balay }
9970c52818fSSatish Balay 
9980c52818fSSatish Balay /*@
9990c52818fSSatish Balay   TaoLineSearchGetSolution - Returns the solution to the line search
10000c52818fSSatish Balay 
10010c52818fSSatish Balay   Collective on TaoLineSearch
10020c52818fSSatish Balay 
10030c52818fSSatish Balay   Input Parameter:
10040c52818fSSatish Balay . ls - the TaoLineSearch context
10050c52818fSSatish Balay 
10060c52818fSSatish Balay   Output Parameter:
10070c52818fSSatish Balay + x - the new solution
10080c52818fSSatish Balay . f - the objective function value at x
10090c52818fSSatish Balay . g - the gradient at x
10100c52818fSSatish Balay . steplength - the multiple of the step direction taken by the line search
10110c52818fSSatish Balay - reason - the reason why the line search terminated
10120c52818fSSatish Balay 
10130c52818fSSatish Balay   reason will be set to one of:
10140c52818fSSatish Balay 
10150c52818fSSatish Balay + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
10160c52818fSSatish Balay . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
10170c52818fSSatish Balay . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
10180c52818fSSatish Balay . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
10190c52818fSSatish Balay . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
10200c52818fSSatish Balay . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
10210c52818fSSatish Balay . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
10220c52818fSSatish Balay 
10230c52818fSSatish Balay . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
10240c52818fSSatish Balay . TAOLINESEARCH_HALTED_OTHER - any other reason
10250c52818fSSatish Balay 
10260c52818fSSatish Balay + TAOLINESEARCH_SUCCESS - successful line search
10270c52818fSSatish Balay 
10280c52818fSSatish Balay   Level: developer
10290c52818fSSatish Balay 
10300c52818fSSatish Balay @*/
1031e4cb33bbSBarry Smith PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
10320c52818fSSatish Balay {
10330c52818fSSatish Balay   PetscErrorCode ierr;
1034f06e3bfaSBarry Smith 
10350c52818fSSatish Balay   PetscFunctionBegin;
10360c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
10370c52818fSSatish Balay   PetscValidHeaderSpecific(x,VEC_CLASSID,2);
10380c52818fSSatish Balay   PetscValidPointer(f,3);
10390c52818fSSatish Balay   PetscValidHeaderSpecific(g,VEC_CLASSID,4);
10400c52818fSSatish Balay   PetscValidIntPointer(reason,6);
10410c52818fSSatish Balay   if (ls->new_x) {
10420c52818fSSatish Balay     ierr = VecCopy(ls->new_x,x);CHKERRQ(ierr);
10430c52818fSSatish Balay   }
10440c52818fSSatish Balay   *f = ls->new_f;
10450c52818fSSatish Balay   if (ls->new_g) {
10460c52818fSSatish Balay     ierr = VecCopy(ls->new_g,g);CHKERRQ(ierr);
10470c52818fSSatish Balay   }
10480c52818fSSatish Balay   if (steplength) {
10490c52818fSSatish Balay     *steplength=ls->step;
10500c52818fSSatish Balay   }
10510c52818fSSatish Balay   *reason = ls->reason;
10520c52818fSSatish Balay   PetscFunctionReturn(0);
10530c52818fSSatish Balay }
10540c52818fSSatish Balay 
10550c52818fSSatish Balay /*@
10560c52818fSSatish Balay   TaoLineSearchGetStartingVector - Gets a the initial point of the line
10570c52818fSSatish Balay   search.
10580c52818fSSatish Balay 
10590c52818fSSatish Balay   Not Collective
10600c52818fSSatish Balay 
10610c52818fSSatish Balay   Input Parameter:
10620c52818fSSatish Balay . ls - the TaoLineSearch context
10630c52818fSSatish Balay 
10640c52818fSSatish Balay   Output Parameter:
10650c52818fSSatish Balay . x - The initial point of the line search
10660c52818fSSatish Balay 
10670c52818fSSatish Balay   Level: intermediate
10680c52818fSSatish Balay @*/
10690c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x)
10700c52818fSSatish Balay {
10710c52818fSSatish Balay   PetscFunctionBegin;
10720c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
10730c52818fSSatish Balay   if (x) {
10740c52818fSSatish Balay     *x = ls->start_x;
10750c52818fSSatish Balay   }
10760c52818fSSatish Balay   PetscFunctionReturn(0);
10770c52818fSSatish Balay }
10780c52818fSSatish Balay 
10790c52818fSSatish Balay /*@
10800c52818fSSatish Balay   TaoLineSearchGetStepDirection - Gets the step direction of the line
10810c52818fSSatish Balay   search.
10820c52818fSSatish Balay 
10830c52818fSSatish Balay   Not Collective
10840c52818fSSatish Balay 
10850c52818fSSatish Balay   Input Parameter:
10860c52818fSSatish Balay . ls - the TaoLineSearch context
10870c52818fSSatish Balay 
10880c52818fSSatish Balay   Output Parameter:
10890c52818fSSatish Balay . s - the step direction of the line search
10900c52818fSSatish Balay 
10910c52818fSSatish Balay   Level: advanced
10920c52818fSSatish Balay @*/
10930c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s)
10940c52818fSSatish Balay {
10950c52818fSSatish Balay   PetscFunctionBegin;
10960c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
10970c52818fSSatish Balay   if (s) {
10980c52818fSSatish Balay     *s = ls->stepdirection;
10990c52818fSSatish Balay   }
11000c52818fSSatish Balay   PetscFunctionReturn(0);
11010c52818fSSatish Balay 
11020c52818fSSatish Balay }
11030c52818fSSatish Balay 
11040c52818fSSatish Balay /*@
11050c52818fSSatish Balay   TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step.  Useful for some minimization algorithms.
11060c52818fSSatish Balay 
11070c52818fSSatish Balay   Not Collective
11080c52818fSSatish Balay 
11090c52818fSSatish Balay   Input Parameter:
11100c52818fSSatish Balay . ls - the TaoLineSearch context
11110c52818fSSatish Balay 
11120c52818fSSatish Balay   Output Parameter:
11130c52818fSSatish Balay . f - the objective value at the full step length
11140c52818fSSatish Balay 
11150c52818fSSatish Balay   Level: developer
11160c52818fSSatish Balay @*/
11170c52818fSSatish Balay 
11180c52818fSSatish Balay PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep)
11190c52818fSSatish Balay {
11200c52818fSSatish Balay   PetscFunctionBegin;
11210c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
11220c52818fSSatish Balay   *f_fullstep = ls->f_fullstep;
11230c52818fSSatish Balay   PetscFunctionReturn(0);
11240c52818fSSatish Balay }
11250c52818fSSatish Balay 
11260c52818fSSatish Balay /*@
11270c52818fSSatish Balay   TaoLineSearchSetVariableBounds - Sets the upper and lower bounds.
11280c52818fSSatish Balay 
1129441846f8SBarry Smith   Logically Collective on Tao
11300c52818fSSatish Balay 
11310c52818fSSatish Balay   Input Parameters:
11320c52818fSSatish Balay + ls - the TaoLineSearch context
11330c52818fSSatish Balay . xl  - vector of lower bounds
11340c52818fSSatish Balay - xu  - vector of upper bounds
11350c52818fSSatish Balay 
11360c52818fSSatish Balay   Note: If the variable bounds are not set with this routine, then
1137e270355aSBarry Smith   PETSC_NINFINITY and PETSC_INFINITY are assumed
11380c52818fSSatish Balay 
11390c52818fSSatish Balay   Level: beginner
11400c52818fSSatish Balay 
11410c52818fSSatish Balay .seealso: TaoSetVariableBounds(), TaoLineSearchCreate()
11420c52818fSSatish Balay @*/
11430c52818fSSatish Balay PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls,Vec xl, Vec xu)
11440c52818fSSatish Balay {
11450c52818fSSatish Balay   PetscFunctionBegin;
11460c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
11470c52818fSSatish Balay   PetscValidHeaderSpecific(xl,VEC_CLASSID,2);
11480c52818fSSatish Balay   PetscValidHeaderSpecific(xu,VEC_CLASSID,3);
11490c52818fSSatish Balay   ls->lower = xl;
11500c52818fSSatish Balay   ls->upper = xu;
11510c52818fSSatish Balay   ls->bounded = 1;
11520c52818fSSatish Balay   PetscFunctionReturn(0);
11530c52818fSSatish Balay }
11540c52818fSSatish Balay 
11550c52818fSSatish Balay /*@
11560c52818fSSatish Balay   TaoLineSearchSetInitialStepLength - Sets the initial step length of a line
11570c52818fSSatish Balay   search.  If this value is not set then 1.0 is assumed.
11580c52818fSSatish Balay 
11590c52818fSSatish Balay   Logically Collective on TaoLineSearch
11600c52818fSSatish Balay 
11610c52818fSSatish Balay   Input Parameters:
11620c52818fSSatish Balay + ls - the TaoLineSearch context
11630c52818fSSatish Balay - s - the initial step size
11640c52818fSSatish Balay 
11650c52818fSSatish Balay   Level: intermediate
11660c52818fSSatish Balay 
11670c52818fSSatish Balay .seealso: TaoLineSearchGetStepLength(), TaoLineSearchApply()
11680c52818fSSatish Balay @*/
11690c52818fSSatish Balay PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls,PetscReal s)
11700c52818fSSatish Balay {
11710c52818fSSatish Balay   PetscFunctionBegin;
11720c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
11730c52818fSSatish Balay   ls->initstep = s;
11740c52818fSSatish Balay   PetscFunctionReturn(0);
11750c52818fSSatish Balay }
11760c52818fSSatish Balay 
11770c52818fSSatish Balay /*@
11780c52818fSSatish Balay   TaoLineSearchGetStepLength - Get the current step length
11790c52818fSSatish Balay 
11800c52818fSSatish Balay   Not Collective
11810c52818fSSatish Balay 
11820c52818fSSatish Balay   Input Parameters:
11830c52818fSSatish Balay . ls - the TaoLineSearch context
11840c52818fSSatish Balay 
11850c52818fSSatish Balay   Output Parameters
11860c52818fSSatish Balay . s - the current step length
11870c52818fSSatish Balay 
11880c52818fSSatish Balay   Level: beginner
11890c52818fSSatish Balay 
11900c52818fSSatish Balay .seealso: TaoLineSearchSetInitialStepLength(), TaoLineSearchApply()
11910c52818fSSatish Balay @*/
11920c52818fSSatish Balay PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls,PetscReal *s)
11930c52818fSSatish Balay {
11940c52818fSSatish Balay   PetscFunctionBegin;
11950c52818fSSatish Balay   PetscValidHeaderSpecific(ls,TAOLINESEARCH_CLASSID,1);
11960c52818fSSatish Balay   *s = ls->step;
11970c52818fSSatish Balay   PetscFunctionReturn(0);
11980c52818fSSatish Balay }
11990c52818fSSatish Balay 
12000c52818fSSatish Balay /*MC
12010c52818fSSatish Balay    TaoLineSearchRegister - Adds a line-search algorithm to the registry
12020c52818fSSatish Balay 
12030c52818fSSatish Balay    Not collective
12040c52818fSSatish Balay 
12050c52818fSSatish Balay    Input Parameters:
12060c52818fSSatish Balay +  sname - name of a new user-defined solver
12070c52818fSSatish Balay -  func - routine to Create method context
12080c52818fSSatish Balay 
12090c52818fSSatish Balay    Notes:
12100c52818fSSatish Balay    TaoLineSearchRegister() may be called multiple times to add several user-defined solvers.
12110c52818fSSatish Balay 
12120c52818fSSatish Balay    Sample usage:
12130c52818fSSatish Balay .vb
12140c52818fSSatish Balay    TaoLineSearchRegister("my_linesearch",MyLinesearchCreate);
12150c52818fSSatish Balay .ve
12160c52818fSSatish Balay 
12170c52818fSSatish Balay    Then, your solver can be chosen with the procedural interface via
12180c52818fSSatish Balay $     TaoLineSearchSetType(ls,"my_linesearch")
12190c52818fSSatish Balay    or at runtime via the option
12200c52818fSSatish Balay $     -tao_ls_type my_linesearch
12210c52818fSSatish Balay 
12220c52818fSSatish Balay    Level: developer
12230c52818fSSatish Balay 
12240c52818fSSatish Balay .seealso: TaoLineSearchRegisterDestroy()
12250c52818fSSatish Balay M*/
12260c52818fSSatish Balay PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch))
12270c52818fSSatish Balay {
12280c52818fSSatish Balay   PetscErrorCode ierr;
12290c52818fSSatish Balay   PetscFunctionBegin;
12300c52818fSSatish Balay   ierr = PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func);CHKERRQ(ierr);
12310c52818fSSatish Balay   PetscFunctionReturn(0);
12320c52818fSSatish Balay }
12330c52818fSSatish Balay 
12340c52818fSSatish Balay /*@C
12350c52818fSSatish Balay    TaoLineSearchRegisterDestroy - Frees the list of line-search algorithms that were
12360c52818fSSatish Balay    registered by TaoLineSearchRegister().
12370c52818fSSatish Balay 
12380c52818fSSatish Balay    Not Collective
12390c52818fSSatish Balay 
12400c52818fSSatish Balay    Level: developer
12410c52818fSSatish Balay 
12420c52818fSSatish Balay .seealso: TaoLineSearchRegister()
12430c52818fSSatish Balay @*/
12440c52818fSSatish Balay PetscErrorCode TaoLineSearchRegisterDestroy(void)
12450c52818fSSatish Balay {
12460c52818fSSatish Balay   PetscErrorCode ierr;
12470c52818fSSatish Balay   PetscFunctionBegin;
12480c52818fSSatish Balay   ierr = PetscFunctionListDestroy(&TaoLineSearchList);CHKERRQ(ierr);
12490c52818fSSatish Balay   TaoLineSearchInitialized = PETSC_FALSE;
12500c52818fSSatish Balay   PetscFunctionReturn(0);
12510c52818fSSatish Balay }
12520c52818fSSatish Balay 
12530c52818fSSatish Balay /*@C
12540c52818fSSatish Balay    TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching
12550c52818fSSatish Balay    for all TaoLineSearch options in the database.
12560c52818fSSatish Balay 
12570c52818fSSatish Balay 
12580c52818fSSatish Balay    Collective on TaoLineSearch
12590c52818fSSatish Balay 
12600c52818fSSatish Balay    Input Parameters:
12610c52818fSSatish Balay +  ls - the TaoLineSearch solver context
12620c52818fSSatish Balay -  prefix - the prefix string to prepend to all line search requests
12630c52818fSSatish Balay 
12640c52818fSSatish Balay    Notes:
12650c52818fSSatish Balay    A hyphen (-) must NOT be given at the beginning of the prefix name.
12660c52818fSSatish Balay    The first character of all runtime options is AUTOMATICALLY the hyphen.
12670c52818fSSatish Balay 
12680c52818fSSatish Balay 
12690c52818fSSatish Balay    Level: advanced
12700c52818fSSatish Balay 
12710c52818fSSatish Balay .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
12720c52818fSSatish Balay @*/
12730c52818fSSatish Balay PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[])
12740c52818fSSatish Balay {
1275f06e3bfaSBarry Smith   return PetscObjectAppendOptionsPrefix((PetscObject)ls,p);
12760c52818fSSatish Balay }
12770c52818fSSatish Balay 
12780c52818fSSatish Balay /*@C
12790c52818fSSatish Balay   TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all
12800c52818fSSatish Balay   TaoLineSearch options in the database
12810c52818fSSatish Balay 
12820c52818fSSatish Balay   Not Collective
12830c52818fSSatish Balay 
12840c52818fSSatish Balay   Input Parameters:
12850c52818fSSatish Balay . ls - the TaoLineSearch context
12860c52818fSSatish Balay 
12870c52818fSSatish Balay   Output Parameters:
12880c52818fSSatish Balay . prefix - pointer to the prefix string used is returned
12890c52818fSSatish Balay 
129095452b02SPatrick Sanan   Notes:
129195452b02SPatrick Sanan     On the fortran side, the user should pass in a string 'prefix' of
12920c52818fSSatish Balay   sufficient length to hold the prefix.
12930c52818fSSatish Balay 
12940c52818fSSatish Balay   Level: advanced
12950c52818fSSatish Balay 
12960c52818fSSatish Balay .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchAppendOptionsPrefix()
12970c52818fSSatish Balay @*/
12980c52818fSSatish Balay PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[])
12990c52818fSSatish Balay {
1300f06e3bfaSBarry Smith   return PetscObjectGetOptionsPrefix((PetscObject)ls,p);
13010c52818fSSatish Balay }
13020c52818fSSatish Balay 
13030c52818fSSatish Balay /*@C
13040c52818fSSatish Balay    TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all
13050c52818fSSatish Balay    TaoLineSearch options in the database.
13060c52818fSSatish Balay 
13070c52818fSSatish Balay 
13080c52818fSSatish Balay    Logically Collective on TaoLineSearch
13090c52818fSSatish Balay 
13100c52818fSSatish Balay    Input Parameters:
13110c52818fSSatish Balay +  ls - the TaoLineSearch context
13120c52818fSSatish Balay -  prefix - the prefix string to prepend to all TAO option requests
13130c52818fSSatish Balay 
13140c52818fSSatish Balay    Notes:
13150c52818fSSatish Balay    A hyphen (-) must NOT be given at the beginning of the prefix name.
13160c52818fSSatish Balay    The first character of all runtime options is AUTOMATICALLY the hyphen.
13170c52818fSSatish Balay 
13180c52818fSSatish Balay    For example, to distinguish between the runtime options for two
13190c52818fSSatish Balay    different line searches, one could call
13200c52818fSSatish Balay .vb
13210c52818fSSatish Balay       TaoLineSearchSetOptionsPrefix(ls1,"sys1_")
13220c52818fSSatish Balay       TaoLineSearchSetOptionsPrefix(ls2,"sys2_")
13230c52818fSSatish Balay .ve
13240c52818fSSatish Balay 
13250c52818fSSatish Balay    This would enable use of different options for each system, such as
13260c52818fSSatish Balay .vb
13270c52818fSSatish Balay       -sys1_tao_ls_type mt
13280c52818fSSatish Balay       -sys2_tao_ls_type armijo
13290c52818fSSatish Balay .ve
13300c52818fSSatish Balay 
13310c52818fSSatish Balay    Level: advanced
13320c52818fSSatish Balay 
13330c52818fSSatish Balay .seealso: TaoLineSearchAppendOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
13340c52818fSSatish Balay @*/
13350c52818fSSatish Balay 
13360c52818fSSatish Balay PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[])
13370c52818fSSatish Balay {
1338f06e3bfaSBarry Smith   return PetscObjectSetOptionsPrefix((PetscObject)ls,p);
13390c52818fSSatish Balay }
1340