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,>s,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