Actual source code: taosolver_bounds.c
petsc-3.10.5 2019-03-28
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      1:  #include <petsc/private/taoimpl.h>

      3: /*@
      4:   TaoSetVariableBounds - Sets the upper and lower bounds

      6:   Logically collective on Tao

      8:   Input Parameters:
      9: + tao - the Tao context
     10: . XL  - vector of lower bounds
     11: - XU  - vector of upper bounds

     13:   Level: beginner

     15: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
     16: @*/

     18: PetscErrorCode TaoSetVariableBounds(Tao tao, Vec XL, Vec XU)
     19: {

     24:   if (XL) {
     26:     PetscObjectReference((PetscObject)XL);
     27:   }
     28:   if (XU) {
     30:     PetscObjectReference((PetscObject)XU);
     31:   }
     32:   VecDestroy(&tao->XL);
     33:   VecDestroy(&tao->XU);
     34:   tao->XL = XL;
     35:   tao->XU = XU;
     36:   tao->bounded = PETSC_TRUE;
     37:   return(0);
     38: }

     40: /*@C
     41:   TaoSetVariableBoundsRoutine - Sets a function to be used to compute variable bounds

     43:   Logically collective on Tao

     45:   Input Parameters:
     46: + tao - the Tao context
     47: . func - the bounds computation routine
     48: - ctx - [optional] user-defined context for private data for the bounds computation (may be NULL)

     50:   Calling sequence of func:
     51: $      func (Tao tao, Vec xl, Vec xu);

     53: + tao - the Tao
     54: . xl  - vector of lower bounds
     55: . xu  - vector of upper bounds
     56: - ctx - the (optional) user-defined function context

     58:   Level: beginner

     60: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

     62: Note: The func passed in to TaoSetVariableBoundsRoutine() takes
     63: precedence over any values set in TaoSetVariableBounds().

     65: @*/
     66: PetscErrorCode TaoSetVariableBoundsRoutine(Tao tao, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
     67: {
     70:   tao->user_boundsP = ctx;
     71:   tao->ops->computebounds = func;
     72:   tao->bounded = PETSC_TRUE;
     73:   return(0);
     74: }

     76: PetscErrorCode TaoGetVariableBounds(Tao tao, Vec *XL, Vec *XU)
     77: {
     80:   if (XL) {
     81:     *XL=tao->XL;
     82:   }
     83:   if (XU) {
     84:     *XU=tao->XU;
     85:   }
     86:   return(0);
     87: }

     89: /*@C
     90:    TaoComputeVariableBounds - Compute the variable bounds using the
     91:    routine set by TaoSetVariableBoundsRoutine().

     93:    Collective on Tao

     95:    Input Parameters:
     96: .  tao - the Tao context

     98:    Level: developer

    100: .seealso: TaoSetVariableBoundsRoutine(), TaoSetVariableBounds()
    101: @*/

    103: PetscErrorCode TaoComputeVariableBounds(Tao tao)
    104: {

    109:   PetscStackPush("Tao compute variable bounds");
    110:   if (!tao->XL || !tao->XU) {
    111:     if (!tao->solution) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ORDER,"TaoSetInitialVector must be called before TaoComputeVariableBounds");
    112:     VecDuplicate(tao->solution, &tao->XL);
    113:     VecSet(tao->XL, PETSC_NINFINITY);
    114:     VecDuplicate(tao->solution, &tao->XU);
    115:     VecSet(tao->XU, PETSC_INFINITY);
    116:   }
    117:   if (tao->ops->computebounds) {
    118:     (*tao->ops->computebounds)(tao,tao->XL,tao->XU,tao->user_boundsP);
    119:   }
    120:   PetscStackPop;
    121:   return(0);
    122: }

    124: /*@
    125:   TaoSetInequalityBounds - Sets the upper and lower bounds

    127:   Logically collective on Tao

    129:   Input Parameters:
    130: + tao - the Tao context
    131: . IL  - vector of lower bounds
    132: - IU  - vector of upper bounds

    134:   Level: beginner

    136: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine()
    137: @*/

    139: PetscErrorCode TaoSetInequalityBounds(Tao tao, Vec IL, Vec IU)
    140: {

    145:   if (IL) {
    147:     PetscObjectReference((PetscObject)IL);
    148:   }
    149:   if (IU) {
    151:     PetscObjectReference((PetscObject)IU);
    152:   }
    153:   VecDestroy(&tao->IL);
    154:   VecDestroy(&tao->IU);
    155:   tao->IL = IL;
    156:   tao->IU = IU;
    157:   return(0);
    158: }

    161: PetscErrorCode TaoGetInequalityBounds(Tao tao, Vec *IL, Vec *IU)
    162: {
    165:   if (IL) {
    166:     *IL=tao->IL;
    167:   }
    168:   if (IU) {
    169:     *IU=tao->IU;
    170:   }
    171:   return(0);
    172: }

    174: /*@C
    175:    TaoComputeConstraints - Compute the variable bounds using the
    176:    routine set by TaoSetConstraintsRoutine().

    178:    Collective on Tao

    180:    Input Parameters:
    181: .  tao - the Tao context

    183:    Level: developer

    185: .seealso: TaoSetConstraintsRoutine(), TaoComputeJacobian()
    186: @*/

    188: PetscErrorCode TaoComputeConstraints(Tao tao, Vec X, Vec C)
    189: {

    199:   if (!tao->ops->computeconstraints) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetConstraintsRoutine() has not been called");
    200:   if (!tao->solution) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeConstraints");
    201:   PetscLogEventBegin(TAO_ConstraintsEval,tao,X,C,NULL);
    202:   PetscStackPush("Tao constraints evaluation routine");
    203:   (*tao->ops->computeconstraints)(tao,X,C,tao->user_conP);
    204:   PetscStackPop;
    205:   PetscLogEventEnd(TAO_ConstraintsEval,tao,X,C,NULL);
    206:   tao->nconstraints++;
    207:   return(0);
    208: }

    210: /*@C
    211:   TaoSetConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

    213:   Logically collective on Tao

    215:   Input Parameters:
    216: + tao - the Tao context
    217: . c   - A vector that will be used to store constraint evaluation
    218: . func - the bounds computation routine
    219: - ctx - [optional] user-defined context for private data for the constraints computation (may be NULL)

    221:   Calling sequence of func:
    222: $      func (Tao tao, Vec x, Vec c, void *ctx);

    224: + tao - the Tao
    225: . x   - point to evaluate constraints
    226: . c   - vector constraints evaluated at x
    227: - ctx - the (optional) user-defined function context

    229:   Level: intermediate

    231: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariablevBounds()

    233: @*/
    234: PetscErrorCode TaoSetConstraintsRoutine(Tao tao, Vec c, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
    235: {
    238:     tao->constraints = c;
    239:     tao->user_conP = ctx;
    240:     tao->ops->computeconstraints = func;
    241:     return(0);
    242: }

    244: /*@
    245:   TaoComputeDualVariables - Computes the dual vectors corresponding to the bounds
    246:   of the variables

    248:   Collective on Tao

    250:   Input Parameters:
    251: . tao - the Tao context

    253:   Output Parameter:
    254: + DL - dual variable vector for the lower bounds
    255: - DU - dual variable vector for the upper bounds

    257:   Level: advanced

    259:   Note:
    260:   DL and DU should be created before calling this routine.  If calling
    261:   this routine after using an unconstrained solver, DL and DU are set to all
    262:   zeros.

    264:   Level: advanced

    266: .seealso: TaoComputeObjective(), TaoSetVariableBounds()
    267: @*/
    268: PetscErrorCode TaoComputeDualVariables(Tao tao, Vec DL, Vec DU)
    269: {
    277:   if (tao->ops->computedual) {
    278:     (*tao->ops->computedual)(tao,DL,DU);
    279:   }  else {
    280:     VecSet(DL,0.0);
    281:     VecSet(DU,0.0);
    282:   }
    283:   return(0);
    284: }

    286: /*@
    287:   TaoGetDualVariables - Gets pointers to the dual vectors

    289:   Collective on Tao

    291:   Input Parameters:
    292: . tao - the Tao context

    294:   Output Parameter:
    295: + DE - dual variable vector for the lower bounds
    296: - DI - dual variable vector for the upper bounds

    298:   Level: advanced

    300: .seealso: TaoComputeDualVariables()
    301: @*/
    302: PetscErrorCode TaoGetDualVariables(Tao tao, Vec *DE, Vec *DI)
    303: {
    306:   if (DE) {
    307:     *DE = tao->DE;
    308:   }
    309:   if (DI) {
    310:     *DI = tao->DI;
    311:   }
    312:   return(0);
    313: }

    315: /*@C
    316:   TaoSetEqualityConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

    318:   Logically collective on Tao

    320:   Input Parameters:
    321: + tao - the Tao context
    322: . ce   - A vector that will be used to store equality constraint evaluation
    323: . func - the bounds computation routine
    324: - ctx - [optional] user-defined context for private data for the equality constraints computation (may be NULL)

    326:   Calling sequence of func:
    327: $      func (Tao tao, Vec x, Vec ce, void *ctx);

    329: + tao - the Tao
    330: . x   - point to evaluate equality constraints
    331: . ce   - vector of equality constraints evaluated at x
    332: - ctx - the (optional) user-defined function context

    334:   Level: intermediate

    336: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

    338: @*/
    339: PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao tao, Vec ce, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
    340: {

    345:   if (ce) {
    347:     PetscObjectReference((PetscObject)ce);
    348:   }
    349:   VecDestroy(&tao->constraints_equality);

    351:   tao->constraints_equality = ce;
    352:   tao->user_con_equalityP = ctx;
    353:   tao->ops->computeequalityconstraints = func;
    354:   return(0);
    355: }

    358: /*@C
    359:   TaoSetInequalityConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

    361:   Logically collective on Tao

    363:   Input Parameters:
    364: + tao - the Tao context
    365: . ci   - A vector that will be used to store inequality constraint evaluation
    366: . func - the bounds computation routine
    367: - ctx - [optional] user-defined context for private data for the inequality constraints computation (may be NULL)

    369:   Calling sequence of func:
    370: $      func (Tao tao, Vec x, Vec ci, void *ctx);

    372: + tao - the Tao
    373: . x   - point to evaluate inequality constraints
    374: . ci   - vector of inequality constraints evaluated at x
    375: - ctx - the (optional) user-defined function context

    377:   Level: intermediate

    379: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

    381: @*/
    382: PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao tao, Vec ci, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
    383: {

    388:   if (ci) {
    390:     PetscObjectReference((PetscObject)ci);
    391:   }
    392:   VecDestroy(&tao->constraints_inequality);
    393:   tao->constraints_inequality = ci;

    395:   tao->user_con_inequalityP = ctx;
    396:   tao->ops->computeinequalityconstraints = func;
    397:   return(0);
    398: }

    401: /*@C
    402:    TaoComputeEqualityConstraints - Compute the variable bounds using the
    403:    routine set by TaoSetEqualityConstraintsRoutine().

    405:    Collective on Tao

    407:    Input Parameters:
    408: .  tao - the Tao context

    410:    Level: developer

    412: .seealso: TaoSetEqualityConstraintsRoutine(), TaoComputeJacobianEquality()
    413: @*/

    415: PetscErrorCode TaoComputeEqualityConstraints(Tao tao, Vec X, Vec CE)
    416: {

    426:   if (!tao->ops->computeequalityconstraints) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetEqualityConstraintsRoutine() has not been called");
    427:   if (!tao->solution) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeEqualityConstraints");
    428:   PetscLogEventBegin(TAO_ConstraintsEval,tao,X,CE,NULL);
    429:   PetscStackPush("Tao equality constraints evaluation routine");
    430:   (*tao->ops->computeequalityconstraints)(tao,X,CE,tao->user_con_equalityP);
    431:   PetscStackPop;
    432:   PetscLogEventEnd(TAO_ConstraintsEval,tao,X,CE,NULL);
    433:   tao->nconstraints++;
    434:   return(0);
    435: }

    438: /*@C
    439:    TaoComputeInequalityConstraints - Compute the variable bounds using the
    440:    routine set by TaoSetInequalityConstraintsRoutine().

    442:    Collective on Tao

    444:    Input Parameters:
    445: .  tao - the Tao context

    447:    Level: developer

    449: .seealso: TaoSetInequalityConstraintsRoutine(), TaoComputeJacobianInequality()
    450: @*/

    452: PetscErrorCode TaoComputeInequalityConstraints(Tao tao, Vec X, Vec CI)
    453: {

    463:   if (!tao->ops->computeinequalityconstraints) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInequalityConstraintsRoutine() has not been called");
    464:   if (!tao->solution) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeInequalityConstraints");
    465:   PetscLogEventBegin(TAO_ConstraintsEval,tao,X,CI,NULL);
    466:   PetscStackPush("Tao inequality constraints evaluation routine");
    467:   (*tao->ops->computeinequalityconstraints)(tao,X,CI,tao->user_con_inequalityP);
    468:   PetscStackPop;
    469:   PetscLogEventEnd(TAO_ConstraintsEval,tao,X,CI,NULL);
    470:   tao->nconstraints++;
    471:   return(0);
    472: }