Actual source code: petsctao.h
petsc-3.10.5 2019-03-28
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      1: #ifndef __TAO_H

      4:  #include <petscksp.h>

      6: PetscErrorCode VecFischer(Vec, Vec, Vec, Vec, Vec);
      7: PetscErrorCode VecSFischer(Vec, Vec, Vec, Vec, PetscReal, Vec);
      8: PetscErrorCode MatDFischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec);
      9: PetscErrorCode MatDSFischer(Mat, Vec, Vec, Vec, Vec, PetscReal, Vec, Vec, Vec, Vec, Vec);

     12: /*E
     13:   TaoSubsetType - PetscInt representing the way TAO handles active sets

     15: + TAO_SUBSET_SUBVEC - TAO uses PETSc's MatCreateSubMatrix and VecGetSubVector
     16: . TAO_SUBSET_MASK - Matrices are zeroed out corresponding to active set entries
     17: - TAO_SUBSET_MATRIXFREE - Same as TAO_SUBSET_MASK, but can be applied to matrix-free operators

     19:   Options database keys:
     20: . -different_hessian - TAO will use a copy of the hessian operator for masking.  By default
     21:                        TAO will directly alter the hessian operator.
     22:   Level: intermediate

     24: E*/

     26: typedef enum {TAO_SUBSET_SUBVEC,TAO_SUBSET_MASK,TAO_SUBSET_MATRIXFREE} TaoSubsetType;
     27: PETSC_EXTERN const char *const TaoSubsetTypes[];
     28: /*S
     29:      Tao - Abstract PETSc object that manages nonlinear optimization solves

     31:    Level: advanced

     33: .seealso TaoCreate(), TaoDestroy(), TaoSetType(), TaoType
     34: S*/

     36: typedef struct _p_Tao*   Tao;

     38: /*J
     39:         TaoType - String with the name of a TAO method

     41:        Level: beginner

     43: J*/
     44: typedef const char *TaoType;
     45: #define TAOLMVM     "lmvm"
     46: #define TAONLS      "nls"
     47: #define TAONTR      "ntr"
     48: #define TAONTL      "ntl"
     49: #define TAOCG       "cg"
     50: #define TAOTRON     "tron"
     51: #define TAOOWLQN    "owlqn"
     52: #define TAOBMRM     "bmrm"
     53: #define TAOBLMVM    "blmvm"
     54: #define TAOBQNLS    "bqnls"
     55: #define TAOBNCG     "bncg"
     56: #define TAOBNLS     "bnls"
     57: #define TAOBNTR     "bntr"
     58: #define TAOBNTL     "bntl"
     59: #define TAOBQNKLS   "bqnkls"
     60: #define TAOBQNKTR   "bqnktr"
     61: #define TAOBQNKTL   "bqnktl"
     62: #define TAOBQPIP    "bqpip"
     63: #define TAOGPCG     "gpcg"
     64: #define TAONM       "nm"
     65: #define TAOPOUNDERS "pounders"
     66: #define TAOLCL      "lcl"
     67: #define TAOSSILS    "ssils"
     68: #define TAOSSFLS    "ssfls"
     69: #define TAOASILS    "asils"
     70: #define TAOASFLS    "asfls"
     71: #define TAOIPM      "ipm"

     73: PETSC_EXTERN PetscClassId TAO_CLASSID;
     74: PETSC_EXTERN PetscFunctionList TaoList;

     76: /*E
     77:     TaoConvergedReason - reason a TAO method was said to have converged or diverged

     79:    Level: beginner

     81:    The two most common reasons for divergence are
     82: $   1) an incorrectly coded or computed gradient or Hessian
     83: $   2) failure or lack of convergence in the linear system (in this case we recommend
     84: $      testing with -pc_type lu to eliminate the linear solver as the cause of the problem).

     86:    Developer Notes:
     87:     this must match petsc/finclude/petsctao.h

     89:        The string versions of these are in TAOConvergedReasons, if you change any value here you must
     90:      also adjust that array.

     92: .seealso: TAOSolve(), TaoGetConvergedReason(), KSPConvergedReason, SNESConvergedReason, TSConvergedReason
     93: E*/
     94: typedef enum {/* converged */
     95:   TAO_CONVERGED_GATOL         =  3, /* ||g(X)|| < gatol */
     96:   TAO_CONVERGED_GRTOL         =  4, /* ||g(X)|| / f(X)  < grtol */
     97:   TAO_CONVERGED_GTTOL         =  5, /* ||g(X)|| / ||g(X0)|| < gttol */
     98:   TAO_CONVERGED_STEPTOL       =  6, /* step size small */
     99:   TAO_CONVERGED_MINF          =  7, /* F < F_min */
    100:   TAO_CONVERGED_USER          =  8, /* User defined */
    101:   /* diverged */
    102:   TAO_DIVERGED_MAXITS         = -2,
    103:   TAO_DIVERGED_NAN            = -4,
    104:   TAO_DIVERGED_MAXFCN         = -5,
    105:   TAO_DIVERGED_LS_FAILURE     = -6,
    106:   TAO_DIVERGED_TR_REDUCTION   = -7,
    107:   TAO_DIVERGED_USER           = -8, /* User defined */
    108:   /* keep going */
    109:   TAO_CONTINUE_ITERATING      =  0} TaoConvergedReason;

    111: PETSC_EXTERN const char **TaoConvergedReasons;

    113: PETSC_EXTERN PetscErrorCode TaoInitializePackage(void);
    114: PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void);
    115: PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*);
    116: PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao);
    117: PETSC_EXTERN PetscErrorCode TaoSetUp(Tao);
    118: PETSC_EXTERN PetscErrorCode TaoSetType(Tao,TaoType);
    119: PETSC_EXTERN PetscErrorCode TaoGetType(Tao,TaoType *);
    120: PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*);
    121: PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*);
    122: PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*);

    124: PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []);
    125: PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer);
    126: PETSC_STATIC_INLINE PetscErrorCode TaoViewFromOptions(Tao A,PetscObject obj,const char name[]) {return PetscObjectViewFromOptions((PetscObject)A,obj,name);}

    128: PETSC_EXTERN PetscErrorCode TaoSolve(Tao);

    130: PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao));
    131: PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void);

    133: PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*);
    134: PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*);
    135: PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason);
    136: PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec);
    137: PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*);
    138: PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*);
    139: PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat);
    140: PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat*);
    141: PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat*);
    142: PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat);
    143: PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat*);
    144: PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP*);
    145: PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool);
    146: PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*);
    147: PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
    148: PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*);
    149: PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
    150: PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
    151: PETSC_EXTERN PetscErrorCode TaoSetSeparableObjectiveWeights(Tao, Vec, PetscInt, PetscInt*, PetscInt*, PetscReal*);
    152: PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
    153: PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
    154: PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
    155: PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
    156: PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*);
    157: PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*);
    158: PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
    159: PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);

    161: PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS);

    163: PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*);
    164: PETSC_EXTERN PetscErrorCode TaoComputeSeparableObjective(Tao, Vec, Vec);
    165: PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao,Vec,Vec);
    166: PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec);
    167: PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec);
    168: PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec);
    169: PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec);
    170: PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec);
    171: PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*);
    172: PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*);
    173: PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*);
    174: PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*);

    176: PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao);
    177: PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat);
    178: PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat);
    179: PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat);
    180: PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat);
    181: PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat);
    182: PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat);

    184: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*);
    185: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*);
    186: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void*);
    187: PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec);
    188: PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec);
    189: PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*);
    190: PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*);
    191: PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec);
    192: PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*);
    193: PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
    194: PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao);

    196: PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*);
    197: PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal);
    198: PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*);
    199: PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal);
    200: PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal);
    201: PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal);
    202: PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt);
    203: PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt);
    204: PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*);
    205: PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*);
    206: PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*);
    207: PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*);
    208: PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt*);
    209: PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*);
    210: PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt*);
    211: PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt);
    212: PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt*);
    213: PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt);
    214: PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao,PetscReal*);
    215: PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao,PetscReal*);

    217: PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]);
    218: PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]);
    219: PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao);

    221: PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*);
    222: PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao,PetscInt *);

    224:  #include <petsctaolinesearch.h>
    225: PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao);
    226: PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*);

    228: PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt,PetscBool);
    229: PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt**,PetscInt*);
    230: PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**));
    231: PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao);
    232: PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void*);
    233: PETSC_DEPRECATED ("Use TaoMonitorDefault()") PETSC_STATIC_INLINE PetscErrorCode TaoDefaultMonitor(Tao tao, void*ctx) {return TaoMonitorDefault(tao,ctx);}
    234: PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void*);
    235: PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*);
    236: PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*);
    237: PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*);
    238: PETSC_EXTERN PetscErrorCode TaoSeparableObjectiveMonitor(Tao, void*);
    239: PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*);
    240: PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*);
    241: PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*);
    242: PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*);
    243: PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*);
    244: PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao);

    246: PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*);
    247: PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *);

    249: PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS);
    250: PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS);
    251: PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal);
    252: typedef struct _n_TaoMonitorDrawCtx* TaoMonitorDrawCtx;
    253: PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm,const char[],const char[],int,int,int,int,PetscInt,TaoMonitorDrawCtx*);
    254: PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx*);
    255: #endif