Actual source code: taoimpl.h
petsc-3.11.4 2019-09-28
1: #ifndef __TAO_IMPL_H
4: #include <petsctao.h>
5: #include <petsctaolinesearch.h>
6: #include <petsc/private/petscimpl.h>
8: PETSC_EXTERN PetscBool TaoRegisterAllCalled;
9: PETSC_EXTERN PetscErrorCode TaoRegisterAll(void);
11: typedef struct _TaoOps *TaoOps;
13: struct _TaoOps {
14: /* Methods set by application */
15: PetscErrorCode (*computeobjective)(Tao, Vec, PetscReal*, void*);
16: PetscErrorCode (*computeobjectiveandgradient)(Tao, Vec, PetscReal*, Vec, void*);
17: PetscErrorCode (*computegradient)(Tao, Vec, Vec, void*);
18: PetscErrorCode (*computehessian)(Tao, Vec, Mat, Mat, void*);
19: PetscErrorCode (*computeresidual)(Tao, Vec, Vec, void*);
20: PetscErrorCode (*computeresidualjacobian)(Tao, Vec, Mat, Mat, void*);
21: PetscErrorCode (*computeconstraints)(Tao, Vec, Vec, void*);
22: PetscErrorCode (*computeinequalityconstraints)(Tao, Vec, Vec, void*);
23: PetscErrorCode (*computeequalityconstraints)(Tao, Vec, Vec, void*);
24: PetscErrorCode (*computejacobian)(Tao, Vec, Mat, Mat, void*);
25: PetscErrorCode (*computejacobianstate)(Tao, Vec, Mat, Mat, Mat, void*);
26: PetscErrorCode (*computejacobiandesign)(Tao, Vec, Mat, void*);
27: PetscErrorCode (*computejacobianinequality)(Tao, Vec, Mat, Mat, void*);
28: PetscErrorCode (*computejacobianequality)(Tao, Vec, Mat, Mat, void*);
29: PetscErrorCode (*computebounds)(Tao, Vec, Vec, void*);
30: PetscErrorCode (*update)(Tao,PetscInt,void*);
31: PetscErrorCode (*convergencetest)(Tao,void*);
32: PetscErrorCode (*convergencedestroy)(void*);
34: /* Methods set by solver */
35: PetscErrorCode (*computedual)(Tao, Vec, Vec);
36: PetscErrorCode (*setup)(Tao);
37: PetscErrorCode (*solve)(Tao);
38: PetscErrorCode (*view)(Tao, PetscViewer);
39: PetscErrorCode (*setfromoptions)(PetscOptionItems*,Tao);
40: PetscErrorCode (*destroy)(Tao);
41: };
43: #define MAXTAOMONITORS 10
45: struct _p_Tao {
46: PETSCHEADER(struct _TaoOps);
47: void *user;
48: void *user_objP;
49: void *user_objgradP;
50: void *user_gradP;
51: void *user_hessP;
52: void *user_lsresP;
53: void *user_lsjacP;
54: void *user_conP;
55: void *user_con_equalityP;
56: void *user_con_inequalityP;
57: void *user_jacP;
58: void *user_jac_equalityP;
59: void *user_jac_inequalityP;
60: void *user_jac_stateP;
61: void *user_jac_designP;
62: void *user_boundsP;
63: void *user_update;
65: PetscErrorCode (*monitor[MAXTAOMONITORS])(Tao,void*);
66: PetscErrorCode (*monitordestroy[MAXTAOMONITORS])(void**);
67: void *monitorcontext[MAXTAOMONITORS];
68: PetscInt numbermonitors;
69: void *cnvP;
70: TaoConvergedReason reason;
72: PetscBool setupcalled;
73: void *data;
75: Vec solution;
76: Vec gradient;
77: Vec stepdirection;
78: Vec XL;
79: Vec XU;
80: Vec IL;
81: Vec IU;
82: Vec DI;
83: Vec DE;
84: Mat hessian;
85: Mat hessian_pre;
86: Mat gradient_norm;
87: Vec gradient_norm_tmp;
88: Vec ls_res;
89: Mat ls_jac;
90: Mat ls_jac_pre;
91: Vec res_weights_v;
92: PetscInt res_weights_n;
93: PetscInt *res_weights_rows;
94: PetscInt *res_weights_cols;
95: PetscReal *res_weights_w;
96: Vec constraints;
97: Vec constraints_equality;
98: Vec constraints_inequality;
99: Mat jacobian;
100: Mat jacobian_pre;
101: Mat jacobian_inequality;
102: Mat jacobian_inequality_pre;
103: Mat jacobian_equality;
104: Mat jacobian_equality_pre;
105: Mat jacobian_state;
106: Mat jacobian_state_inv;
107: Mat jacobian_design;
108: Mat jacobian_state_pre;
109: Mat jacobian_design_pre;
110: IS state_is;
111: IS design_is;
112: PetscReal step;
113: PetscReal residual;
114: PetscReal gnorm0;
115: PetscReal cnorm;
116: PetscReal cnorm0;
117: PetscReal fc;
120: PetscInt max_it;
121: PetscInt max_funcs;
122: PetscInt max_constraints;
123: PetscInt nfuncs;
124: PetscInt ngrads;
125: PetscInt nfuncgrads;
126: PetscInt nhess;
127: PetscInt niter;
128: PetscInt ntotalits;
129: PetscInt nconstraints;
130: PetscInt niconstraints;
131: PetscInt neconstraints;
132: PetscInt njac;
133: PetscInt njac_equality;
134: PetscInt njac_inequality;
135: PetscInt njac_state;
136: PetscInt njac_design;
138: PetscInt ksp_its; /* KSP iterations for this solver iteration */
139: PetscInt ksp_tot_its; /* Total (cumulative) KSP iterations */
142: TaoLineSearch linesearch;
143: PetscBool lsflag; /* goes up when line search fails */
144: KSP ksp;
145: PetscReal trust0; /* initial trust region radius */
146: PetscReal trust; /* Current trust region */
148: PetscReal gatol;
149: PetscReal grtol;
150: PetscReal gttol;
151: PetscReal catol;
152: PetscReal crtol;
153: PetscReal steptol;
154: PetscReal fmin;
155: PetscBool max_funcs_changed;
156: PetscBool max_it_changed;
157: PetscBool gatol_changed;
158: PetscBool grtol_changed;
159: PetscBool gttol_changed;
160: PetscBool fmin_changed;
161: PetscBool catol_changed;
162: PetscBool crtol_changed;
163: PetscBool steptol_changed;
164: PetscBool trust0_changed;
165: PetscBool printreason;
166: PetscBool viewsolution;
167: PetscBool viewgradient;
168: PetscBool viewconstraints;
169: PetscBool viewhessian;
170: PetscBool viewjacobian;
171: PetscBool bounded;
172: PetscBool header_printed;
174: TaoSubsetType subset_type;
175: PetscInt hist_max;/* Number of iteration histories to keep */
176: PetscReal *hist_obj; /* obj value at each iteration */
177: PetscReal *hist_resid; /* residual at each iteration */
178: PetscReal *hist_cnorm; /* constraint norm at each iteration */
179: PetscInt *hist_lits; /* number of ksp its at each TAO iteration */
180: PetscInt hist_len;
181: PetscBool hist_reset;
182: PetscBool hist_malloc;
183: };
185: PETSC_EXTERN PetscLogEvent TAO_Solve;
186: PETSC_EXTERN PetscLogEvent TAO_ObjectiveEval;
187: PETSC_EXTERN PetscLogEvent TAO_GradientEval;
188: PETSC_EXTERN PetscLogEvent TAO_ObjGradEval;
189: PETSC_EXTERN PetscLogEvent TAO_HessianEval;
190: PETSC_EXTERN PetscLogEvent TAO_ConstraintsEval;
191: PETSC_EXTERN PetscLogEvent TAO_JacobianEval;
193: PETSC_STATIC_INLINE PetscErrorCode TaoLogConvergenceHistory(Tao tao, PetscReal obj, PetscReal resid, PetscReal cnorm, PetscInt totits)
194: {
196: if (tao->hist_max > tao->hist_len) {
197: if (tao->hist_obj) tao->hist_obj[tao->hist_len]=obj;
198: if (tao->hist_resid) tao->hist_resid[tao->hist_len]=resid;
199: if (tao->hist_cnorm) tao->hist_cnorm[tao->hist_len]=cnorm;
200: if (tao->hist_lits) {
201: if (tao->hist_len <= 0) {
202: tao->hist_lits[0] = totits;
203: } else {
204: tao->hist_lits[tao->hist_len]=totits - tao->hist_lits[tao->hist_len-1];
205: }
206: }
207: tao->hist_len++;
208: }
209: return(0);
210: }
212: PETSC_INTERN PetscErrorCode TaoVecGetSubVec(Vec, IS, TaoSubsetType, PetscReal, Vec*);
213: PETSC_INTERN PetscErrorCode TaoMatGetSubMat(Mat, IS, Vec, TaoSubsetType, Mat*);
214: PETSC_INTERN PetscErrorCode TaoGradientNorm(Tao, Vec, NormType, PetscReal*);
215: PETSC_INTERN PetscErrorCode TaoEstimateActiveBounds(Vec, Vec, Vec, Vec, Vec, Vec, PetscReal, PetscReal*, IS*, IS*, IS*, IS*, IS*);
216: PETSC_INTERN PetscErrorCode TaoBoundStep(Vec, Vec, Vec, IS, IS, IS, PetscReal, Vec);
217: PETSC_INTERN PetscErrorCode TaoBoundSolution(Vec, Vec, Vec, PetscReal, PetscInt*, Vec);
219: #endif