Actual source code: petsctao.h
petsc-3.11.4 2019-09-28
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 TAOBRGN "brgn"
67: #define TAOLCL "lcl"
68: #define TAOSSILS "ssils"
69: #define TAOSSFLS "ssfls"
70: #define TAOASILS "asils"
71: #define TAOASFLS "asfls"
72: #define TAOIPM "ipm"
73: #define TAOSHELL "shell"
75: PETSC_EXTERN PetscClassId TAO_CLASSID;
76: PETSC_EXTERN PetscFunctionList TaoList;
78: /*E
79: TaoConvergedReason - reason a TAO method was said to have converged or diverged
81: Level: beginner
83: The two most common reasons for divergence are
84: $ 1) an incorrectly coded or computed gradient or Hessian
85: $ 2) failure or lack of convergence in the linear system (in this case we recommend
86: $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem).
88: Developer Notes:
89: this must match petsc/finclude/petsctao.h
91: The string versions of these are in TAOConvergedReasons, if you change any value here you must
92: also adjust that array.
94: .seealso: TAOSolve(), TaoGetConvergedReason(), KSPConvergedReason, SNESConvergedReason, TSConvergedReason
95: E*/
96: typedef enum {/* converged */
97: TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */
98: TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */
99: TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */
100: TAO_CONVERGED_STEPTOL = 6, /* step size small */
101: TAO_CONVERGED_MINF = 7, /* F < F_min */
102: TAO_CONVERGED_USER = 8, /* User defined */
103: /* diverged */
104: TAO_DIVERGED_MAXITS = -2,
105: TAO_DIVERGED_NAN = -4,
106: TAO_DIVERGED_MAXFCN = -5,
107: TAO_DIVERGED_LS_FAILURE = -6,
108: TAO_DIVERGED_TR_REDUCTION = -7,
109: TAO_DIVERGED_USER = -8, /* User defined */
110: /* keep going */
111: TAO_CONTINUE_ITERATING = 0} TaoConvergedReason;
113: PETSC_EXTERN const char **TaoConvergedReasons;
115: PETSC_EXTERN PetscErrorCode TaoInitializePackage(void);
116: PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void);
117: PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*);
118: PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao);
119: PETSC_EXTERN PetscErrorCode TaoSetUp(Tao);
120: PETSC_EXTERN PetscErrorCode TaoSetType(Tao,TaoType);
121: PETSC_EXTERN PetscErrorCode TaoGetType(Tao,TaoType *);
122: PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*);
123: PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*);
124: PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*);
126: PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []);
127: PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer);
128: PETSC_STATIC_INLINE PetscErrorCode TaoViewFromOptions(Tao A,PetscObject obj,const char name[]) {return PetscObjectViewFromOptions((PetscObject)A,obj,name);}
130: PETSC_EXTERN PetscErrorCode TaoSolve(Tao);
132: PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao));
133: PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void);
135: PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*);
136: PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*);
137: PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason);
138: PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec);
139: PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*);
140: PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*);
141: PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat);
142: PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat*);
143: PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat*);
144: PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat);
145: PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat*);
146: PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP*);
147: PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool);
148: PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*);
149: PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
150: PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*);
151: PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
152: PETSC_EXTERN PetscErrorCode TaoSetResidualRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
153: PETSC_EXTERN PetscErrorCode TaoSetResidualWeights(Tao, Vec, PetscInt, PetscInt*, PetscInt*, PetscReal*);
154: PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
155: PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
156: PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
157: PETSC_EXTERN PetscErrorCode TaoSetJacobianResidualRoutine(Tao, Mat, Mat, PetscErrorCode(*)(Tao, Vec, Mat, Mat, void*), void*);
158: PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
159: PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*);
160: PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*);
161: PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
162: PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
164: PETSC_EXTERN PetscErrorCode TaoShellSetSolve(Tao, PetscErrorCode(*)(Tao));
165: PETSC_EXTERN PetscErrorCode TaoShellSetContext(Tao, void*);
166: PETSC_EXTERN PetscErrorCode TaoShellGetContext(Tao, void**);
168: PETSC_DEPRECATED("Use TaoSetResidualRoutine()") PETSC_STATIC_INLINE PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx)
169: { return TaoSetResidualRoutine(tao, res, func, ctx); }
171: PETSC_DEPRECATED("Use TaoSetResidualWeights()") PETSC_STATIC_INLINE PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals)
172: { return TaoSetResidualWeights(tao, sigma_v, n, rows, cols, vals); }
174: PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS);
176: PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*);
177: PETSC_EXTERN PetscErrorCode TaoComputeResidual(Tao, Vec, Vec);
178: PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao,Vec,Vec);
179: PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec);
180: PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec);
181: PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec);
182: PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec);
183: PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec);
184: PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*);
185: PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*);
186: PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*);
187: PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*);
189: PETSC_DEPRECATED("Use TaoComputeResidual()") PETSC_STATIC_INLINE PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F)
190: { return TaoComputeResidual(tao, X, F); }
192: PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao);
193: PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat);
194: PETSC_EXTERN PetscErrorCode TaoComputeResidualJacobian(Tao, Vec, Mat, Mat);
195: PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat);
196: PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat);
197: PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat);
198: PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat);
199: PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat);
201: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*);
202: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*);
203: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void*);
204: PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec);
205: PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec);
206: PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*);
207: PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*);
208: PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec);
209: PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*);
210: PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
211: PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao);
213: PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*);
214: PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal);
215: PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*);
216: PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal);
217: PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal);
218: PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal);
219: PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt);
220: PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt);
221: PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*);
222: PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*);
223: PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*);
224: PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*);
225: PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt*);
226: PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*);
227: PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt*);
228: PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt);
229: PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt*);
230: PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt);
231: PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao,PetscReal*);
232: PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao,PetscReal*);
234: PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]);
235: PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]);
236: PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao);
237: PETSC_EXTERN PetscErrorCode TaoSetUpdate(Tao, PetscErrorCode(*)(Tao, PetscInt, void*), void*);
239: PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*);
240: PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao,PetscInt *);
242: #include <petsctaolinesearch.h>
243: PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao);
244: PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*);
246: PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt,PetscBool);
247: PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt**,PetscInt*);
248: PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**));
249: PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao);
250: PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void*);
251: PETSC_DEPRECATED ("Use TaoMonitorDefault()") PETSC_STATIC_INLINE PetscErrorCode TaoDefaultMonitor(Tao tao, void*ctx) {return TaoMonitorDefault(tao,ctx);}
252: PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void*);
253: PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*);
254: PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*);
255: PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*);
256: PETSC_EXTERN PetscErrorCode TaoResidualMonitor(Tao, void*);
257: PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*);
258: PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*);
259: PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*);
260: PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*);
261: PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*);
262: PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao);
264: PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*);
265: PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *);
267: PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS);
268: PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS);
269: PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal);
270: typedef struct _n_TaoMonitorDrawCtx* TaoMonitorDrawCtx;
271: PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm,const char[],const char[],int,int,int,int,PetscInt,TaoMonitorDrawCtx*);
272: PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx*);
274: PETSC_EXTERN PetscErrorCode TaoBRGNGetSubsolver(Tao,Tao *);
275: PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao,PetscErrorCode (*)(Tao,Vec,PetscReal*,Vec,void*),void*);
276: PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao,Mat,PetscErrorCode (*)(Tao,Vec,Mat,void*),void*);
277: PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerWeight(Tao,PetscReal);
278: PETSC_EXTERN PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao,PetscReal);
279: PETSC_EXTERN PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao,Mat);
280: #endif