Actual source code: taolinesearch.c
petsc-3.11.4 2019-09-28
1: #include <petsctaolinesearch.h>
2: #include <petsc/private/taolinesearchimpl.h>
4: PetscFunctionList TaoLineSearchList = NULL;
6: PetscClassId TAOLINESEARCH_CLASSID=0;
8: PetscLogEvent TAOLINESEARCH_Apply;
9: PetscLogEvent TAOLINESEARCH_Eval;
11: /*@C
12: TaoLineSearchView - Prints information about the TaoLineSearch
14: Collective on TaoLineSearch
16: InputParameters:
17: + ls - the Tao context
18: - viewer - visualization context
20: Options Database Key:
21: . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search
23: Notes:
24: The available visualization contexts include
25: + PETSC_VIEWER_STDOUT_SELF - standard output (default)
26: - PETSC_VIEWER_STDOUT_WORLD - synchronized standard
27: output where only the first processor opens
28: the file. All other processors send their
29: data to the first processor to print.
31: Level: beginner
33: .seealso: PetscViewerASCIIOpen()
34: @*/
36: PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer)
37: {
38: PetscErrorCode ierr;
39: PetscBool isascii, isstring;
40: TaoLineSearchType type;
44: if (!viewer) {
45: PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer);
46: }
50: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
51: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring);
52: if (isascii) {
53: PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer);
54: if (ls->ops->view) {
55: PetscViewerASCIIPushTab(viewer);
56: (*ls->ops->view)(ls,viewer);
57: PetscViewerASCIIPopTab(viewer);
58: }
59: PetscViewerASCIIPushTab(viewer);
60: PetscViewerASCIIPrintf(viewer,"maximum function evaluations=%D\n",ls->max_funcs);
61: PetscViewerASCIIPrintf(viewer,"tolerances: ftol=%g, rtol=%g, gtol=%g\n",(double)ls->ftol,(double)ls->rtol,(double)ls->gtol);
62: PetscViewerASCIIPrintf(viewer,"total number of function evaluations=%D\n",ls->nfeval);
63: PetscViewerASCIIPrintf(viewer,"total number of gradient evaluations=%D\n",ls->ngeval);
64: PetscViewerASCIIPrintf(viewer,"total number of function/gradient evaluations=%D\n",ls->nfgeval);
66: if (ls->bounded) {
67: PetscViewerASCIIPrintf(viewer,"using variable bounds\n");
68: }
69: PetscViewerASCIIPrintf(viewer,"Termination reason: %d\n",(int)ls->reason);
70: PetscViewerASCIIPopTab(viewer);
71: } else if (isstring) {
72: TaoLineSearchGetType(ls,&type);
73: PetscViewerStringSPrintf(viewer," %-3.3s",type);
74: }
75: return(0);
76: }
78: /*@C
79: TaoLineSearchCreate - Creates a TAO Line Search object. Algorithms in TAO that use
80: line-searches will automatically create one.
82: Collective on MPI_Comm
84: Input Parameter:
85: . comm - MPI communicator
87: Output Parameter:
88: . newls - the new TaoLineSearch context
90: Available methods include:
91: + more-thuente
92: . gpcg
93: - unit - Do not perform any line search
96: Options Database Keys:
97: . -tao_ls_type - select which method TAO should use
99: Level: beginner
101: .seealso: TaoLineSearchSetType(), TaoLineSearchApply(), TaoLineSearchDestroy()
102: @*/
104: PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls)
105: {
107: TaoLineSearch ls;
111: *newls = NULL;
113: TaoLineSearchInitializePackage();
115: PetscHeaderCreate(ls,TAOLINESEARCH_CLASSID,"TaoLineSearch","Linesearch","Tao",comm,TaoLineSearchDestroy,TaoLineSearchView);
116: ls->bounded = 0;
117: ls->max_funcs=30;
118: ls->ftol = 0.0001;
119: ls->gtol = 0.9;
120: #if defined(PETSC_USE_REAL_SINGLE)
121: ls->rtol = 1.0e-5;
122: #else
123: ls->rtol = 1.0e-10;
124: #endif
125: ls->stepmin=1.0e-20;
126: ls->stepmax=1.0e+20;
127: ls->step=1.0;
128: ls->nfeval=0;
129: ls->ngeval=0;
130: ls->nfgeval=0;
132: ls->ops->computeobjective=0;
133: ls->ops->computegradient=0;
134: ls->ops->computeobjectiveandgradient=0;
135: ls->ops->computeobjectiveandgts=0;
136: ls->ops->setup=0;
137: ls->ops->apply=0;
138: ls->ops->view=0;
139: ls->ops->setfromoptions=0;
140: ls->ops->reset=0;
141: ls->ops->destroy=0;
142: ls->ops->monitor=0;
143: ls->usemonitor=PETSC_FALSE;
144: ls->setupcalled=PETSC_FALSE;
145: ls->usetaoroutines=PETSC_FALSE;
146: *newls = ls;
147: return(0);
148: }
150: /*@
151: TaoLineSearchSetUp - Sets up the internal data structures for the later use
152: of a Tao solver
154: Collective on ls
156: Input Parameters:
157: . ls - the TaoLineSearch context
159: Notes:
160: The user will not need to explicitly call TaoLineSearchSetUp(), as it will
161: automatically be called in TaoLineSearchSolve(). However, if the user
162: desires to call it explicitly, it should come after TaoLineSearchCreate()
163: but before TaoLineSearchApply().
165: Level: developer
167: .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
168: @*/
170: PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls)
171: {
173: const char *default_type=TAOLINESEARCHMT;
174: PetscBool flg;
178: if (ls->setupcalled) return(0);
179: if (!((PetscObject)ls)->type_name) {
180: TaoLineSearchSetType(ls,default_type);
181: }
182: if (ls->ops->setup) {
183: (*ls->ops->setup)(ls);
184: }
185: if (ls->usetaoroutines) {
186: TaoIsObjectiveDefined(ls->tao,&flg);
187: ls->hasobjective = flg;
188: TaoIsGradientDefined(ls->tao,&flg);
189: ls->hasgradient = flg;
190: TaoIsObjectiveAndGradientDefined(ls->tao,&flg);
191: ls->hasobjectiveandgradient = flg;
192: } else {
193: if (ls->ops->computeobjective) {
194: ls->hasobjective = PETSC_TRUE;
195: } else {
196: ls->hasobjective = PETSC_FALSE;
197: }
198: if (ls->ops->computegradient) {
199: ls->hasgradient = PETSC_TRUE;
200: } else {
201: ls->hasgradient = PETSC_FALSE;
202: }
203: if (ls->ops->computeobjectiveandgradient) {
204: ls->hasobjectiveandgradient = PETSC_TRUE;
205: } else {
206: ls->hasobjectiveandgradient = PETSC_FALSE;
207: }
208: }
209: ls->setupcalled = PETSC_TRUE;
210: return(0);
211: }
213: /*@
214: TaoLineSearchReset - Some line searches may carry state information
215: from one TaoLineSearchApply() to the next. This function resets this
216: state information.
218: Collective on TaoLineSearch
220: Input Parameter:
221: . ls - the TaoLineSearch context
223: Level: developer
225: .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
226: @*/
227: PetscErrorCode TaoLineSearchReset(TaoLineSearch ls)
228: {
233: if (ls->ops->reset) {
234: (*ls->ops->reset)(ls);
235: }
236: return(0);
237: }
239: /*@
240: TaoLineSearchDestroy - Destroys the TAO context that was created with
241: TaoLineSearchCreate()
243: Collective on TaoLineSearch
245: Input Parameter
246: . ls - the TaoLineSearch context
248: Level: beginner
250: .seealse: TaoLineSearchCreate(), TaoLineSearchSolve()
251: @*/
252: PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls)
253: {
257: if (!*ls) return(0);
259: if (--((PetscObject)*ls)->refct > 0) {*ls=0; return(0);}
260: VecDestroy(&(*ls)->stepdirection);
261: VecDestroy(&(*ls)->start_x);
262: if ((*ls)->ops->destroy) {
263: (*(*ls)->ops->destroy)(*ls);
264: }
265: if ((*ls)->usemonitor) {
266: PetscViewerDestroy(&(*ls)->viewer);
267: }
268: PetscHeaderDestroy(ls);
269: return(0);
270: }
272: /*@
273: TaoLineSearchApply - Performs a line-search in a given step direction. Criteria for acceptable step length depends on the line-search algorithm chosen
275: Collective on TaoLineSearch
277: Input Parameters:
278: + ls - the Tao context
279: . x - The current solution (on output x contains the new solution determined by the line search)
280: . f - objective function value at current solution (on output contains the objective function value at new solution)
281: . g - gradient evaluated at x (on output contains the gradient at new solution)
282: - s - search direction
284: Output Parameters:
285: + x - new solution
286: . f - objective function value at x
287: . g - gradient vector at x
288: . steplength - scalar multiplier of s used ( x = x0 + steplength * x )
289: - reason - reason why the line-search stopped
291: reason will be set to one of:
293: + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
294: . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
295: . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
296: . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
297: . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
298: . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
299: . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
300: . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
301: . TAOLINESEARCH_HALTED_OTHER - any other reason
302: - TAOLINESEARCH_SUCCESS - successful line search
304: Note:
305: The algorithm developer must set up the TaoLineSearch with calls to
306: TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines()
308: Note:
309: You may or may not need to follow this with a call to
310: TaoAddLineSearchCounts(), depending on whether you want these
311: evaluations to count toward the total function/gradient evaluations.
313: Level: beginner
315: .seealso: TaoLineSearchCreate(), TaoLineSearchSetType(), TaoLineSearchSetInitialStepLength(), TaoAddLineSearchCounts()
316: @*/
318: PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
319: {
321: PetscInt low1,low2,low3,high1,high2,high3;
324: *reason = TAOLINESEARCH_CONTINUE_ITERATING;
334: VecGetOwnershipRange(x, &low1, &high1);
335: VecGetOwnershipRange(g, &low2, &high2);
336: VecGetOwnershipRange(s, &low3, &high3);
337: if ( low1!= low2 || low1!= low3 || high1!= high2 || high1!= high3) SETERRQ(PETSC_COMM_SELF,1,"InCompatible vector local lengths");
339: PetscObjectReference((PetscObject)s);
340: VecDestroy(&ls->stepdirection);
341: ls->stepdirection = s;
343: TaoLineSearchSetUp(ls);
344: if (!ls->ops->apply) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search Object does not have 'apply' routine");
345: ls->nfeval=0;
346: ls->ngeval=0;
347: ls->nfgeval=0;
348: /* Check parameter values */
349: if (ls->ftol < 0.0) {
350: PetscInfo1(ls,"Bad Line Search Parameter: ftol (%g) < 0\n",(double)ls->ftol);
351: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
352: }
353: if (ls->rtol < 0.0) {
354: PetscInfo1(ls,"Bad Line Search Parameter: rtol (%g) < 0\n",(double)ls->rtol);
355: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
356: }
357: if (ls->gtol < 0.0) {
358: PetscInfo1(ls,"Bad Line Search Parameter: gtol (%g) < 0\n",(double)ls->gtol);
359: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
360: }
361: if (ls->stepmin < 0.0) {
362: PetscInfo1(ls,"Bad Line Search Parameter: stepmin (%g) < 0\n",(double)ls->stepmin);
363: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
364: }
365: if (ls->stepmax < ls->stepmin) {
366: PetscInfo2(ls,"Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n",(double)ls->stepmin,(double)ls->stepmax);
367: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
368: }
369: if (ls->max_funcs < 0) {
370: PetscInfo1(ls,"Bad Line Search Parameter: max_funcs (%D) < 0\n",ls->max_funcs);
371: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
372: }
373: if (PetscIsInfOrNanReal(*f)) {
374: PetscInfo1(ls,"Initial Line Search Function Value is Inf or Nan (%g)\n",(double)*f);
375: *reason=TAOLINESEARCH_FAILED_INFORNAN;
376: }
378: PetscObjectReference((PetscObject)x);
379: VecDestroy(&ls->start_x);
380: ls->start_x = x;
382: PetscLogEventBegin(TAOLINESEARCH_Apply,ls,0,0,0);
383: (*ls->ops->apply)(ls,x,f,g,s);
384: PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0,0,0);
385: *reason=ls->reason;
386: ls->new_f = *f;
388: if (steplength) {
389: *steplength=ls->step;
390: }
392: TaoLineSearchViewFromOptions(ls,NULL,"-tao_ls_view");
393: return(0);
394: }
396: /*@C
397: TaoLineSearchSetType - Sets the algorithm used in a line search
399: Collective on TaoLineSearch
401: Input Parameters:
402: + ls - the TaoLineSearch context
403: - type - a known method
405: Available methods include:
406: + more-thuente
407: . gpcg
408: - unit - Do not perform any line search
411: Options Database Keys:
412: . -tao_ls_type - select which method TAO should use
414: Level: beginner
417: .seealso: TaoLineSearchCreate(), TaoLineSearchGetType(), TaoLineSearchApply()
419: @*/
421: PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type)
422: {
424: PetscErrorCode (*r)(TaoLineSearch);
425: PetscBool flg;
430: PetscObjectTypeCompare((PetscObject)ls, type, &flg);
431: if (flg) return(0);
433: PetscFunctionListFind(TaoLineSearchList,type, (void (**)(void)) &r);
434: if (!r) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_UNKNOWN_TYPE,"Unable to find requested TaoLineSearch type %s",type);
435: if (ls->ops->destroy) {
436: (*(ls)->ops->destroy)(ls);
437: }
438: ls->max_funcs=30;
439: ls->ftol = 0.0001;
440: ls->gtol = 0.9;
441: #if defined(PETSC_USE_REAL_SINGLE)
442: ls->rtol = 1.0e-5;
443: #else
444: ls->rtol = 1.0e-10;
445: #endif
446: ls->stepmin=1.0e-20;
447: ls->stepmax=1.0e+20;
449: ls->nfeval=0;
450: ls->ngeval=0;
451: ls->nfgeval=0;
452: ls->ops->setup=0;
453: ls->ops->apply=0;
454: ls->ops->view=0;
455: ls->ops->setfromoptions=0;
456: ls->ops->destroy=0;
457: ls->setupcalled = PETSC_FALSE;
458: (*r)(ls);
459: PetscObjectChangeTypeName((PetscObject)ls, type);
460: return(0);
461: }
463: /*@C
464: TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the
465: iteration number, step length, and function value before calling the implementation
466: specific monitor.
468: Input Parameters:
469: + ls - the TaoLineSearch context
470: . its - the current iterate number (>=0)
471: . f - the current objective function value
472: - step - the step length
474: Options Database Key:
475: . -tao_ls_monitor - Use the default monitor, which prints statistics to standard output
477: Level: developer
479: @*/
480: PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step)
481: {
483: PetscInt tabs;
487: if (ls->usemonitor) {
488: PetscViewerASCIIGetTab(ls->viewer, &tabs);
489: PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel);
490: PetscViewerASCIIPrintf(ls->viewer, "%3D LS", its);
491: PetscViewerASCIIPrintf(ls->viewer, " Function value: %g,", (double)f);
492: PetscViewerASCIIPrintf(ls->viewer, " Step length: %g\n", (double)step);
493: if (ls->ops->monitor && its > 0) {
494: PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3);
495: (*ls->ops->monitor)(ls);
496: }
497: PetscViewerASCIISetTab(ls->viewer, tabs);
498: }
499: return(0);
500: }
502: /*@
503: TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user
504: options.
506: Collective on TaoLineSearch
508: Input Paremeter:
509: . ls - the TaoLineSearch context
511: Options Database Keys:
512: + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit)
513: . -tao_ls_ftol <tol> - tolerance for sufficient decrease
514: . -tao_ls_gtol <tol> - tolerance for curvature condition
515: . -tao_ls_rtol <tol> - relative tolerance for acceptable step
516: . -tao_ls_stepmin <step> - minimum steplength allowed
517: . -tao_ls_stepmax <step> - maximum steplength allowed
518: . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed
519: - -tao_ls_view - display line-search results to standard output
521: Level: beginner
522: @*/
523: PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls)
524: {
526: const char *default_type=TAOLINESEARCHMT;
527: char type[256],monfilename[PETSC_MAX_PATH_LEN];
528: PetscViewer monviewer;
529: PetscBool flg;
533: PetscObjectOptionsBegin((PetscObject)ls);
534: if (((PetscObject)ls)->type_name) {
535: default_type = ((PetscObject)ls)->type_name;
536: }
537: /* Check for type from options */
538: PetscOptionsFList("-tao_ls_type","Tao Line Search type","TaoLineSearchSetType",TaoLineSearchList,default_type,type,256,&flg);
539: if (flg) {
540: TaoLineSearchSetType(ls,type);
541: } else if (!((PetscObject)ls)->type_name) {
542: TaoLineSearchSetType(ls,default_type);
543: }
545: PetscOptionsInt("-tao_ls_max_funcs","max function evals in line search","",ls->max_funcs,&ls->max_funcs,NULL);
546: PetscOptionsReal("-tao_ls_ftol","tol for sufficient decrease","",ls->ftol,&ls->ftol,NULL);
547: PetscOptionsReal("-tao_ls_gtol","tol for curvature condition","",ls->gtol,&ls->gtol,NULL);
548: PetscOptionsReal("-tao_ls_rtol","relative tol for acceptable step","",ls->rtol,&ls->rtol,NULL);
549: PetscOptionsReal("-tao_ls_stepmin","lower bound for step","",ls->stepmin,&ls->stepmin,NULL);
550: PetscOptionsReal("-tao_ls_stepmax","upper bound for step","",ls->stepmax,&ls->stepmax,NULL);
551: PetscOptionsString("-tao_ls_monitor","enable the basic monitor","TaoLineSearchSetMonitor","stdout",monfilename,PETSC_MAX_PATH_LEN,&flg);
552: if (flg) {
553: PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls),monfilename,&monviewer);
554: ls->viewer = monviewer;
555: ls->usemonitor = PETSC_TRUE;
556: }
557: if (ls->ops->setfromoptions) {
558: (*ls->ops->setfromoptions)(PetscOptionsObject,ls);
559: }
560: PetscOptionsEnd();
561: return(0);
562: }
564: /*@C
565: TaoLineSearchGetType - Gets the current line search algorithm
567: Not Collective
569: Input Parameter:
570: . ls - the TaoLineSearch context
572: Output Paramter:
573: . type - the line search algorithm in effect
575: Level: developer
577: @*/
578: PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type)
579: {
583: *type = ((PetscObject)ls)->type_name;
584: return(0);
585: }
587: /*@
588: TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation
589: routines used by the line search in last application (not cumulative).
591: Not Collective
593: Input Parameter:
594: . ls - the TaoLineSearch context
596: Output Parameters:
597: + nfeval - number of function evaluations
598: . ngeval - number of gradient evaluations
599: - nfgeval - number of function/gradient evaluations
601: Level: intermediate
603: Note:
604: If the line search is using the Tao objective and gradient
605: routines directly (see TaoLineSearchUseTaoRoutines()), then TAO
606: is already counting the number of evaluations.
608: @*/
609: PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval)
610: {
613: *nfeval = ls->nfeval;
614: *ngeval = ls->ngeval;
615: *nfgeval = ls->nfgeval;
616: return(0);
617: }
619: /*@
620: TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using
621: Tao evaluation routines.
623: Not Collective
625: Input Parameter:
626: . ls - the TaoLineSearch context
628: Output Parameter:
629: . flg - PETSC_TRUE if the line search is using Tao evaluation routines,
630: otherwise PETSC_FALSE
632: Level: developer
633: @*/
634: PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg)
635: {
638: *flg = ls->usetaoroutines;
639: return(0);
640: }
642: /*@C
643: TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search
645: Logically Collective on TaoLineSearch
647: Input Parameter:
648: + ls - the TaoLineSearch context
649: . func - the objective function evaluation routine
650: - ctx - the (optional) user-defined context for private data
652: Calling sequence of func:
653: $ func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx);
655: + x - input vector
656: . f - function value
657: - ctx (optional) user-defined context
659: Level: beginner
661: Note:
662: Use this routine only if you want the line search objective
663: evaluation routine to be different from the Tao's objective
664: evaluation routine. If you use this routine you must also set
665: the line search gradient and/or function/gradient routine.
667: Note:
668: Some algorithms (lcl, gpcg) set their own objective routine for the
669: line search, application programmers should be wary of overriding the
670: default objective routine.
672: .seealso: TaoLineSearchCreate(), TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
673: @*/
674: PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal*, void*), void *ctx)
675: {
679: ls->ops->computeobjective=func;
680: if (ctx) ls->userctx_func=ctx;
681: ls->usetaoroutines=PETSC_FALSE;
682: return(0);
683: }
685: /*@C
686: TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search
688: Logically Collective on TaoLineSearch
690: Input Parameter:
691: + ls - the TaoLineSearch context
692: . func - the gradient evaluation routine
693: - ctx - the (optional) user-defined context for private data
695: Calling sequence of func:
696: $ func (TaoLinesearch ls, Vec x, Vec g, void *ctx);
698: + x - input vector
699: . g - gradient vector
700: - ctx (optional) user-defined context
702: Level: beginner
704: Note:
705: Use this routine only if you want the line search gradient
706: evaluation routine to be different from the Tao's gradient
707: evaluation routine. If you use this routine you must also set
708: the line search function and/or function/gradient routine.
710: Note:
711: Some algorithms (lcl, gpcg) set their own gradient routine for the
712: line search, application programmers should be wary of overriding the
713: default gradient routine.
715: .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
716: @*/
717: PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec g, void*), void *ctx)
718: {
721: ls->ops->computegradient=func;
722: if (ctx) ls->userctx_grad=ctx;
723: ls->usetaoroutines=PETSC_FALSE;
724: return(0);
725: }
727: /*@C
728: TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search
730: Logically Collective on TaoLineSearch
732: Input Parameter:
733: + ls - the TaoLineSearch context
734: . func - the objective and gradient evaluation routine
735: - ctx - the (optional) user-defined context for private data
737: Calling sequence of func:
738: $ func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx);
740: + x - input vector
741: . f - function value
742: . g - gradient vector
743: - ctx (optional) user-defined context
745: Level: beginner
747: Note:
748: Use this routine only if you want the line search objective and gradient
749: evaluation routines to be different from the Tao's objective
750: and gradient evaluation routines.
752: Note:
753: Some algorithms (lcl, gpcg) set their own objective routine for the
754: line search, application programmers should be wary of overriding the
755: default objective routine.
757: .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetGradientRoutine(), TaoLineSearchUseTaoRoutines()
758: @*/
759: PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void*), void *ctx)
760: {
763: ls->ops->computeobjectiveandgradient=func;
764: if (ctx) ls->userctx_funcgrad=ctx;
765: ls->usetaoroutines = PETSC_FALSE;
766: return(0);
767: }
769: /*@C
770: TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and
771: (gradient'*stepdirection) evaluation routine for the line search.
772: Sometimes it is more efficient to compute the inner product of the gradient
773: and the step direction than it is to compute the gradient, and this is all
774: the line search typically needs of the gradient.
776: Logically Collective on TaoLineSearch
778: Input Parameter:
779: + ls - the TaoLineSearch context
780: . func - the objective and gradient evaluation routine
781: - ctx - the (optional) user-defined context for private data
783: Calling sequence of func:
784: $ func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx);
786: + x - input vector
787: . s - step direction
788: . f - function value
789: . gts - inner product of gradient and step direction vectors
790: - ctx (optional) user-defined context
792: Note: The gradient will still need to be computed at the end of the line
793: search, so you will still need to set a line search gradient evaluation
794: routine
796: Note: Bounded line searches (those used in bounded optimization algorithms)
797: don't use g's directly, but rather (g'x - g'x0)/steplength. You can get the
798: x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength()
800: Level: advanced
802: Note:
803: Some algorithms (lcl, gpcg) set their own objective routine for the
804: line search, application programmers should be wary of overriding the
805: default objective routine.
807: .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjective(), TaoLineSearchSetGradient(), TaoLineSearchUseTaoRoutines()
808: @*/
809: PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx)
810: {
813: ls->ops->computeobjectiveandgts=func;
814: if (ctx) ls->userctx_funcgts=ctx;
815: ls->usegts = PETSC_TRUE;
816: ls->usetaoroutines=PETSC_FALSE;
817: return(0);
818: }
820: /*@C
821: TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the
822: objective and gradient evaluation routines from the given Tao object.
824: Logically Collective on TaoLineSearch
826: Input Parameter:
827: + ls - the TaoLineSearch context
828: - ts - the Tao context with defined objective/gradient evaluation routines
830: Level: developer
832: .seealso: TaoLineSearchCreate()
833: @*/
834: PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts)
835: {
839: ls->tao = ts;
840: ls->usetaoroutines=PETSC_TRUE;
841: return(0);
842: }
844: /*@
845: TaoLineSearchComputeObjective - Computes the objective function value at a given point
847: Collective on TaoLineSearch
849: Input Parameters:
850: + ls - the TaoLineSearch context
851: - x - input vector
853: Output Parameter:
854: . f - Objective value at X
856: Notes:
857: TaoLineSearchComputeObjective() is typically used within line searches
858: so most users would not generally call this routine themselves.
860: Level: developer
862: .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
863: @*/
864: PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f)
865: {
867: Vec gdummy;
868: PetscReal gts;
875: if (ls->usetaoroutines) {
876: TaoComputeObjective(ls->tao,x,f);
877: } else {
878: 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");
879: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
880: PetscStackPush("TaoLineSearch user objective routine");
881: if (ls->ops->computeobjective) {
882: (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);
883: } else if (ls->ops->computeobjectiveandgradient) {
884: VecDuplicate(x,&gdummy);
885: (*ls->ops->computeobjectiveandgradient)(ls,x,f,gdummy,ls->userctx_funcgrad);
886: VecDestroy(&gdummy);
887: } else {
888: (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,>s,ls->userctx_funcgts);
889: }
890: PetscStackPop;
891: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
892: }
893: ls->nfeval++;
894: return(0);
895: }
897: /*@
898: TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point
900: Collective on Tao
902: Input Parameters:
903: + ls - the TaoLineSearch context
904: - x - input vector
906: Output Parameter:
907: + f - Objective value at X
908: - g - Gradient vector at X
910: Notes:
911: TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches
912: so most users would not generally call this routine themselves.
914: Level: developer
916: .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
917: @*/
918: PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g)
919: {
929: if (ls->usetaoroutines) {
930: TaoComputeObjectiveAndGradient(ls->tao,x,f,g);
931: } else {
932: if (!ls->ops->computeobjective && !ls->ops->computeobjectiveandgradient) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
933: if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient function set");
934: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
935: PetscStackPush("TaoLineSearch user objective/gradient routine");
936: if (ls->ops->computeobjectiveandgradient) {
937: (*ls->ops->computeobjectiveandgradient)(ls,x,f,g,ls->userctx_funcgrad);
938: } else {
939: (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);
940: (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);
941: }
942: PetscStackPop;
943: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
944: PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));
945: }
946: ls->nfgeval++;
947: return(0);
948: }
950: /*@
951: TaoLineSearchComputeGradient - Computes the gradient of the objective function
953: Collective on TaoLineSearch
955: Input Parameters:
956: + ls - the TaoLineSearch context
957: - x - input vector
959: Output Parameter:
960: . g - gradient vector
962: Notes:
963: TaoComputeGradient() is typically used within line searches
964: so most users would not generally call this routine themselves.
966: Level: developer
968: .seealso: TaoLineSearchComputeObjective(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetGradient()
969: @*/
970: PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g)
971: {
973: PetscReal fdummy;
981: if (ls->usetaoroutines) {
982: TaoComputeGradient(ls->tao,x,g);
983: } else {
984: if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient functions set");
985: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
986: PetscStackPush("TaoLineSearch user gradient routine");
987: if (ls->ops->computegradient) {
988: (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);
989: } else {
990: (*ls->ops->computeobjectiveandgradient)(ls,x,&fdummy,g,ls->userctx_funcgrad);
991: }
992: PetscStackPop;
993: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
994: }
995: ls->ngeval++;
996: return(0);
997: }
999: /*@
1000: TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point
1002: Collective on Tao
1004: Input Parameters:
1005: + ls - the TaoLineSearch context
1006: - x - input vector
1008: Output Parameter:
1009: + f - Objective value at X
1010: - gts - inner product of gradient and step direction at X
1012: Notes:
1013: TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches
1014: so most users would not generally call this routine themselves.
1016: Level: developer
1018: .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
1019: @*/
1020: PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts)
1021: {
1029: if (!ls->ops->computeobjectiveandgts) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective and gts function set");
1030: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
1031: PetscStackPush("TaoLineSearch user objective/gts routine");
1032: (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,gts,ls->userctx_funcgts);
1033: PetscStackPop;
1034: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
1035: PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));
1036: ls->nfeval++;
1037: return(0);
1038: }
1040: /*@
1041: TaoLineSearchGetSolution - Returns the solution to the line search
1043: Collective on TaoLineSearch
1045: Input Parameter:
1046: . ls - the TaoLineSearch context
1048: Output Parameter:
1049: + x - the new solution
1050: . f - the objective function value at x
1051: . g - the gradient at x
1052: . steplength - the multiple of the step direction taken by the line search
1053: - reason - the reason why the line search terminated
1055: reason will be set to one of:
1057: + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
1058: . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
1059: . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
1060: . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
1061: . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
1062: . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
1063: . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
1065: . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
1066: . TAOLINESEARCH_HALTED_OTHER - any other reason
1068: + TAOLINESEARCH_SUCCESS - successful line search
1070: Level: developer
1072: @*/
1073: PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
1074: {
1083: if (ls->new_x) {
1084: VecCopy(ls->new_x,x);
1085: }
1086: *f = ls->new_f;
1087: if (ls->new_g) {
1088: VecCopy(ls->new_g,g);
1089: }
1090: if (steplength) {
1091: *steplength=ls->step;
1092: }
1093: *reason = ls->reason;
1094: return(0);
1095: }
1097: /*@
1098: TaoLineSearchGetStartingVector - Gets a the initial point of the line
1099: search.
1101: Not Collective
1103: Input Parameter:
1104: . ls - the TaoLineSearch context
1106: Output Parameter:
1107: . x - The initial point of the line search
1109: Level: intermediate
1110: @*/
1111: PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x)
1112: {
1115: if (x) {
1116: *x = ls->start_x;
1117: }
1118: return(0);
1119: }
1121: /*@
1122: TaoLineSearchGetStepDirection - Gets the step direction of the line
1123: search.
1125: Not Collective
1127: Input Parameter:
1128: . ls - the TaoLineSearch context
1130: Output Parameter:
1131: . s - the step direction of the line search
1133: Level: advanced
1134: @*/
1135: PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s)
1136: {
1139: if (s) {
1140: *s = ls->stepdirection;
1141: }
1142: return(0);
1144: }
1146: /*@
1147: TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step. Useful for some minimization algorithms.
1149: Not Collective
1151: Input Parameter:
1152: . ls - the TaoLineSearch context
1154: Output Parameter:
1155: . f - the objective value at the full step length
1157: Level: developer
1158: @*/
1160: PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep)
1161: {
1164: *f_fullstep = ls->f_fullstep;
1165: return(0);
1166: }
1168: /*@
1169: TaoLineSearchSetVariableBounds - Sets the upper and lower bounds.
1171: Logically Collective on Tao
1173: Input Parameters:
1174: + ls - the TaoLineSearch context
1175: . xl - vector of lower bounds
1176: - xu - vector of upper bounds
1178: Note: If the variable bounds are not set with this routine, then
1179: PETSC_NINFINITY and PETSC_INFINITY are assumed
1181: Level: beginner
1183: .seealso: TaoSetVariableBounds(), TaoLineSearchCreate()
1184: @*/
1185: PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls,Vec xl, Vec xu)
1186: {
1191: ls->lower = xl;
1192: ls->upper = xu;
1193: ls->bounded = 1;
1194: return(0);
1195: }
1197: /*@
1198: TaoLineSearchSetInitialStepLength - Sets the initial step length of a line
1199: search. If this value is not set then 1.0 is assumed.
1201: Logically Collective on TaoLineSearch
1203: Input Parameters:
1204: + ls - the TaoLineSearch context
1205: - s - the initial step size
1207: Level: intermediate
1209: .seealso: TaoLineSearchGetStepLength(), TaoLineSearchApply()
1210: @*/
1211: PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls,PetscReal s)
1212: {
1215: ls->initstep = s;
1216: return(0);
1217: }
1219: /*@
1220: TaoLineSearchGetStepLength - Get the current step length
1222: Not Collective
1224: Input Parameters:
1225: . ls - the TaoLineSearch context
1227: Output Parameters
1228: . s - the current step length
1230: Level: beginner
1232: .seealso: TaoLineSearchSetInitialStepLength(), TaoLineSearchApply()
1233: @*/
1234: PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls,PetscReal *s)
1235: {
1238: *s = ls->step;
1239: return(0);
1240: }
1242: /*@C
1243: TaoLineSearchRegister - Adds a line-search algorithm to the registry
1245: Not collective
1247: Input Parameters:
1248: + sname - name of a new user-defined solver
1249: - func - routine to Create method context
1251: Notes:
1252: TaoLineSearchRegister() may be called multiple times to add several user-defined solvers.
1254: Sample usage:
1255: .vb
1256: TaoLineSearchRegister("my_linesearch",MyLinesearchCreate);
1257: .ve
1259: Then, your solver can be chosen with the procedural interface via
1260: $ TaoLineSearchSetType(ls,"my_linesearch")
1261: or at runtime via the option
1262: $ -tao_ls_type my_linesearch
1264: Level: developer
1266: @*/
1267: PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch))
1268: {
1271: TaoLineSearchInitializePackage();
1272: PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func);
1273: return(0);
1274: }
1276: /*@C
1277: TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching
1278: for all TaoLineSearch options in the database.
1281: Collective on TaoLineSearch
1283: Input Parameters:
1284: + ls - the TaoLineSearch solver context
1285: - prefix - the prefix string to prepend to all line search requests
1287: Notes:
1288: A hyphen (-) must NOT be given at the beginning of the prefix name.
1289: The first character of all runtime options is AUTOMATICALLY the hyphen.
1292: Level: advanced
1294: .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
1295: @*/
1296: PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[])
1297: {
1298: return PetscObjectAppendOptionsPrefix((PetscObject)ls,p);
1299: }
1301: /*@C
1302: TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all
1303: TaoLineSearch options in the database
1305: Not Collective
1307: Input Parameters:
1308: . ls - the TaoLineSearch context
1310: Output Parameters:
1311: . prefix - pointer to the prefix string used is returned
1313: Notes:
1314: On the fortran side, the user should pass in a string 'prefix' of
1315: sufficient length to hold the prefix.
1317: Level: advanced
1319: .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchAppendOptionsPrefix()
1320: @*/
1321: PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[])
1322: {
1323: return PetscObjectGetOptionsPrefix((PetscObject)ls,p);
1324: }
1326: /*@C
1327: TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all
1328: TaoLineSearch options in the database.
1331: Logically Collective on TaoLineSearch
1333: Input Parameters:
1334: + ls - the TaoLineSearch context
1335: - prefix - the prefix string to prepend to all TAO option requests
1337: Notes:
1338: A hyphen (-) must NOT be given at the beginning of the prefix name.
1339: The first character of all runtime options is AUTOMATICALLY the hyphen.
1341: For example, to distinguish between the runtime options for two
1342: different line searches, one could call
1343: .vb
1344: TaoLineSearchSetOptionsPrefix(ls1,"sys1_")
1345: TaoLineSearchSetOptionsPrefix(ls2,"sys2_")
1346: .ve
1348: This would enable use of different options for each system, such as
1349: .vb
1350: -sys1_tao_ls_type mt
1351: -sys2_tao_ls_type armijo
1352: .ve
1354: Level: advanced
1356: .seealso: TaoLineSearchAppendOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
1357: @*/
1359: PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[])
1360: {
1361: return PetscObjectSetOptionsPrefix((PetscObject)ls,p);
1362: }