Actual source code: taosolver_bounds.c
petsc-3.13.6 2020-09-29
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(PetscObjectComm((PetscObject)tao),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(PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"TaoSetConstraintsRoutine() has not been called");
200: if (!tao->solution) SETERRQ(PetscObjectComm((PetscObject)tao),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->constrained = PETSC_TRUE;
239: tao->constraints = c;
240: tao->user_conP = ctx;
241: tao->ops->computeconstraints = func;
242: return(0);
243: }
245: /*@
246: TaoComputeDualVariables - Computes the dual vectors corresponding to the bounds
247: of the variables
249: Collective on Tao
251: Input Parameters:
252: . tao - the Tao context
254: Output Parameter:
255: + DL - dual variable vector for the lower bounds
256: - DU - dual variable vector for the upper bounds
258: Level: advanced
260: Note:
261: DL and DU should be created before calling this routine. If calling
262: this routine after using an unconstrained solver, DL and DU are set to all
263: zeros.
265: Level: advanced
267: .seealso: TaoComputeObjective(), TaoSetVariableBounds()
268: @*/
269: PetscErrorCode TaoComputeDualVariables(Tao tao, Vec DL, Vec DU)
270: {
278: if (tao->ops->computedual) {
279: (*tao->ops->computedual)(tao,DL,DU);
280: } else {
281: VecSet(DL,0.0);
282: VecSet(DU,0.0);
283: }
284: return(0);
285: }
287: /*@
288: TaoGetDualVariables - Gets pointers to the dual vectors
290: Collective on Tao
292: Input Parameters:
293: . tao - the Tao context
295: Output Parameter:
296: + DE - dual variable vector for the lower bounds
297: - DI - dual variable vector for the upper bounds
299: Level: advanced
301: .seealso: TaoComputeDualVariables()
302: @*/
303: PetscErrorCode TaoGetDualVariables(Tao tao, Vec *DE, Vec *DI)
304: {
307: if (DE) {
308: *DE = tao->DE;
309: }
310: if (DI) {
311: *DI = tao->DI;
312: }
313: return(0);
314: }
316: /*@C
317: TaoSetEqualityConstraintsRoutine - Sets a function to be used to compute constraints. TAO only handles constraints under certain conditions, see manual for details
319: Logically collective on Tao
321: Input Parameters:
322: + tao - the Tao context
323: . ce - A vector that will be used to store equality constraint evaluation
324: . func - the bounds computation routine
325: - ctx - [optional] user-defined context for private data for the equality constraints computation (may be NULL)
327: Calling sequence of func:
328: $ func (Tao tao, Vec x, Vec ce, void *ctx);
330: + tao - the Tao
331: . x - point to evaluate equality constraints
332: . ce - vector of equality constraints evaluated at x
333: - ctx - the (optional) user-defined function context
335: Level: intermediate
337: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()
339: @*/
340: PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao tao, Vec ce, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
341: {
346: if (ce) {
348: PetscObjectReference((PetscObject)ce);
349: }
350: VecDestroy(&tao->constraints_equality);
352: tao->constraints_equality = ce;
353: tao->user_con_equalityP = ctx;
354: tao->ops->computeequalityconstraints = func;
355: return(0);
356: }
359: /*@C
360: TaoSetInequalityConstraintsRoutine - Sets a function to be used to compute constraints. TAO only handles constraints under certain conditions, see manual for details
362: Logically collective on Tao
364: Input Parameters:
365: + tao - the Tao context
366: . ci - A vector that will be used to store inequality constraint evaluation
367: . func - the bounds computation routine
368: - ctx - [optional] user-defined context for private data for the inequality constraints computation (may be NULL)
370: Calling sequence of func:
371: $ func (Tao tao, Vec x, Vec ci, void *ctx);
373: + tao - the Tao
374: . x - point to evaluate inequality constraints
375: . ci - vector of inequality constraints evaluated at x
376: - ctx - the (optional) user-defined function context
378: Level: intermediate
380: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()
382: @*/
383: PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao tao, Vec ci, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
384: {
389: if (ci) {
391: PetscObjectReference((PetscObject)ci);
392: }
393: VecDestroy(&tao->constraints_inequality);
394: tao->constraints_inequality = ci;
396: tao->user_con_inequalityP = ctx;
397: tao->ops->computeinequalityconstraints = func;
398: return(0);
399: }
402: /*@C
403: TaoComputeEqualityConstraints - Compute the variable bounds using the
404: routine set by TaoSetEqualityConstraintsRoutine().
406: Collective on Tao
408: Input Parameters:
409: . tao - the Tao context
411: Level: developer
413: .seealso: TaoSetEqualityConstraintsRoutine(), TaoComputeJacobianEquality()
414: @*/
416: PetscErrorCode TaoComputeEqualityConstraints(Tao tao, Vec X, Vec CE)
417: {
427: if (!tao->ops->computeequalityconstraints) SETERRQ(PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"TaoSetEqualityConstraintsRoutine() has not been called");
428: if (!tao->solution) SETERRQ(PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeEqualityConstraints");
429: PetscLogEventBegin(TAO_ConstraintsEval,tao,X,CE,NULL);
430: PetscStackPush("Tao equality constraints evaluation routine");
431: (*tao->ops->computeequalityconstraints)(tao,X,CE,tao->user_con_equalityP);
432: PetscStackPop;
433: PetscLogEventEnd(TAO_ConstraintsEval,tao,X,CE,NULL);
434: tao->nconstraints++;
435: return(0);
436: }
439: /*@C
440: TaoComputeInequalityConstraints - Compute the variable bounds using the
441: routine set by TaoSetInequalityConstraintsRoutine().
443: Collective on Tao
445: Input Parameters:
446: . tao - the Tao context
448: Level: developer
450: .seealso: TaoSetInequalityConstraintsRoutine(), TaoComputeJacobianInequality()
451: @*/
453: PetscErrorCode TaoComputeInequalityConstraints(Tao tao, Vec X, Vec CI)
454: {
464: if (!tao->ops->computeinequalityconstraints) SETERRQ(PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"TaoSetInequalityConstraintsRoutine() has not been called");
465: if (!tao->solution) SETERRQ(PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeInequalityConstraints");
466: PetscLogEventBegin(TAO_ConstraintsEval,tao,X,CI,NULL);
467: PetscStackPush("Tao inequality constraints evaluation routine");
468: (*tao->ops->computeinequalityconstraints)(tao,X,CI,tao->user_con_inequalityP);
469: PetscStackPop;
470: PetscLogEventEnd(TAO_ConstraintsEval,tao,X,CI,NULL);
471: tao->nconstraints++;
472: return(0);
473: }