Actual source code: taolinesearch.c
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: TaoLineSearchViewFromOptions - View from Options
14: Collective on TaoLineSearch
16: Input Parameters:
17: + A - the Tao context
18: . obj - Optional object
19: - name - command line option
21: Level: intermediate
22: .seealso: TaoLineSearch, TaoLineSearchView, PetscObjectViewFromOptions(), TaoLineSearchCreate()
23: @*/
24: PetscErrorCode TaoLineSearchViewFromOptions(TaoLineSearch A,PetscObject obj,const char name[])
25: {
30: PetscObjectViewFromOptions((PetscObject)A,obj,name);
31: return(0);
32: }
34: /*@C
35: TaoLineSearchView - Prints information about the TaoLineSearch
37: Collective on TaoLineSearch
39: InputParameters:
40: + ls - the Tao context
41: - viewer - visualization context
43: Options Database Key:
44: . -tao_ls_view - Calls TaoLineSearchView() at the end of each line search
46: Notes:
47: The available visualization contexts include
48: + PETSC_VIEWER_STDOUT_SELF - standard output (default)
49: - PETSC_VIEWER_STDOUT_WORLD - synchronized standard
50: output where only the first processor opens
51: the file. All other processors send their
52: data to the first processor to print.
54: Level: beginner
56: .seealso: PetscViewerASCIIOpen()
57: @*/
59: PetscErrorCode TaoLineSearchView(TaoLineSearch ls, PetscViewer viewer)
60: {
61: PetscErrorCode ierr;
62: PetscBool isascii, isstring;
63: TaoLineSearchType type;
67: if (!viewer) {
68: PetscViewerASCIIGetStdout(((PetscObject)ls)->comm, &viewer);
69: }
73: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
74: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring);
75: if (isascii) {
76: PetscObjectPrintClassNamePrefixType((PetscObject)ls, viewer);
77: if (ls->ops->view) {
78: PetscViewerASCIIPushTab(viewer);
79: (*ls->ops->view)(ls,viewer);
80: PetscViewerASCIIPopTab(viewer);
81: }
82: PetscViewerASCIIPushTab(viewer);
83: PetscViewerASCIIPrintf(viewer,"maximum function evaluations=%D\n",ls->max_funcs);
84: PetscViewerASCIIPrintf(viewer,"tolerances: ftol=%g, rtol=%g, gtol=%g\n",(double)ls->ftol,(double)ls->rtol,(double)ls->gtol);
85: PetscViewerASCIIPrintf(viewer,"total number of function evaluations=%D\n",ls->nfeval);
86: PetscViewerASCIIPrintf(viewer,"total number of gradient evaluations=%D\n",ls->ngeval);
87: PetscViewerASCIIPrintf(viewer,"total number of function/gradient evaluations=%D\n",ls->nfgeval);
89: if (ls->bounded) {
90: PetscViewerASCIIPrintf(viewer,"using variable bounds\n");
91: }
92: PetscViewerASCIIPrintf(viewer,"Termination reason: %d\n",(int)ls->reason);
93: PetscViewerASCIIPopTab(viewer);
94: } else if (isstring) {
95: TaoLineSearchGetType(ls,&type);
96: PetscViewerStringSPrintf(viewer," %-3.3s",type);
97: }
98: return(0);
99: }
101: /*@C
102: TaoLineSearchCreate - Creates a TAO Line Search object. Algorithms in TAO that use
103: line-searches will automatically create one.
105: Collective
107: Input Parameter:
108: . comm - MPI communicator
110: Output Parameter:
111: . newls - the new TaoLineSearch context
113: Available methods include:
114: + more-thuente
115: . gpcg
116: - unit - Do not perform any line search
119: Options Database Keys:
120: . -tao_ls_type - select which method TAO should use
122: Level: beginner
124: .seealso: TaoLineSearchSetType(), TaoLineSearchApply(), TaoLineSearchDestroy()
125: @*/
127: PetscErrorCode TaoLineSearchCreate(MPI_Comm comm, TaoLineSearch *newls)
128: {
130: TaoLineSearch ls;
134: *newls = NULL;
136: TaoLineSearchInitializePackage();
138: PetscHeaderCreate(ls,TAOLINESEARCH_CLASSID,"TaoLineSearch","Linesearch","Tao",comm,TaoLineSearchDestroy,TaoLineSearchView);
139: ls->bounded = 0;
140: ls->max_funcs=30;
141: ls->ftol = 0.0001;
142: ls->gtol = 0.9;
143: #if defined(PETSC_USE_REAL_SINGLE)
144: ls->rtol = 1.0e-5;
145: #else
146: ls->rtol = 1.0e-10;
147: #endif
148: ls->stepmin=1.0e-20;
149: ls->stepmax=1.0e+20;
150: ls->step=1.0;
151: ls->nfeval=0;
152: ls->ngeval=0;
153: ls->nfgeval=0;
155: ls->ops->computeobjective = NULL;
156: ls->ops->computegradient = NULL;
157: ls->ops->computeobjectiveandgradient = NULL;
158: ls->ops->computeobjectiveandgts = NULL;
159: ls->ops->setup = NULL;
160: ls->ops->apply = NULL;
161: ls->ops->view = NULL;
162: ls->ops->setfromoptions = NULL;
163: ls->ops->reset = NULL;
164: ls->ops->destroy = NULL;
165: ls->ops->monitor = NULL;
166: ls->usemonitor=PETSC_FALSE;
167: ls->setupcalled=PETSC_FALSE;
168: ls->usetaoroutines=PETSC_FALSE;
169: *newls = ls;
170: return(0);
171: }
173: /*@
174: TaoLineSearchSetUp - Sets up the internal data structures for the later use
175: of a Tao solver
177: Collective on ls
179: Input Parameters:
180: . ls - the TaoLineSearch context
182: Notes:
183: The user will not need to explicitly call TaoLineSearchSetUp(), as it will
184: automatically be called in TaoLineSearchSolve(). However, if the user
185: desires to call it explicitly, it should come after TaoLineSearchCreate()
186: but before TaoLineSearchApply().
188: Level: developer
190: .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
191: @*/
193: PetscErrorCode TaoLineSearchSetUp(TaoLineSearch ls)
194: {
196: const char *default_type=TAOLINESEARCHMT;
197: PetscBool flg;
201: if (ls->setupcalled) return(0);
202: if (!((PetscObject)ls)->type_name) {
203: TaoLineSearchSetType(ls,default_type);
204: }
205: if (ls->ops->setup) {
206: (*ls->ops->setup)(ls);
207: }
208: if (ls->usetaoroutines) {
209: TaoIsObjectiveDefined(ls->tao,&flg);
210: ls->hasobjective = flg;
211: TaoIsGradientDefined(ls->tao,&flg);
212: ls->hasgradient = flg;
213: TaoIsObjectiveAndGradientDefined(ls->tao,&flg);
214: ls->hasobjectiveandgradient = flg;
215: } else {
216: if (ls->ops->computeobjective) {
217: ls->hasobjective = PETSC_TRUE;
218: } else {
219: ls->hasobjective = PETSC_FALSE;
220: }
221: if (ls->ops->computegradient) {
222: ls->hasgradient = PETSC_TRUE;
223: } else {
224: ls->hasgradient = PETSC_FALSE;
225: }
226: if (ls->ops->computeobjectiveandgradient) {
227: ls->hasobjectiveandgradient = PETSC_TRUE;
228: } else {
229: ls->hasobjectiveandgradient = PETSC_FALSE;
230: }
231: }
232: ls->setupcalled = PETSC_TRUE;
233: return(0);
234: }
236: /*@
237: TaoLineSearchReset - Some line searches may carry state information
238: from one TaoLineSearchApply() to the next. This function resets this
239: state information.
241: Collective on TaoLineSearch
243: Input Parameter:
244: . ls - the TaoLineSearch context
246: Level: developer
248: .seealso: TaoLineSearchCreate(), TaoLineSearchApply()
249: @*/
250: PetscErrorCode TaoLineSearchReset(TaoLineSearch ls)
251: {
256: if (ls->ops->reset) {
257: (*ls->ops->reset)(ls);
258: }
259: return(0);
260: }
262: /*@
263: TaoLineSearchDestroy - Destroys the TAO context that was created with
264: TaoLineSearchCreate()
266: Collective on TaoLineSearch
268: Input Parameter:
269: . ls - the TaoLineSearch context
271: Level: beginner
273: .seealse: TaoLineSearchCreate(), TaoLineSearchSolve()
274: @*/
275: PetscErrorCode TaoLineSearchDestroy(TaoLineSearch *ls)
276: {
280: if (!*ls) return(0);
282: if (--((PetscObject)*ls)->refct > 0) {*ls = NULL; return(0);}
283: VecDestroy(&(*ls)->stepdirection);
284: VecDestroy(&(*ls)->start_x);
285: if ((*ls)->ops->destroy) {
286: (*(*ls)->ops->destroy)(*ls);
287: }
288: if ((*ls)->usemonitor) {
289: PetscViewerDestroy(&(*ls)->viewer);
290: }
291: PetscHeaderDestroy(ls);
292: return(0);
293: }
295: /*@
296: TaoLineSearchApply - Performs a line-search in a given step direction. Criteria for acceptable step length depends on the line-search algorithm chosen
298: Collective on TaoLineSearch
300: Input Parameters:
301: + ls - the Tao context
302: . x - The current solution (on output x contains the new solution determined by the line search)
303: . f - objective function value at current solution (on output contains the objective function value at new solution)
304: . g - gradient evaluated at x (on output contains the gradient at new solution)
305: - s - search direction
307: Output Parameters:
308: + x - new solution
309: . f - objective function value at x
310: . g - gradient vector at x
311: . steplength - scalar multiplier of s used ( x = x0 + steplength * x)
312: - reason - reason why the line-search stopped
314: reason will be set to one of:
316: + TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
317: . TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
318: . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
319: . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
320: . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
321: . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
322: . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
323: . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
324: . TAOLINESEARCH_HALTED_OTHER - any other reason
325: - TAOLINESEARCH_SUCCESS - successful line search
327: Note:
328: The algorithm developer must set up the TaoLineSearch with calls to
329: TaoLineSearchSetObjectiveRoutine() and TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), or TaoLineSearchUseTaoRoutines()
331: Note:
332: You may or may not need to follow this with a call to
333: TaoAddLineSearchCounts(), depending on whether you want these
334: evaluations to count toward the total function/gradient evaluations.
336: Level: beginner
338: .seealso: TaoLineSearchCreate(), TaoLineSearchSetType(), TaoLineSearchSetInitialStepLength(), TaoAddLineSearchCounts()
339: @*/
341: PetscErrorCode TaoLineSearchApply(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, Vec s, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
342: {
344: PetscInt low1,low2,low3,high1,high2,high3;
347: *reason = TAOLINESEARCH_CONTINUE_ITERATING;
357: VecGetOwnershipRange(x, &low1, &high1);
358: VecGetOwnershipRange(g, &low2, &high2);
359: VecGetOwnershipRange(s, &low3, &high3);
360: if (low1!= low2 || low1!= low3 || high1!= high2 || high1!= high3) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_SIZ,"Incompatible vector local lengths");
362: PetscObjectReference((PetscObject)s);
363: VecDestroy(&ls->stepdirection);
364: ls->stepdirection = s;
366: TaoLineSearchSetUp(ls);
367: if (!ls->ops->apply) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search Object does not have 'apply' routine");
368: ls->nfeval=0;
369: ls->ngeval=0;
370: ls->nfgeval=0;
371: /* Check parameter values */
372: if (ls->ftol < 0.0) {
373: PetscInfo1(ls,"Bad Line Search Parameter: ftol (%g) < 0\n",(double)ls->ftol);
374: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
375: }
376: if (ls->rtol < 0.0) {
377: PetscInfo1(ls,"Bad Line Search Parameter: rtol (%g) < 0\n",(double)ls->rtol);
378: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
379: }
380: if (ls->gtol < 0.0) {
381: PetscInfo1(ls,"Bad Line Search Parameter: gtol (%g) < 0\n",(double)ls->gtol);
382: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
383: }
384: if (ls->stepmin < 0.0) {
385: PetscInfo1(ls,"Bad Line Search Parameter: stepmin (%g) < 0\n",(double)ls->stepmin);
386: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
387: }
388: if (ls->stepmax < ls->stepmin) {
389: PetscInfo2(ls,"Bad Line Search Parameter: stepmin (%g) > stepmax (%g)\n",(double)ls->stepmin,(double)ls->stepmax);
390: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
391: }
392: if (ls->max_funcs < 0) {
393: PetscInfo1(ls,"Bad Line Search Parameter: max_funcs (%D) < 0\n",ls->max_funcs);
394: *reason=TAOLINESEARCH_FAILED_BADPARAMETER;
395: }
396: if (PetscIsInfOrNanReal(*f)) {
397: PetscInfo1(ls,"Initial Line Search Function Value is Inf or Nan (%g)\n",(double)*f);
398: *reason=TAOLINESEARCH_FAILED_INFORNAN;
399: }
401: PetscObjectReference((PetscObject)x);
402: VecDestroy(&ls->start_x);
403: ls->start_x = x;
405: PetscLogEventBegin(TAOLINESEARCH_Apply,ls,0,0,0);
406: (*ls->ops->apply)(ls,x,f,g,s);
407: PetscLogEventEnd(TAOLINESEARCH_Apply, ls, 0,0,0);
408: *reason=ls->reason;
409: ls->new_f = *f;
411: if (steplength) {
412: *steplength=ls->step;
413: }
415: TaoLineSearchViewFromOptions(ls,NULL,"-tao_ls_view");
416: return(0);
417: }
419: /*@C
420: TaoLineSearchSetType - Sets the algorithm used in a line search
422: Collective on TaoLineSearch
424: Input Parameters:
425: + ls - the TaoLineSearch context
426: - type - the TaoLineSearchType selection
428: Available methods include:
429: + more-thuente - line search with a cubic model enforcing the strong Wolfe/curvature condition
430: . armijo - simple backtracking line search enforcing only the sufficient decrease condition
431: - unit - do not perform a line search and always accept unit step length
433: Options Database Keys:
434: . -tao_ls_type <more-thuente, armijo, unit> - select which method TAO should use at runtime
436: Level: beginner
438: .seealso: TaoLineSearchCreate(), TaoLineSearchGetType(), TaoLineSearchApply()
440: @*/
442: PetscErrorCode TaoLineSearchSetType(TaoLineSearch ls, TaoLineSearchType type)
443: {
445: PetscErrorCode (*r)(TaoLineSearch);
446: PetscBool flg;
451: PetscObjectTypeCompare((PetscObject)ls, type, &flg);
452: if (flg) return(0);
454: PetscFunctionListFind(TaoLineSearchList,type, (void (**)(void)) &r);
455: if (!r) SETERRQ1(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_UNKNOWN_TYPE,"Unable to find requested TaoLineSearch type %s",type);
456: if (ls->ops->destroy) {
457: (*(ls)->ops->destroy)(ls);
458: }
459: ls->max_funcs=30;
460: ls->ftol = 0.0001;
461: ls->gtol = 0.9;
462: #if defined(PETSC_USE_REAL_SINGLE)
463: ls->rtol = 1.0e-5;
464: #else
465: ls->rtol = 1.0e-10;
466: #endif
467: ls->stepmin=1.0e-20;
468: ls->stepmax=1.0e+20;
470: ls->nfeval=0;
471: ls->ngeval=0;
472: ls->nfgeval=0;
473: ls->ops->setup = NULL;
474: ls->ops->apply = NULL;
475: ls->ops->view = NULL;
476: ls->ops->setfromoptions = NULL;
477: ls->ops->destroy = NULL;
478: ls->setupcalled = PETSC_FALSE;
479: (*r)(ls);
480: PetscObjectChangeTypeName((PetscObject)ls, type);
481: return(0);
482: }
484: /*@C
485: TaoLineSearchMonitor - Monitor the line search steps. This routine will otuput the
486: iteration number, step length, and function value before calling the implementation
487: specific monitor.
489: Input Parameters:
490: + ls - the TaoLineSearch context
491: . its - the current iterate number (>=0)
492: . f - the current objective function value
493: - step - the step length
495: Options Database Key:
496: . -tao_ls_monitor - Use the default monitor, which prints statistics to standard output
498: Level: developer
500: @*/
501: PetscErrorCode TaoLineSearchMonitor(TaoLineSearch ls, PetscInt its, PetscReal f, PetscReal step)
502: {
504: PetscInt tabs;
508: if (ls->usemonitor) {
509: PetscViewerASCIIGetTab(ls->viewer, &tabs);
510: PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel);
511: PetscViewerASCIIPrintf(ls->viewer, "%3D LS", its);
512: PetscViewerASCIIPrintf(ls->viewer, " Function value: %g,", (double)f);
513: PetscViewerASCIIPrintf(ls->viewer, " Step length: %g\n", (double)step);
514: if (ls->ops->monitor && its > 0) {
515: PetscViewerASCIISetTab(ls->viewer, ((PetscObject)ls)->tablevel + 3);
516: (*ls->ops->monitor)(ls);
517: }
518: PetscViewerASCIISetTab(ls->viewer, tabs);
519: }
520: return(0);
521: }
523: /*@
524: TaoLineSearchSetFromOptions - Sets various TaoLineSearch parameters from user
525: options.
527: Collective on TaoLineSearch
529: Input Paremeter:
530: . ls - the TaoLineSearch context
532: Options Database Keys:
533: + -tao_ls_type <type> - The algorithm that TAO uses (more-thuente, gpcg, unit)
534: . -tao_ls_ftol <tol> - tolerance for sufficient decrease
535: . -tao_ls_gtol <tol> - tolerance for curvature condition
536: . -tao_ls_rtol <tol> - relative tolerance for acceptable step
537: . -tao_ls_stepmin <step> - minimum steplength allowed
538: . -tao_ls_stepmax <step> - maximum steplength allowed
539: . -tao_ls_max_funcs <n> - maximum number of function evaluations allowed
540: - -tao_ls_view - display line-search results to standard output
542: Level: beginner
543: @*/
544: PetscErrorCode TaoLineSearchSetFromOptions(TaoLineSearch ls)
545: {
547: const char *default_type=TAOLINESEARCHMT;
548: char type[256],monfilename[PETSC_MAX_PATH_LEN];
549: PetscViewer monviewer;
550: PetscBool flg;
554: PetscObjectOptionsBegin((PetscObject)ls);
555: if (((PetscObject)ls)->type_name) {
556: default_type = ((PetscObject)ls)->type_name;
557: }
558: /* Check for type from options */
559: PetscOptionsFList("-tao_ls_type","Tao Line Search type","TaoLineSearchSetType",TaoLineSearchList,default_type,type,256,&flg);
560: if (flg) {
561: TaoLineSearchSetType(ls,type);
562: } else if (!((PetscObject)ls)->type_name) {
563: TaoLineSearchSetType(ls,default_type);
564: }
566: PetscOptionsInt("-tao_ls_max_funcs","max function evals in line search","",ls->max_funcs,&ls->max_funcs,NULL);
567: PetscOptionsReal("-tao_ls_ftol","tol for sufficient decrease","",ls->ftol,&ls->ftol,NULL);
568: PetscOptionsReal("-tao_ls_gtol","tol for curvature condition","",ls->gtol,&ls->gtol,NULL);
569: PetscOptionsReal("-tao_ls_rtol","relative tol for acceptable step","",ls->rtol,&ls->rtol,NULL);
570: PetscOptionsReal("-tao_ls_stepmin","lower bound for step","",ls->stepmin,&ls->stepmin,NULL);
571: PetscOptionsReal("-tao_ls_stepmax","upper bound for step","",ls->stepmax,&ls->stepmax,NULL);
572: PetscOptionsString("-tao_ls_monitor","enable the basic monitor","TaoLineSearchSetMonitor","stdout",monfilename,sizeof(monfilename),&flg);
573: if (flg) {
574: PetscViewerASCIIOpen(PetscObjectComm((PetscObject)ls),monfilename,&monviewer);
575: ls->viewer = monviewer;
576: ls->usemonitor = PETSC_TRUE;
577: }
578: if (ls->ops->setfromoptions) {
579: (*ls->ops->setfromoptions)(PetscOptionsObject,ls);
580: }
581: PetscOptionsEnd();
582: return(0);
583: }
585: /*@C
586: TaoLineSearchGetType - Gets the current line search algorithm
588: Not Collective
590: Input Parameter:
591: . ls - the TaoLineSearch context
593: Output Parameter:
594: . type - the line search algorithm in effect
596: Level: developer
598: @*/
599: PetscErrorCode TaoLineSearchGetType(TaoLineSearch ls, TaoLineSearchType *type)
600: {
604: *type = ((PetscObject)ls)->type_name;
605: return(0);
606: }
608: /*@
609: TaoLineSearchGetNumberFunctionEvaluations - Gets the number of function and gradient evaluation
610: routines used by the line search in last application (not cumulative).
612: Not Collective
614: Input Parameter:
615: . ls - the TaoLineSearch context
617: Output Parameters:
618: + nfeval - number of function evaluations
619: . ngeval - number of gradient evaluations
620: - nfgeval - number of function/gradient evaluations
622: Level: intermediate
624: Note:
625: If the line search is using the Tao objective and gradient
626: routines directly (see TaoLineSearchUseTaoRoutines()), then TAO
627: is already counting the number of evaluations.
629: @*/
630: PetscErrorCode TaoLineSearchGetNumberFunctionEvaluations(TaoLineSearch ls, PetscInt *nfeval, PetscInt *ngeval, PetscInt *nfgeval)
631: {
634: *nfeval = ls->nfeval;
635: *ngeval = ls->ngeval;
636: *nfgeval = ls->nfgeval;
637: return(0);
638: }
640: /*@
641: TaoLineSearchIsUsingTaoRoutines - Checks whether the line search is using
642: Tao evaluation routines.
644: Not Collective
646: Input Parameter:
647: . ls - the TaoLineSearch context
649: Output Parameter:
650: . flg - PETSC_TRUE if the line search is using Tao evaluation routines,
651: otherwise PETSC_FALSE
653: Level: developer
654: @*/
655: PetscErrorCode TaoLineSearchIsUsingTaoRoutines(TaoLineSearch ls, PetscBool *flg)
656: {
659: *flg = ls->usetaoroutines;
660: return(0);
661: }
663: /*@C
664: TaoLineSearchSetObjectiveRoutine - Sets the function evaluation routine for the line search
666: Logically Collective on TaoLineSearch
668: Input Parameter:
669: + ls - the TaoLineSearch context
670: . func - the objective function evaluation routine
671: - ctx - the (optional) user-defined context for private data
673: Calling sequence of func:
674: $ func (TaoLinesearch ls, Vec x, PetscReal *f, void *ctx);
676: + x - input vector
677: . f - function value
678: - ctx (optional) user-defined context
680: Level: beginner
682: Note:
683: Use this routine only if you want the line search objective
684: evaluation routine to be different from the Tao's objective
685: evaluation routine. If you use this routine you must also set
686: the line search gradient and/or function/gradient routine.
688: Note:
689: Some algorithms (lcl, gpcg) set their own objective routine for the
690: line search, application programmers should be wary of overriding the
691: default objective routine.
693: .seealso: TaoLineSearchCreate(), TaoLineSearchSetGradientRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
694: @*/
695: PetscErrorCode TaoLineSearchSetObjectiveRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal*, void*), void *ctx)
696: {
700: ls->ops->computeobjective=func;
701: if (ctx) ls->userctx_func=ctx;
702: ls->usetaoroutines=PETSC_FALSE;
703: return(0);
704: }
706: /*@C
707: TaoLineSearchSetGradientRoutine - Sets the gradient evaluation routine for the line search
709: Logically Collective on TaoLineSearch
711: Input Parameter:
712: + ls - the TaoLineSearch context
713: . func - the gradient evaluation routine
714: - ctx - the (optional) user-defined context for private data
716: Calling sequence of func:
717: $ func (TaoLinesearch ls, Vec x, Vec g, void *ctx);
719: + x - input vector
720: . g - gradient vector
721: - ctx (optional) user-defined context
723: Level: beginner
725: Note:
726: Use this routine only if you want the line search gradient
727: evaluation routine to be different from the Tao's gradient
728: evaluation routine. If you use this routine you must also set
729: the line search function and/or function/gradient routine.
731: Note:
732: Some algorithms (lcl, gpcg) set their own gradient routine for the
733: line search, application programmers should be wary of overriding the
734: default gradient routine.
736: .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetObjectiveAndGradientRoutine(), TaoLineSearchUseTaoRoutines()
737: @*/
738: PetscErrorCode TaoLineSearchSetGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec g, void*), void *ctx)
739: {
742: ls->ops->computegradient=func;
743: if (ctx) ls->userctx_grad=ctx;
744: ls->usetaoroutines=PETSC_FALSE;
745: return(0);
746: }
748: /*@C
749: TaoLineSearchSetObjectiveAndGradientRoutine - Sets the objective/gradient evaluation routine for the line search
751: Logically Collective on TaoLineSearch
753: Input Parameter:
754: + ls - the TaoLineSearch context
755: . func - the objective and gradient evaluation routine
756: - ctx - the (optional) user-defined context for private data
758: Calling sequence of func:
759: $ func (TaoLinesearch ls, Vec x, PetscReal *f, Vec g, void *ctx);
761: + x - input vector
762: . f - function value
763: . g - gradient vector
764: - ctx (optional) user-defined context
766: Level: beginner
768: Note:
769: Use this routine only if you want the line search objective and gradient
770: evaluation routines to be different from the Tao's objective
771: and gradient evaluation routines.
773: Note:
774: Some algorithms (lcl, gpcg) set their own objective routine for the
775: line search, application programmers should be wary of overriding the
776: default objective routine.
778: .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjectiveRoutine(), TaoLineSearchSetGradientRoutine(), TaoLineSearchUseTaoRoutines()
779: @*/
780: PetscErrorCode TaoLineSearchSetObjectiveAndGradientRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, PetscReal *, Vec g, void*), void *ctx)
781: {
784: ls->ops->computeobjectiveandgradient=func;
785: if (ctx) ls->userctx_funcgrad=ctx;
786: ls->usetaoroutines = PETSC_FALSE;
787: return(0);
788: }
790: /*@C
791: TaoLineSearchSetObjectiveAndGTSRoutine - Sets the objective and
792: (gradient'*stepdirection) evaluation routine for the line search.
793: Sometimes it is more efficient to compute the inner product of the gradient
794: and the step direction than it is to compute the gradient, and this is all
795: the line search typically needs of the gradient.
797: Logically Collective on TaoLineSearch
799: Input Parameter:
800: + ls - the TaoLineSearch context
801: . func - the objective and gradient evaluation routine
802: - ctx - the (optional) user-defined context for private data
804: Calling sequence of func:
805: $ func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx);
807: + x - input vector
808: . s - step direction
809: . f - function value
810: . gts - inner product of gradient and step direction vectors
811: - ctx (optional) user-defined context
813: Note: The gradient will still need to be computed at the end of the line
814: search, so you will still need to set a line search gradient evaluation
815: routine
817: Note: Bounded line searches (those used in bounded optimization algorithms)
818: don't use g's directly, but rather (g'x - g'x0)/steplength. You can get the
819: x0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength()
821: Level: advanced
823: Note:
824: Some algorithms (lcl, gpcg) set their own objective routine for the
825: line search, application programmers should be wary of overriding the
826: default objective routine.
828: .seealso: TaoLineSearchCreate(), TaoLineSearchSetObjective(), TaoLineSearchSetGradient(), TaoLineSearchUseTaoRoutines()
829: @*/
830: PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx)
831: {
834: ls->ops->computeobjectiveandgts=func;
835: if (ctx) ls->userctx_funcgts=ctx;
836: ls->usegts = PETSC_TRUE;
837: ls->usetaoroutines=PETSC_FALSE;
838: return(0);
839: }
841: /*@C
842: TaoLineSearchUseTaoRoutines - Informs the TaoLineSearch to use the
843: objective and gradient evaluation routines from the given Tao object.
845: Logically Collective on TaoLineSearch
847: Input Parameter:
848: + ls - the TaoLineSearch context
849: - ts - the Tao context with defined objective/gradient evaluation routines
851: Level: developer
853: .seealso: TaoLineSearchCreate()
854: @*/
855: PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch ls, Tao ts)
856: {
860: ls->tao = ts;
861: ls->usetaoroutines=PETSC_TRUE;
862: return(0);
863: }
865: /*@
866: TaoLineSearchComputeObjective - Computes the objective function value at a given point
868: Collective on TaoLineSearch
870: Input Parameters:
871: + ls - the TaoLineSearch context
872: - x - input vector
874: Output Parameter:
875: . f - Objective value at X
877: Notes:
878: TaoLineSearchComputeObjective() is typically used within line searches
879: so most users would not generally call this routine themselves.
881: Level: developer
883: .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
884: @*/
885: PetscErrorCode TaoLineSearchComputeObjective(TaoLineSearch ls, Vec x, PetscReal *f)
886: {
888: Vec gdummy;
889: PetscReal gts;
896: if (ls->usetaoroutines) {
897: TaoComputeObjective(ls->tao,x,f);
898: } else {
899: if (!ls->ops->computeobjective && !ls->ops->computeobjectiveandgradient && !ls->ops->computeobjectiveandgts) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
900: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
901: PetscStackPush("TaoLineSearch user objective routine");
902: if (ls->ops->computeobjective) {
903: (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);
904: } else if (ls->ops->computeobjectiveandgradient) {
905: VecDuplicate(x,&gdummy);
906: (*ls->ops->computeobjectiveandgradient)(ls,x,f,gdummy,ls->userctx_funcgrad);
907: VecDestroy(&gdummy);
908: } else {
909: (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,>s,ls->userctx_funcgts);
910: }
911: PetscStackPop;
912: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
913: }
914: ls->nfeval++;
915: return(0);
916: }
918: /*@
919: TaoLineSearchComputeObjectiveAndGradient - Computes the objective function value at a given point
921: Collective on Tao
923: Input Parameters:
924: + ls - the TaoLineSearch context
925: - x - input vector
927: Output Parameter:
928: + f - Objective value at X
929: - g - Gradient vector at X
931: Notes:
932: TaoLineSearchComputeObjectiveAndGradient() is typically used within line searches
933: so most users would not generally call this routine themselves.
935: Level: developer
937: .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
938: @*/
939: PetscErrorCode TaoLineSearchComputeObjectiveAndGradient(TaoLineSearch ls, Vec x, PetscReal *f, Vec g)
940: {
950: if (ls->usetaoroutines) {
951: TaoComputeObjectiveAndGradient(ls->tao,x,f,g);
952: } else {
953: if (!ls->ops->computeobjective && !ls->ops->computeobjectiveandgradient) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective function set");
954: if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient function set");
955: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
956: PetscStackPush("TaoLineSearch user objective/gradient routine");
957: if (ls->ops->computeobjectiveandgradient) {
958: (*ls->ops->computeobjectiveandgradient)(ls,x,f,g,ls->userctx_funcgrad);
959: } else {
960: (*ls->ops->computeobjective)(ls,x,f,ls->userctx_func);
961: (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);
962: }
963: PetscStackPop;
964: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
965: PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));
966: }
967: ls->nfgeval++;
968: return(0);
969: }
971: /*@
972: TaoLineSearchComputeGradient - Computes the gradient of the objective function
974: Collective on TaoLineSearch
976: Input Parameters:
977: + ls - the TaoLineSearch context
978: - x - input vector
980: Output Parameter:
981: . g - gradient vector
983: Notes:
984: TaoComputeGradient() is typically used within line searches
985: so most users would not generally call this routine themselves.
987: Level: developer
989: .seealso: TaoLineSearchComputeObjective(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetGradient()
990: @*/
991: PetscErrorCode TaoLineSearchComputeGradient(TaoLineSearch ls, Vec x, Vec g)
992: {
994: PetscReal fdummy;
1002: if (ls->usetaoroutines) {
1003: TaoComputeGradient(ls->tao,x,g);
1004: } else {
1005: if (!ls->ops->computegradient && !ls->ops->computeobjectiveandgradient) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have gradient functions set");
1006: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
1007: PetscStackPush("TaoLineSearch user gradient routine");
1008: if (ls->ops->computegradient) {
1009: (*ls->ops->computegradient)(ls,x,g,ls->userctx_grad);
1010: } else {
1011: (*ls->ops->computeobjectiveandgradient)(ls,x,&fdummy,g,ls->userctx_funcgrad);
1012: }
1013: PetscStackPop;
1014: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
1015: }
1016: ls->ngeval++;
1017: return(0);
1018: }
1020: /*@
1021: TaoLineSearchComputeObjectiveAndGTS - Computes the objective function value and inner product of gradient and step direction at a given point
1023: Collective on Tao
1025: Input Parameters:
1026: + ls - the TaoLineSearch context
1027: - x - input vector
1029: Output Parameter:
1030: + f - Objective value at X
1031: - gts - inner product of gradient and step direction at X
1033: Notes:
1034: TaoLineSearchComputeObjectiveAndGTS() is typically used within line searches
1035: so most users would not generally call this routine themselves.
1037: Level: developer
1039: .seealso: TaoLineSearchComputeGradient(), TaoLineSearchComputeObjectiveAndGradient(), TaoLineSearchSetObjectiveRoutine()
1040: @*/
1041: PetscErrorCode TaoLineSearchComputeObjectiveAndGTS(TaoLineSearch ls, Vec x, PetscReal *f, PetscReal *gts)
1042: {
1050: if (!ls->ops->computeobjectiveandgts) SETERRQ(PetscObjectComm((PetscObject)ls),PETSC_ERR_ARG_WRONGSTATE,"Line Search does not have objective and gts function set");
1051: PetscLogEventBegin(TAOLINESEARCH_Eval,ls,0,0,0);
1052: PetscStackPush("TaoLineSearch user objective/gts routine");
1053: (*ls->ops->computeobjectiveandgts)(ls,x,ls->stepdirection,f,gts,ls->userctx_funcgts);
1054: PetscStackPop;
1055: PetscLogEventEnd(TAOLINESEARCH_Eval,ls,0,0,0);
1056: PetscInfo1(ls,"TaoLineSearch Function evaluation: %14.12e\n",(double)(*f));
1057: ls->nfeval++;
1058: return(0);
1059: }
1061: /*@
1062: TaoLineSearchGetSolution - Returns the solution to the line search
1064: Collective on TaoLineSearch
1066: Input Parameter:
1067: . ls - the TaoLineSearch context
1069: Output Parameter:
1070: + x - the new solution
1071: . f - the objective function value at x
1072: . g - the gradient at x
1073: . steplength - the multiple of the step direction taken by the line search
1074: - reason - the reason why the line search terminated
1076: reason will be set to one of:
1078: + TAOLINESEARCH_FAILED_INFORNAN - function evaluation gives Inf or Nan value
1079: . TAOLINESEARCH_FAILED_BADPARAMETER - negative value set as parameter
1080: . TAOLINESEARCH_FAILED_ASCENT - initial line search step * g is not descent direction
1081: . TAOLINESEARCH_HALTED_MAXFCN - maximum number of function evaluation reached
1082: . TAOLINESEARCH_HALTED_UPPERBOUND - step is at upper bound
1083: . TAOLINESEARCH_HALTED_LOWERBOUND - step is at lower bound
1084: . TAOLINESEARCH_HALTED_RTOL - range of uncertainty is smaller than given tolerance
1086: . TAOLINESEARCH_HALTED_USER - user can set this reason to stop line search
1087: . TAOLINESEARCH_HALTED_OTHER - any other reason
1089: - TAOLINESEARCH_SUCCESS - successful line search
1091: Level: developer
1093: @*/
1094: PetscErrorCode TaoLineSearchGetSolution(TaoLineSearch ls, Vec x, PetscReal *f, Vec g, PetscReal *steplength, TaoLineSearchConvergedReason *reason)
1095: {
1104: if (ls->new_x) {
1105: VecCopy(ls->new_x,x);
1106: }
1107: *f = ls->new_f;
1108: if (ls->new_g) {
1109: VecCopy(ls->new_g,g);
1110: }
1111: if (steplength) {
1112: *steplength=ls->step;
1113: }
1114: *reason = ls->reason;
1115: return(0);
1116: }
1118: /*@
1119: TaoLineSearchGetStartingVector - Gets a the initial point of the line
1120: search.
1122: Not Collective
1124: Input Parameter:
1125: . ls - the TaoLineSearch context
1127: Output Parameter:
1128: . x - The initial point of the line search
1130: Level: intermediate
1131: @*/
1132: PetscErrorCode TaoLineSearchGetStartingVector(TaoLineSearch ls, Vec *x)
1133: {
1136: if (x) {
1137: *x = ls->start_x;
1138: }
1139: return(0);
1140: }
1142: /*@
1143: TaoLineSearchGetStepDirection - Gets the step direction of the line
1144: search.
1146: Not Collective
1148: Input Parameter:
1149: . ls - the TaoLineSearch context
1151: Output Parameter:
1152: . s - the step direction of the line search
1154: Level: advanced
1155: @*/
1156: PetscErrorCode TaoLineSearchGetStepDirection(TaoLineSearch ls, Vec *s)
1157: {
1160: if (s) {
1161: *s = ls->stepdirection;
1162: }
1163: return(0);
1165: }
1167: /*@
1168: TaoLineSearchGetFullStepObjective - Returns the objective function value at the full step. Useful for some minimization algorithms.
1170: Not Collective
1172: Input Parameter:
1173: . ls - the TaoLineSearch context
1175: Output Parameter:
1176: . f - the objective value at the full step length
1178: Level: developer
1179: @*/
1181: PetscErrorCode TaoLineSearchGetFullStepObjective(TaoLineSearch ls, PetscReal *f_fullstep)
1182: {
1185: *f_fullstep = ls->f_fullstep;
1186: return(0);
1187: }
1189: /*@
1190: TaoLineSearchSetVariableBounds - Sets the upper and lower bounds.
1192: Logically Collective on Tao
1194: Input Parameters:
1195: + ls - the TaoLineSearch context
1196: . xl - vector of lower bounds
1197: - xu - vector of upper bounds
1199: Note: If the variable bounds are not set with this routine, then
1200: PETSC_NINFINITY and PETSC_INFINITY are assumed
1202: Level: beginner
1204: .seealso: TaoSetVariableBounds(), TaoLineSearchCreate()
1205: @*/
1206: PetscErrorCode TaoLineSearchSetVariableBounds(TaoLineSearch ls,Vec xl, Vec xu)
1207: {
1212: ls->lower = xl;
1213: ls->upper = xu;
1214: ls->bounded = 1;
1215: return(0);
1216: }
1218: /*@
1219: TaoLineSearchSetInitialStepLength - Sets the initial step length of a line
1220: search. If this value is not set then 1.0 is assumed.
1222: Logically Collective on TaoLineSearch
1224: Input Parameters:
1225: + ls - the TaoLineSearch context
1226: - s - the initial step size
1228: Level: intermediate
1230: .seealso: TaoLineSearchGetStepLength(), TaoLineSearchApply()
1231: @*/
1232: PetscErrorCode TaoLineSearchSetInitialStepLength(TaoLineSearch ls,PetscReal s)
1233: {
1236: ls->initstep = s;
1237: return(0);
1238: }
1240: /*@
1241: TaoLineSearchGetStepLength - Get the current step length
1243: Not Collective
1245: Input Parameters:
1246: . ls - the TaoLineSearch context
1248: Output Parameters:
1249: . s - the current step length
1251: Level: beginner
1253: .seealso: TaoLineSearchSetInitialStepLength(), TaoLineSearchApply()
1254: @*/
1255: PetscErrorCode TaoLineSearchGetStepLength(TaoLineSearch ls,PetscReal *s)
1256: {
1259: *s = ls->step;
1260: return(0);
1261: }
1263: /*@C
1264: TaoLineSearchRegister - Adds a line-search algorithm to the registry
1266: Not collective
1268: Input Parameters:
1269: + sname - name of a new user-defined solver
1270: - func - routine to Create method context
1272: Notes:
1273: TaoLineSearchRegister() may be called multiple times to add several user-defined solvers.
1275: Sample usage:
1276: .vb
1277: TaoLineSearchRegister("my_linesearch",MyLinesearchCreate);
1278: .ve
1280: Then, your solver can be chosen with the procedural interface via
1281: $ TaoLineSearchSetType(ls,"my_linesearch")
1282: or at runtime via the option
1283: $ -tao_ls_type my_linesearch
1285: Level: developer
1287: @*/
1288: PetscErrorCode TaoLineSearchRegister(const char sname[], PetscErrorCode (*func)(TaoLineSearch))
1289: {
1292: TaoLineSearchInitializePackage();
1293: PetscFunctionListAdd(&TaoLineSearchList, sname, (void (*)(void))func);
1294: return(0);
1295: }
1297: /*@C
1298: TaoLineSearchAppendOptionsPrefix - Appends to the prefix used for searching
1299: for all TaoLineSearch options in the database.
1302: Collective on TaoLineSearch
1304: Input Parameters:
1305: + ls - the TaoLineSearch solver context
1306: - prefix - the prefix string to prepend to all line search requests
1308: Notes:
1309: A hyphen (-) must NOT be given at the beginning of the prefix name.
1310: The first character of all runtime options is AUTOMATICALLY the hyphen.
1313: Level: advanced
1315: .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
1316: @*/
1317: PetscErrorCode TaoLineSearchAppendOptionsPrefix(TaoLineSearch ls, const char p[])
1318: {
1319: return PetscObjectAppendOptionsPrefix((PetscObject)ls,p);
1320: }
1322: /*@C
1323: TaoLineSearchGetOptionsPrefix - Gets the prefix used for searching for all
1324: TaoLineSearch options in the database
1326: Not Collective
1328: Input Parameters:
1329: . ls - the TaoLineSearch context
1331: Output Parameters:
1332: . prefix - pointer to the prefix string used is returned
1334: Notes:
1335: On the fortran side, the user should pass in a string 'prefix' of
1336: sufficient length to hold the prefix.
1338: Level: advanced
1340: .seealso: TaoLineSearchSetOptionsPrefix(), TaoLineSearchAppendOptionsPrefix()
1341: @*/
1342: PetscErrorCode TaoLineSearchGetOptionsPrefix(TaoLineSearch ls, const char *p[])
1343: {
1344: return PetscObjectGetOptionsPrefix((PetscObject)ls,p);
1345: }
1347: /*@C
1348: TaoLineSearchSetOptionsPrefix - Sets the prefix used for searching for all
1349: TaoLineSearch options in the database.
1352: Logically Collective on TaoLineSearch
1354: Input Parameters:
1355: + ls - the TaoLineSearch context
1356: - prefix - the prefix string to prepend to all TAO option requests
1358: Notes:
1359: A hyphen (-) must NOT be given at the beginning of the prefix name.
1360: The first character of all runtime options is AUTOMATICALLY the hyphen.
1362: For example, to distinguish between the runtime options for two
1363: different line searches, one could call
1364: .vb
1365: TaoLineSearchSetOptionsPrefix(ls1,"sys1_")
1366: TaoLineSearchSetOptionsPrefix(ls2,"sys2_")
1367: .ve
1369: This would enable use of different options for each system, such as
1370: .vb
1371: -sys1_tao_ls_type mt
1372: -sys2_tao_ls_type armijo
1373: .ve
1375: Level: advanced
1377: .seealso: TaoLineSearchAppendOptionsPrefix(), TaoLineSearchGetOptionsPrefix()
1378: @*/
1380: PetscErrorCode TaoLineSearchSetOptionsPrefix(TaoLineSearch ls, const char p[])
1381: {
1382: return PetscObjectSetOptionsPrefix((PetscObject)ls,p);
1383: }