Actual source code: taosolver_hj.c

petsc-3.6.1 2015-08-06
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  1: #include <petsc/private/taoimpl.h> /*I "petsctao.h" I*/

  5: /*@C
  6:    TaoSetHessianRoutine - Sets the function to compute the Hessian as well as the location to store the matrix.

  8:    Logically collective on Tao

 10:    Input Parameters:
 11: +  tao - the Tao context
 12: .  H - Matrix used for the hessian
 13: .  Hpre - Matrix that will be used operated on by preconditioner, can be same as H
 14: .  hess - Hessian evaluation routine
 15: -  ctx - [optional] user-defined context for private data for the
 16:          Hessian evaluation routine (may be NULL)

 18:    Calling sequence of hess:
 19: $    hess (Tao tao,Vec x,Mat H,Mat Hpre,void *ctx);

 21: +  tao - the Tao  context
 22: .  x - input vector
 23: .  H - Hessian matrix
 24: .  Hpre - preconditioner matrix, usually the same as H
 25: -  ctx - [optional] user-defined Hessian context

 27:    Level: beginner

 29: @*/
 30: PetscErrorCode TaoSetHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx)
 31: {

 36:   if (H) {
 39:   }
 40:   if (Hpre) {
 43:   }
 44:   if (ctx) {
 45:     tao->user_hessP = ctx;
 46:   }
 47:   if (func) {
 48:     tao->ops->computehessian = func;
 49:   }
 50:   if (H) {
 51:     PetscObjectReference((PetscObject)H);
 52:     MatDestroy(&tao->hessian);
 53:     tao->hessian = H;
 54:   }
 55:   if (Hpre) {
 56:     PetscObjectReference((PetscObject)Hpre);
 57:     MatDestroy(&tao->hessian_pre);
 58:     tao->hessian_pre = Hpre;
 59:   }
 60:   return(0);
 61: }

 65: /*@C
 66:    TaoComputeHessian - Computes the Hessian matrix that has been
 67:    set with TaoSetHessianRoutine().

 69:    Collective on Tao

 71:    Input Parameters:
 72: +  solver - the Tao solver context
 73: -  xx - input vector

 75:    Output Parameters:
 76: +  H - Hessian matrix
 77: -  Hpre - Preconditioning matrix

 79:    Notes:
 80:    Most users should not need to explicitly call this routine, as it
 81:    is used internally within the minimization solvers.

 83:    TaoComputeHessian() is typically used within minimization
 84:    implementations, so most users would not generally call this routine
 85:    themselves.

 87:    Level: developer

 89: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetHessian()

 91: @*/
 92: PetscErrorCode TaoComputeHessian(Tao tao, Vec X, Mat H, Mat Hpre)
 93: {


101:   if (!tao->ops->computehessian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetHessian() first");
102:   ++tao->nhess;
103:   PetscLogEventBegin(Tao_HessianEval,tao,X,H,Hpre);
104:   PetscStackPush("Tao user Hessian function");
105:   (*tao->ops->computehessian)(tao,X,H,Hpre,tao->user_hessP);
106:   PetscStackPop;
107:   PetscLogEventEnd(Tao_HessianEval,tao,X,H,Hpre);
108:   return(0);
109: }

113: /*@C
114:    TaoComputeJacobian - Computes the Jacobian matrix that has been
115:    set with TaoSetJacobianRoutine().

117:    Collective on Tao

119:    Input Parameters:
120: +  solver - the Tao solver context
121: -  xx - input vector

123:    Output Parameters:
124: +  H - Jacobian matrix
125: -  Hpre - Preconditioning matrix

127:    Notes:
128:    Most users should not need to explicitly call this routine, as it
129:    is used internally within the minimization solvers.

131:    TaoComputeJacobian() is typically used within minimization
132:    implementations, so most users would not generally call this routine
133:    themselves.

135:    Level: developer

137: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobian()

139: @*/
140: PetscErrorCode TaoComputeJacobian(Tao tao, Vec X, Mat J, Mat Jpre)
141: {


149:   if (!tao->ops->computejacobian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobian() first");
150:   ++tao->njac;
151:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
152:   PetscStackPush("Tao user Jacobian function");
153:   (*tao->ops->computejacobian)(tao,X,J,Jpre,tao->user_jacP);
154:   PetscStackPop;
155:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
156:   return(0);
157: }

161: /*@C
162:    TaoComputeJacobianState - Computes the Jacobian matrix that has been
163:    set with TaoSetJacobianStateRoutine().

165:    Collective on Tao

167:    Input Parameters:
168: +  solver - the Tao solver context
169: -  xx - input vector

171:    Output Parameters:
172: +  H - Jacobian matrix
173: -  Hpre - Preconditioning matrix

175:    Notes:
176:    Most users should not need to explicitly call this routine, as it
177:    is used internally within the minimization solvers.

179:    TaoComputeJacobianState() is typically used within minimization
180:    implementations, so most users would not generally call this routine
181:    themselves.

183:    Level: developer

185: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

187: @*/
188: PetscErrorCode TaoComputeJacobianState(Tao tao, Vec X, Mat J, Mat Jpre, Mat Jinv)
189: {


197:   if (!tao->ops->computejacobianstate) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianState() first");
198:   ++tao->njac_state;
199:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
200:   PetscStackPush("Tao user Jacobian(state) function");
201:   (*tao->ops->computejacobianstate)(tao,X,J,Jpre,Jinv,tao->user_jac_stateP);
202:   PetscStackPop;
203:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
204:   return(0);
205: }

209: /*@C
210:    TaoComputeJacobianDesign - Computes the Jacobian matrix that has been
211:    set with TaoSetJacobianDesignRoutine().

213:    Collective on Tao

215:    Input Parameters:
216: +  solver - the Tao solver context
217: -  xx - input vector

219:    Output Parameters:
220: .  H - Jacobian matrix

222:    Notes:
223:    Most users should not need to explicitly call this routine, as it
224:    is used internally within the minimization solvers.

226:    TaoComputeJacobianDesign() is typically used within minimization
227:    implementations, so most users would not generally call this routine
228:    themselves.

230:    Level: developer

232: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianDesignRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

234: @*/
235: PetscErrorCode TaoComputeJacobianDesign(Tao tao, Vec X, Mat J)
236: {


244:   if (!tao->ops->computejacobiandesign) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianDesign() first");
245:   ++tao->njac_design;
246:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,NULL);
247:   PetscStackPush("Tao user Jacobian(design) function");
248:   (*tao->ops->computejacobiandesign)(tao,X,J,tao->user_jac_designP);
249:   PetscStackPop;
250:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,NULL);
251:   return(0);
252: }

256: /*@C
257:    TaoSetJacobianRoutine - Sets the function to compute the Jacobian as well as the location to store the matrix.

259:    Logically collective on Tao

261:    Input Parameters:
262: +  tao - the Tao context
263: .  J - Matrix used for the jacobian
264: .  Jpre - Matrix that will be used operated on by preconditioner, can be same as J
265: .  jac - Jacobian evaluation routine
266: -  ctx - [optional] user-defined context for private data for the
267:          Jacobian evaluation routine (may be NULL)

269:    Calling sequence of jac:
270: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

272: +  tao - the Tao  context
273: .  x - input vector
274: .  J - Jacobian matrix
275: .  Jpre - preconditioner matrix, usually the same as J
276: -  ctx - [optional] user-defined Jacobian context

278:    Level: intermediate

280: @*/
281: PetscErrorCode TaoSetJacobianRoutine(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx)
282: {
286:   if (J) {
289:   }
290:   if (Jpre) {
293:   }
294:   if (ctx) {
295:     tao->user_jacP = ctx;
296:   }
297:   if (func) {
298:     tao->ops->computejacobian = func;
299:   }
300:   if (J) {
301:     PetscObjectReference((PetscObject)J);
302:     MatDestroy(&tao->jacobian);
303:     tao->jacobian = J;
304:   }
305:   if (Jpre) {
306:     PetscObjectReference((PetscObject)Jpre);
307:     MatDestroy(&tao->jacobian_pre);
308:     tao->jacobian_pre=Jpre;
309:   }
310:   return(0);
311: }

315: /*@C
316:    TaoSetJacobianStateRoutine - Sets the function to compute the Jacobian
317:    (and its inverse) of the constraint function with respect to the state variables.
318:    Used only for pde-constrained optimization.

320:    Logically collective on Tao

322:    Input Parameters:
323: +  tao - the Tao context
324: .  J - Matrix used for the jacobian
325: .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.  Only used if Jinv is NULL
326: .  Jinv - [optional] Matrix used to apply the inverse of the state jacobian. Use NULL to default to PETSc KSP solvers to apply the inverse.
327: .  jac - Jacobian evaluation routine
328: -  ctx - [optional] user-defined context for private data for the
329:          Jacobian evaluation routine (may be NULL)

331:    Calling sequence of jac:
332: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

334: +  tao - the Tao  context
335: .  x - input vector
336: .  J - Jacobian matrix
337: .  Jpre - preconditioner matrix, usually the same as J
338: .  Jinv - inverse of J
339: -  ctx - [optional] user-defined Jacobian context

341:    Level: intermediate
342: .seealse: TaoComputeJacobianState(), TaoSetJacobianDesignRoutine(), TaoSetStateDesignIS()
343: @*/
344: PetscErrorCode TaoSetJacobianStateRoutine(Tao tao, Mat J, Mat Jpre, Mat Jinv, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, Mat,void*), void *ctx)
345: {
349:   if (J) {
352:   }
353:   if (Jpre) {
356:   }
357:   if (Jinv) {
360:   }
361:   if (ctx) {
362:     tao->user_jac_stateP = ctx;
363:   }
364:   if (func) {
365:     tao->ops->computejacobianstate = func;
366:   }
367:   if (J) {
368:     PetscObjectReference((PetscObject)J);
369:     MatDestroy(&tao->jacobian_state);
370:     tao->jacobian_state = J;
371:   }
372:   if (Jpre) {
373:     PetscObjectReference((PetscObject)Jpre);
374:     MatDestroy(&tao->jacobian_state_pre);
375:     tao->jacobian_state_pre=Jpre;
376:   }
377:   if (Jinv) {
378:     PetscObjectReference((PetscObject)Jinv);
379:     MatDestroy(&tao->jacobian_state_inv);
380:     tao->jacobian_state_inv=Jinv;
381:   }
382:   return(0);
383: }

387: /*@C
388:    TaoSetJacobianDesignRoutine - Sets the function to compute the Jacobian of
389:    the constraint function with respect to the design variables.  Used only for
390:    pde-constrained optimization.

392:    Logically collective on Tao

394:    Input Parameters:
395: +  tao - the Tao context
396: .  J - Matrix used for the jacobian
397: .  jac - Jacobian evaluation routine
398: -  ctx - [optional] user-defined context for private data for the
399:          Jacobian evaluation routine (may be NULL)

401:    Calling sequence of jac:
402: $    jac (Tao tao,Vec x,Mat *J,void *ctx);

404: +  tao - the Tao  context
405: .  x - input vector
406: .  J - Jacobian matrix
407: -  ctx - [optional] user-defined Jacobian context


410:    Notes:

412:    The function jac() takes Mat * as the matrix arguments rather than Mat.
413:    This allows the Jacobian evaluation routine to replace A and/or B with a
414:    completely new new matrix structure (not just different matrix elements)
415:    when appropriate, for instance, if the nonzero structure is changing
416:    throughout the global iterations.

418:    Level: intermediate
419: .seealso: TaoComputeJacobianDesign(), TaoSetJacobianStateRoutine(), TaoSetStateDesignIS()
420: @*/
421: PetscErrorCode TaoSetJacobianDesignRoutine(Tao tao, Mat J, PetscErrorCode (*func)(Tao, Vec, Mat, void*), void *ctx)
422: {

427:   if (J) {
430:   }
431:   if (ctx) {
432:     tao->user_jac_designP = ctx;
433:   }
434:   if (func) {
435:     tao->ops->computejacobiandesign = func;
436:   }
437:   if (J) {
438:     PetscObjectReference((PetscObject)J);
439:     MatDestroy(&tao->jacobian_design);
440:     tao->jacobian_design = J;
441:   }
442:   return(0);
443: }

447: /*@
448:    TaoSetStateDesignIS - Indicate to the Tao which variables in the
449:    solution vector are state variables and which are design.  Only applies to
450:    pde-constrained optimization.

452:    Logically Collective on Tao

454:    Input Parameters:
455: +  tao - The Tao context
456: .  s_is - the index set corresponding to the state variables
457: -  d_is - the index set corresponding to the design variables

459:    Level: intermediate

461: .seealso: TaoSetJacobianStateRoutine(), TaoSetJacobianDesignRoutine()
462: @*/
463: PetscErrorCode TaoSetStateDesignIS(Tao tao, IS s_is, IS d_is)
464: {

468:   PetscObjectReference((PetscObject)s_is);
469:   ISDestroy(&tao->state_is);
470:   tao->state_is = s_is;
471:   PetscObjectReference((PetscObject)(d_is));
472:   ISDestroy(&tao->design_is);
473:   tao->design_is = d_is;
474:   return(0);
475: }

479: /*@C
480:    TaoComputeJacobianEquality - Computes the Jacobian matrix that has been
481:    set with TaoSetJacobianEqualityRoutine().

483:    Collective on Tao

485:    Input Parameters:
486: +  solver - the Tao solver context
487: -  xx - input vector

489:    Output Parameters:
490: +  H - Jacobian matrix
491: -  Hpre - Preconditioning matrix

493:    Notes:
494:    Most users should not need to explicitly call this routine, as it
495:    is used internally within the minimization solvers.

497:    Level: developer

499: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

501: @*/
502: PetscErrorCode TaoComputeJacobianEquality(Tao tao, Vec X, Mat J, Mat Jpre)
503: {


511:   if (!tao->ops->computejacobianequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianEquality() first");
512:   ++tao->njac_equality;
513:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
514:   PetscStackPush("Tao user Jacobian(equality) function");
515:   (*tao->ops->computejacobianequality)(tao,X,J,Jpre,tao->user_jac_equalityP);
516:   PetscStackPop;
517:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
518:   return(0);
519: }

523: /*@C
524:    TaoComputeJacobianInequality - Computes the Jacobian matrix that has been
525:    set with TaoSetJacobianInequalityRoutine().

527:    Collective on Tao

529:    Input Parameters:
530: +  solver - the Tao solver context
531: -  xx - input vector

533:    Output Parameters:
534: +  H - Jacobian matrix
535: -  Hpre - Preconditioning matrix

537:    Notes:
538:    Most users should not need to explicitly call this routine, as it
539:    is used internally within the minimization solvers.

541:    Level: developer

543: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

545: @*/
546: PetscErrorCode TaoComputeJacobianInequality(Tao tao, Vec X, Mat J, Mat Jpre)
547: {


555:   if (!tao->ops->computejacobianinequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianInequality() first");
556:   ++tao->njac_inequality;
557:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
558:   PetscStackPush("Tao user Jacobian(inequality) function");
559:   (*tao->ops->computejacobianinequality)(tao,X,J,Jpre,tao->user_jac_inequalityP);
560:   PetscStackPop;
561:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
562:   return(0);
563: }

567: /*@C
568:    TaoSetJacobianEqualityRoutine - Sets the function to compute the Jacobian
569:    (and its inverse) of the constraint function with respect to the equality variables.
570:    Used only for pde-constrained optimization.

572:    Logically collective on Tao

574:    Input Parameters:
575: +  tao - the Tao context
576: .  J - Matrix used for the jacobian
577: .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.
578: .  jac - Jacobian evaluation routine
579: -  ctx - [optional] user-defined context for private data for the
580:          Jacobian evaluation routine (may be NULL)

582:    Calling sequence of jac:
583: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

585: +  tao - the Tao  context
586: .  x - input vector
587: .  J - Jacobian matrix
588: .  Jpre - preconditioner matrix, usually the same as J
589: -  ctx - [optional] user-defined Jacobian context

591:    Level: intermediate
592: .seealse: TaoComputeJacobianEquality(), TaoSetJacobianDesignRoutine(), TaoSetEqualityDesignIS()
593: @*/
594: PetscErrorCode TaoSetJacobianEqualityRoutine(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat,void*), void *ctx)
595: {

600:   if (J) {
603:   }
604:   if (Jpre) {
607:   }
608:   if (ctx) {
609:     tao->user_jac_equalityP = ctx;
610:   }
611:   if (func) {
612:     tao->ops->computejacobianequality = func;
613:   }
614:   if (J) {
615:     PetscObjectReference((PetscObject)J);
616:     MatDestroy(&tao->jacobian_equality);
617:     tao->jacobian_equality = J;
618:   }
619:   if (Jpre) {
620:     PetscObjectReference((PetscObject)Jpre);
621:     MatDestroy(&tao->jacobian_equality_pre);
622:     tao->jacobian_equality_pre=Jpre;
623:   }
624:   return(0);
625: }

629: /*@C
630:    TaoSetJacobianInequalityRoutine - Sets the function to compute the Jacobian
631:    (and its inverse) of the constraint function with respect to the inequality variables.
632:    Used only for pde-constrained optimization.

634:    Logically collective on Tao

636:    Input Parameters:
637: +  tao - the Tao context
638: .  J - Matrix used for the jacobian
639: .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.
640: .  jac - Jacobian evaluation routine
641: -  ctx - [optional] user-defined context for private data for the
642:          Jacobian evaluation routine (may be NULL)

644:    Calling sequence of jac:
645: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

647: +  tao - the Tao  context
648: .  x - input vector
649: .  J - Jacobian matrix
650: .  Jpre - preconditioner matrix, usually the same as J
651: -  ctx - [optional] user-defined Jacobian context

653:    Level: intermediate
654: .seealse: TaoComputeJacobianInequality(), TaoSetJacobianDesignRoutine(), TaoSetInequalityDesignIS()
655: @*/
656: PetscErrorCode TaoSetJacobianInequalityRoutine(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat,void*), void *ctx)
657: {
661:   if (J) {
664:   }
665:   if (Jpre) {
668:   }
669:   if (ctx) {
670:     tao->user_jac_inequalityP = ctx;
671:   }
672:   if (func) {
673:     tao->ops->computejacobianinequality = func;
674:   }
675:   if (J) {
676:     PetscObjectReference((PetscObject)J);
677:     MatDestroy(&tao->jacobian_inequality);
678:     tao->jacobian_inequality = J;
679:   }
680:   if (Jpre) {
681:     PetscObjectReference((PetscObject)Jpre);
682:     MatDestroy(&tao->jacobian_inequality_pre);
683:     tao->jacobian_inequality_pre=Jpre;
684:   }
685:   return(0);
686: }