TAO Interface for (UCO) Optimization

TAO_UCO tao; /* minimization solver */

Mat H; /* Hessian matrix */

Vec x, g; /* solution and gradient vectors */

Scalar f; /* function to minimize */

int n, its; /* problem dimension, number of iterations */

ApplicationCtx usercontext; /* user-defined application context */

...

MatCreate(MPI_COMM_WORLD,n,n,&H);

VecCreate(MPI_COMM_WORLD,n,&x);

VecDuplicate(x,&g);

TaoUCOCreate(MPI_COMM_WORLD,&tao);

TaoUCOSetFunction(tao,f,EvaluateFunction,usercontext);

TaoUCOSetGradient(tao,g,EvaluateGradient,usercontext);

TaoUCOSetHessian(tao,H,EvaluateHessian,usercontext);

TaoUCOSetFromOptions(tao);

TaoUCOSolve(tao,x,&its);