Actual source code: taosolver_bounds.c

petsc-3.12.0 2019-09-29
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  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(PETSC_COMM_SELF,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(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetConstraintsRoutine() has not been called");
200:   if (!tao->solution) SETERRQ(PETSC_COMM_SELF,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->constraints = c;
239:     tao->user_conP = ctx;
240:     tao->ops->computeconstraints = func;
241:     return(0);
242: }

244: /*@
245:   TaoComputeDualVariables - Computes the dual vectors corresponding to the bounds
246:   of the variables

248:   Collective on Tao

250:   Input Parameters:
251: . tao - the Tao context

253:   Output Parameter:
254: + DL - dual variable vector for the lower bounds
255: - DU - dual variable vector for the upper bounds

257:   Level: advanced

259:   Note:
260:   DL and DU should be created before calling this routine.  If calling
261:   this routine after using an unconstrained solver, DL and DU are set to all
262:   zeros.

264:   Level: advanced

266: .seealso: TaoComputeObjective(), TaoSetVariableBounds()
267: @*/
268: PetscErrorCode TaoComputeDualVariables(Tao tao, Vec DL, Vec DU)
269: {
277:   if (tao->ops->computedual) {
278:     (*tao->ops->computedual)(tao,DL,DU);
279:   }  else {
280:     VecSet(DL,0.0);
281:     VecSet(DU,0.0);
282:   }
283:   return(0);
284: }

286: /*@
287:   TaoGetDualVariables - Gets pointers to the dual vectors

289:   Collective on Tao

291:   Input Parameters:
292: . tao - the Tao context

294:   Output Parameter:
295: + DE - dual variable vector for the lower bounds
296: - DI - dual variable vector for the upper bounds

298:   Level: advanced

300: .seealso: TaoComputeDualVariables()
301: @*/
302: PetscErrorCode TaoGetDualVariables(Tao tao, Vec *DE, Vec *DI)
303: {
306:   if (DE) {
307:     *DE = tao->DE;
308:   }
309:   if (DI) {
310:     *DI = tao->DI;
311:   }
312:   return(0);
313: }

315: /*@C
316:   TaoSetEqualityConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

318:   Logically collective on Tao

320:   Input Parameters:
321: + tao - the Tao context
322: . ce   - A vector that will be used to store equality constraint evaluation
323: . func - the bounds computation routine
324: - ctx - [optional] user-defined context for private data for the equality constraints computation (may be NULL)

326:   Calling sequence of func:
327: $      func (Tao tao, Vec x, Vec ce, void *ctx);

329: + tao - the Tao
330: . x   - point to evaluate equality constraints
331: . ce   - vector of equality constraints evaluated at x
332: - ctx - the (optional) user-defined function context

334:   Level: intermediate

336: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

338: @*/
339: PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao tao, Vec ce, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
340: {

345:   if (ce) {
347:     PetscObjectReference((PetscObject)ce);
348:   }
349:   VecDestroy(&tao->constraints_equality);

351:   tao->constraints_equality = ce;
352:   tao->user_con_equalityP = ctx;
353:   tao->ops->computeequalityconstraints = func;
354:   return(0);
355: }


358: /*@C
359:   TaoSetInequalityConstraintsRoutine - Sets a function to be used to compute constraints.  TAO only handles constraints under certain conditions, see manual for details

361:   Logically collective on Tao

363:   Input Parameters:
364: + tao - the Tao context
365: . ci   - A vector that will be used to store inequality constraint evaluation
366: . func - the bounds computation routine
367: - ctx - [optional] user-defined context for private data for the inequality constraints computation (may be NULL)

369:   Calling sequence of func:
370: $      func (Tao tao, Vec x, Vec ci, void *ctx);

372: + tao - the Tao
373: . x   - point to evaluate inequality constraints
374: . ci   - vector of inequality constraints evaluated at x
375: - ctx - the (optional) user-defined function context

377:   Level: intermediate

379: .seealso: TaoSetObjectiveRoutine(), TaoSetHessianRoutine() TaoSetObjectiveAndGradientRoutine(), TaoSetVariableBounds()

381: @*/
382: PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao tao, Vec ci, PetscErrorCode (*func)(Tao, Vec, Vec, void*), void *ctx)
383: {

388:   if (ci) {
390:     PetscObjectReference((PetscObject)ci);
391:   }
392:   VecDestroy(&tao->constraints_inequality);
393:   tao->constraints_inequality = ci;

395:   tao->user_con_inequalityP = ctx;
396:   tao->ops->computeinequalityconstraints = func;
397:   return(0);
398: }


401: /*@C
402:    TaoComputeEqualityConstraints - Compute the variable bounds using the
403:    routine set by TaoSetEqualityConstraintsRoutine().

405:    Collective on Tao

407:    Input Parameters:
408: .  tao - the Tao context

410:    Level: developer

412: .seealso: TaoSetEqualityConstraintsRoutine(), TaoComputeJacobianEquality()
413: @*/

415: PetscErrorCode TaoComputeEqualityConstraints(Tao tao, Vec X, Vec CE)
416: {


426:   if (!tao->ops->computeequalityconstraints) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetEqualityConstraintsRoutine() has not been called");
427:   if (!tao->solution) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeEqualityConstraints");
428:   PetscLogEventBegin(TAO_ConstraintsEval,tao,X,CE,NULL);
429:   PetscStackPush("Tao equality constraints evaluation routine");
430:   (*tao->ops->computeequalityconstraints)(tao,X,CE,tao->user_con_equalityP);
431:   PetscStackPop;
432:   PetscLogEventEnd(TAO_ConstraintsEval,tao,X,CE,NULL);
433:   tao->nconstraints++;
434:   return(0);
435: }


438: /*@C
439:    TaoComputeInequalityConstraints - Compute the variable bounds using the
440:    routine set by TaoSetInequalityConstraintsRoutine().

442:    Collective on Tao

444:    Input Parameters:
445: .  tao - the Tao context

447:    Level: developer

449: .seealso: TaoSetInequalityConstraintsRoutine(), TaoComputeJacobianInequality()
450: @*/

452: PetscErrorCode TaoComputeInequalityConstraints(Tao tao, Vec X, Vec CI)
453: {


463:   if (!tao->ops->computeinequalityconstraints) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInequalityConstraintsRoutine() has not been called");
464:   if (!tao->solution) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetInitialVector must be called before TaoComputeInequalityConstraints");
465:   PetscLogEventBegin(TAO_ConstraintsEval,tao,X,CI,NULL);
466:   PetscStackPush("Tao inequality constraints evaluation routine");
467:   (*tao->ops->computeinequalityconstraints)(tao,X,CI,tao->user_con_inequalityP);
468:   PetscStackPop;
469:   PetscLogEventEnd(TAO_ConstraintsEval,tao,X,CI,NULL);
470:   tao->nconstraints++;
471:   return(0);
472: }