Actual source code: petsctao.h

petsc-master 2019-11-13
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  1: #ifndef PETSCTAO_H
  2: #define PETSCTAO_H

  4:  #include <petscksp.h>

  6: PetscErrorCode VecFischer(Vec, Vec, Vec, Vec, Vec);
  7: PetscErrorCode VecSFischer(Vec, Vec, Vec, Vec, PetscReal, Vec);
  8: PetscErrorCode MatDFischer(Mat, Vec, Vec, Vec, Vec, Vec, Vec, Vec, Vec);
  9: PetscErrorCode MatDSFischer(Mat, Vec, Vec, Vec, Vec, PetscReal, Vec, Vec, Vec, Vec, Vec);
 10: PETSC_EXTERN PetscErrorCode TaoSoftThreshold(Vec, PetscReal, PetscReal, Vec);


 13: /*E
 14:   TaoSubsetType - PetscInt representing the way TAO handles active sets

 16: + TAO_SUBSET_SUBVEC - TAO uses PETSc's MatCreateSubMatrix and VecGetSubVector
 17: . TAO_SUBSET_MASK - Matrices are zeroed out corresponding to active set entries
 18: - TAO_SUBSET_MATRIXFREE - Same as TAO_SUBSET_MASK, but can be applied to matrix-free operators

 20:   Options database keys:
 21: . -different_hessian - TAO will use a copy of the hessian operator for masking.  By default
 22:                        TAO will directly alter the hessian operator.
 23:   Level: intermediate

 25: E*/

 27: typedef enum {TAO_SUBSET_SUBVEC,TAO_SUBSET_MASK,TAO_SUBSET_MATRIXFREE} TaoSubsetType;
 28: PETSC_EXTERN const char *const TaoSubsetTypes[];
 29: /*S
 30:      Tao - Abstract PETSc object that manages nonlinear optimization solves

 32:    Level: advanced

 34: .seealso TaoCreate(), TaoDestroy(), TaoSetType(), TaoType
 35: S*/

 37: typedef struct _p_Tao*   Tao;

 39: /*J
 40:         TaoType - String with the name of a TAO method

 42:        Level: beginner

 44: J*/
 45: typedef const char *TaoType;
 46: #define TAOLMVM     "lmvm"
 47: #define TAONLS      "nls"
 48: #define TAONTR      "ntr"
 49: #define TAONTL      "ntl"
 50: #define TAOCG       "cg"
 51: #define TAOTRON     "tron"
 52: #define TAOOWLQN    "owlqn"
 53: #define TAOBMRM     "bmrm"
 54: #define TAOBLMVM    "blmvm"
 55: #define TAOBQNLS    "bqnls"
 56: #define TAOBNCG     "bncg"
 57: #define TAOBNLS     "bnls"
 58: #define TAOBNTR     "bntr"
 59: #define TAOBNTL     "bntl"
 60: #define TAOBQNKLS   "bqnkls"
 61: #define TAOBQNKTR   "bqnktr"
 62: #define TAOBQNKTL   "bqnktl"
 63: #define TAOBQPIP    "bqpip"
 64: #define TAOGPCG     "gpcg"
 65: #define TAONM       "nm"
 66: #define TAOPOUNDERS "pounders"
 67: #define TAOBRGN     "brgn"
 68: #define TAOLCL      "lcl"
 69: #define TAOSSILS    "ssils"
 70: #define TAOSSFLS    "ssfls"
 71: #define TAOASILS    "asils"
 72: #define TAOASFLS    "asfls"
 73: #define TAOIPM      "ipm"
 74: #define TAOSHELL    "shell"

 76: PETSC_EXTERN PetscClassId TAO_CLASSID;
 77: PETSC_EXTERN PetscFunctionList TaoList;

 79: /*E
 80:     TaoConvergedReason - reason a TAO method was said to have converged or diverged

 82:    Level: beginner

 84:    The two most common reasons for divergence are
 85: $   1) an incorrectly coded or computed gradient or Hessian
 86: $   2) failure or lack of convergence in the linear system (in this case we recommend
 87: $      testing with -pc_type lu to eliminate the linear solver as the cause of the problem).

 89:    Developer Notes:
 90:     this must match petsc/finclude/petsctao.h

 92:        The string versions of these are in TAOConvergedReasons, if you change any value here you must
 93:      also adjust that array.

 95: .seealso: TAOSolve(), TaoGetConvergedReason(), KSPConvergedReason, SNESConvergedReason, TSConvergedReason
 96: E*/
 97: typedef enum {/* converged */
 98:   TAO_CONVERGED_GATOL         =  3, /* ||g(X)|| < gatol */
 99:   TAO_CONVERGED_GRTOL         =  4, /* ||g(X)|| / f(X)  < grtol */
100:   TAO_CONVERGED_GTTOL         =  5, /* ||g(X)|| / ||g(X0)|| < gttol */
101:   TAO_CONVERGED_STEPTOL       =  6, /* step size small */
102:   TAO_CONVERGED_MINF          =  7, /* F < F_min */
103:   TAO_CONVERGED_USER          =  8, /* User defined */
104:   /* diverged */
105:   TAO_DIVERGED_MAXITS         = -2,
106:   TAO_DIVERGED_NAN            = -4,
107:   TAO_DIVERGED_MAXFCN         = -5,
108:   TAO_DIVERGED_LS_FAILURE     = -6,
109:   TAO_DIVERGED_TR_REDUCTION   = -7,
110:   TAO_DIVERGED_USER           = -8, /* User defined */
111:   /* keep going */
112:   TAO_CONTINUE_ITERATING      =  0} TaoConvergedReason;

114: PETSC_EXTERN const char **TaoConvergedReasons;

116: PETSC_EXTERN PetscErrorCode TaoInitializePackage(void);
117: PETSC_EXTERN PetscErrorCode TaoFinalizePackage(void);
118: PETSC_EXTERN PetscErrorCode TaoCreate(MPI_Comm,Tao*);
119: PETSC_EXTERN PetscErrorCode TaoSetFromOptions(Tao);
120: PETSC_EXTERN PetscErrorCode TaoSetUp(Tao);
121: PETSC_EXTERN PetscErrorCode TaoSetType(Tao,TaoType);
122: PETSC_EXTERN PetscErrorCode TaoGetType(Tao,TaoType *);
123: PETSC_EXTERN PetscErrorCode TaoSetApplicationContext(Tao, void*);
124: PETSC_EXTERN PetscErrorCode TaoGetApplicationContext(Tao, void*);
125: PETSC_EXTERN PetscErrorCode TaoDestroy(Tao*);

127: PETSC_EXTERN PetscErrorCode TaoSetOptionsPrefix(Tao,const char []);
128: PETSC_EXTERN PetscErrorCode TaoView(Tao, PetscViewer);
129: PETSC_EXTERN PetscErrorCode TaoViewFromOptions(Tao,PetscObject,const char[]);

131: PETSC_EXTERN PetscErrorCode TaoSolve(Tao);

133: PETSC_EXTERN PetscErrorCode TaoRegister(const char [],PetscErrorCode (*)(Tao));
134: PETSC_EXTERN PetscErrorCode TaoRegisterDestroy(void);

136: PETSC_EXTERN PetscErrorCode TaoGetConvergedReason(Tao,TaoConvergedReason*);
137: PETSC_EXTERN PetscErrorCode TaoGetSolutionStatus(Tao, PetscInt*, PetscReal*, PetscReal*, PetscReal*, PetscReal*, TaoConvergedReason*);
138: PETSC_EXTERN PetscErrorCode TaoSetConvergedReason(Tao,TaoConvergedReason);
139: PETSC_EXTERN PetscErrorCode TaoSetInitialVector(Tao, Vec);
140: PETSC_EXTERN PetscErrorCode TaoGetSolutionVector(Tao, Vec*);
141: PETSC_EXTERN PetscErrorCode TaoGetGradientVector(Tao, Vec*);
142: PETSC_EXTERN PetscErrorCode TaoSetGradientNorm(Tao, Mat);
143: PETSC_EXTERN PetscErrorCode TaoGetGradientNorm(Tao, Mat*);
144: PETSC_EXTERN PetscErrorCode TaoGetLMVMMatrix(Tao, Mat*);
145: PETSC_EXTERN PetscErrorCode TaoLMVMSetH0(Tao, Mat);
146: PETSC_EXTERN PetscErrorCode TaoLMVMGetH0(Tao, Mat*);
147: PETSC_EXTERN PetscErrorCode TaoLMVMGetH0KSP(Tao, KSP*);
148: PETSC_EXTERN PetscErrorCode TaoLMVMRecycle(Tao, PetscBool);
149: PETSC_EXTERN PetscErrorCode TaoSetObjectiveRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*,void*), void*);
150: PETSC_EXTERN PetscErrorCode TaoSetGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
151: PETSC_EXTERN PetscErrorCode TaoSetObjectiveAndGradientRoutine(Tao, PetscErrorCode(*)(Tao, Vec, PetscReal*, Vec, void*), void*);
152: PETSC_EXTERN PetscErrorCode TaoSetHessianRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
153: PETSC_EXTERN PetscErrorCode TaoSetResidualRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
154: PETSC_EXTERN PetscErrorCode TaoSetResidualWeights(Tao, Vec, PetscInt, PetscInt*, PetscInt*, PetscReal*);
155: PETSC_EXTERN PetscErrorCode TaoSetConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
156: PETSC_EXTERN PetscErrorCode TaoSetInequalityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
157: PETSC_EXTERN PetscErrorCode TaoSetEqualityConstraintsRoutine(Tao, Vec, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
158: PETSC_EXTERN PetscErrorCode TaoSetJacobianResidualRoutine(Tao, Mat, Mat, PetscErrorCode(*)(Tao, Vec, Mat, Mat, void*), void*);
159: PETSC_EXTERN PetscErrorCode TaoSetJacobianRoutine(Tao,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
160: PETSC_EXTERN PetscErrorCode TaoSetJacobianStateRoutine(Tao,Mat,Mat,Mat, PetscErrorCode(*)(Tao,Vec, Mat, Mat, Mat, void*), void*);
161: PETSC_EXTERN PetscErrorCode TaoSetJacobianDesignRoutine(Tao,Mat,PetscErrorCode(*)(Tao,Vec, Mat, void*), void*);
162: PETSC_EXTERN PetscErrorCode TaoSetJacobianInequalityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);
163: PETSC_EXTERN PetscErrorCode TaoSetJacobianEqualityRoutine(Tao,Mat,Mat,PetscErrorCode(*)(Tao,Vec, Mat, Mat, void*), void*);

165: PETSC_EXTERN PetscErrorCode TaoShellSetSolve(Tao, PetscErrorCode(*)(Tao));
166: PETSC_EXTERN PetscErrorCode TaoShellSetContext(Tao, void*);
167: PETSC_EXTERN PetscErrorCode TaoShellGetContext(Tao, void**);

169: PETSC_DEPRECATED_FUNCTION("Use TaoSetResidualRoutine() (since version 3.11)") PETSC_STATIC_INLINE PetscErrorCode TaoSetSeparableObjectiveRoutine(Tao tao, Vec res, PetscErrorCode (*func)(Tao, Vec, Vec, void*),void *ctx) {return TaoSetResidualRoutine(tao, res, func, ctx);}
170: PETSC_DEPRECATED_FUNCTION("Use TaoSetResidualWeights() (since version 3.11)") PETSC_STATIC_INLINE PetscErrorCode TaoSetSeparableObjectiveWeights(Tao tao, Vec sigma_v, PetscInt n, PetscInt *rows, PetscInt *cols, PetscReal *vals) {return TaoSetResidualWeights(tao, sigma_v, n, rows, cols, vals);}

172: PETSC_EXTERN PetscErrorCode TaoSetStateDesignIS(Tao, IS, IS);

174: PETSC_EXTERN PetscErrorCode TaoComputeObjective(Tao, Vec, PetscReal*);
175: PETSC_EXTERN PetscErrorCode TaoComputeResidual(Tao, Vec, Vec);
176: PETSC_EXTERN PetscErrorCode TaoTestGradient(Tao,Vec,Vec);
177: PETSC_EXTERN PetscErrorCode TaoComputeGradient(Tao, Vec, Vec);
178: PETSC_EXTERN PetscErrorCode TaoComputeObjectiveAndGradient(Tao, Vec, PetscReal*, Vec);
179: PETSC_EXTERN PetscErrorCode TaoComputeConstraints(Tao, Vec, Vec);
180: PETSC_EXTERN PetscErrorCode TaoComputeInequalityConstraints(Tao, Vec, Vec);
181: PETSC_EXTERN PetscErrorCode TaoComputeEqualityConstraints(Tao, Vec, Vec);
182: PETSC_EXTERN PetscErrorCode TaoDefaultComputeGradient(Tao, Vec, Vec, void*);
183: PETSC_EXTERN PetscErrorCode TaoIsObjectiveDefined(Tao,PetscBool*);
184: PETSC_EXTERN PetscErrorCode TaoIsGradientDefined(Tao,PetscBool*);
185: PETSC_EXTERN PetscErrorCode TaoIsObjectiveAndGradientDefined(Tao,PetscBool*);

187: PETSC_DEPRECATED_FUNCTION("Use TaoComputeResidual() (since version 3.11)") PETSC_STATIC_INLINE PetscErrorCode TaoComputeSeparableObjective(Tao tao, Vec X, Vec F) {return TaoComputeResidual(tao, X, F);}

189: PETSC_EXTERN PetscErrorCode TaoTestHessian(Tao);
190: PETSC_EXTERN PetscErrorCode TaoComputeHessian(Tao, Vec, Mat, Mat);
191: PETSC_EXTERN PetscErrorCode TaoComputeResidualJacobian(Tao, Vec, Mat, Mat);
192: PETSC_EXTERN PetscErrorCode TaoComputeJacobian(Tao, Vec, Mat, Mat);
193: PETSC_EXTERN PetscErrorCode TaoComputeJacobianState(Tao, Vec, Mat, Mat, Mat);
194: PETSC_EXTERN PetscErrorCode TaoComputeJacobianEquality(Tao, Vec, Mat, Mat);
195: PETSC_EXTERN PetscErrorCode TaoComputeJacobianInequality(Tao, Vec, Mat, Mat);
196: PETSC_EXTERN PetscErrorCode TaoComputeJacobianDesign(Tao, Vec, Mat);

198: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessian(Tao, Vec, Mat, Mat, void*);
199: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianColor(Tao, Vec, Mat, Mat, void*);
200: PETSC_EXTERN PetscErrorCode TaoDefaultComputeHessianMFFD(Tao, Vec, Mat, Mat, void*);
201: PETSC_EXTERN PetscErrorCode TaoComputeDualVariables(Tao, Vec, Vec);
202: PETSC_EXTERN PetscErrorCode TaoSetVariableBounds(Tao, Vec, Vec);
203: PETSC_EXTERN PetscErrorCode TaoGetVariableBounds(Tao, Vec*, Vec*);
204: PETSC_EXTERN PetscErrorCode TaoGetDualVariables(Tao, Vec*, Vec*);
205: PETSC_EXTERN PetscErrorCode TaoSetInequalityBounds(Tao, Vec, Vec);
206: PETSC_EXTERN PetscErrorCode TaoGetInequalityBounds(Tao, Vec*, Vec*);
207: PETSC_EXTERN PetscErrorCode TaoSetVariableBoundsRoutine(Tao, PetscErrorCode(*)(Tao, Vec, Vec, void*), void*);
208: PETSC_EXTERN PetscErrorCode TaoComputeVariableBounds(Tao);

210: PETSC_EXTERN PetscErrorCode TaoGetTolerances(Tao, PetscReal*, PetscReal*, PetscReal*);
211: PETSC_EXTERN PetscErrorCode TaoSetTolerances(Tao, PetscReal, PetscReal, PetscReal);
212: PETSC_EXTERN PetscErrorCode TaoGetConstraintTolerances(Tao, PetscReal*, PetscReal*);
213: PETSC_EXTERN PetscErrorCode TaoSetConstraintTolerances(Tao, PetscReal, PetscReal);
214: PETSC_EXTERN PetscErrorCode TaoSetFunctionLowerBound(Tao, PetscReal);
215: PETSC_EXTERN PetscErrorCode TaoSetInitialTrustRegionRadius(Tao, PetscReal);
216: PETSC_EXTERN PetscErrorCode TaoSetMaximumIterations(Tao, PetscInt);
217: PETSC_EXTERN PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao, PetscInt);
218: PETSC_EXTERN PetscErrorCode TaoGetFunctionLowerBound(Tao, PetscReal*);
219: PETSC_EXTERN PetscErrorCode TaoGetInitialTrustRegionRadius(Tao, PetscReal*);
220: PETSC_EXTERN PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao, PetscReal*);
221: PETSC_EXTERN PetscErrorCode TaoGetMaximumIterations(Tao, PetscInt*);
222: PETSC_EXTERN PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao, PetscInt*);
223: PETSC_EXTERN PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao, PetscInt*);
224: PETSC_EXTERN PetscErrorCode TaoGetIterationNumber(Tao, PetscInt*);
225: PETSC_EXTERN PetscErrorCode TaoSetIterationNumber(Tao, PetscInt);
226: PETSC_EXTERN PetscErrorCode TaoGetTotalIterationNumber(Tao, PetscInt*);
227: PETSC_EXTERN PetscErrorCode TaoSetTotalIterationNumber(Tao, PetscInt);
228: PETSC_EXTERN PetscErrorCode TaoGetResidualNorm(Tao,PetscReal*);
229: PETSC_EXTERN PetscErrorCode TaoGetObjective(Tao,PetscReal*);

231: PETSC_EXTERN PetscErrorCode TaoAppendOptionsPrefix(Tao, const char p[]);
232: PETSC_EXTERN PetscErrorCode TaoGetOptionsPrefix(Tao, const char *p[]);
233: PETSC_EXTERN PetscErrorCode TaoResetStatistics(Tao);
234: PETSC_EXTERN PetscErrorCode TaoSetUpdate(Tao, PetscErrorCode(*)(Tao, PetscInt, void*), void*);

236: PETSC_EXTERN PetscErrorCode TaoGetKSP(Tao, KSP*);
237: PETSC_EXTERN PetscErrorCode TaoGetLinearSolveIterations(Tao,PetscInt *);

239:  #include <petsctaolinesearch.h>
240: PETSC_EXTERN PetscErrorCode TaoLineSearchUseTaoRoutines(TaoLineSearch, Tao);
241: PETSC_EXTERN PetscErrorCode TaoGetLineSearch(Tao, TaoLineSearch*);

243: PETSC_EXTERN PetscErrorCode TaoSetConvergenceHistory(Tao,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt,PetscBool);
244: PETSC_EXTERN PetscErrorCode TaoGetConvergenceHistory(Tao,PetscReal**,PetscReal**,PetscReal**,PetscInt**,PetscInt*);
245: PETSC_EXTERN PetscErrorCode TaoSetMonitor(Tao, PetscErrorCode (*)(Tao,void*),void *,PetscErrorCode (*)(void**));
246: PETSC_EXTERN PetscErrorCode TaoCancelMonitors(Tao);
247: PETSC_EXTERN PetscErrorCode TaoMonitorDefault(Tao, void*);
248: PETSC_DEPRECATED_FUNCTION("Use TaoMonitorDefault() (since version 3.9)") PETSC_STATIC_INLINE PetscErrorCode TaoDefaultMonitor(Tao tao, void*ctx) {return TaoMonitorDefault(tao,ctx);}
249: PETSC_EXTERN PetscErrorCode TaoDefaultGMonitor(Tao, void*);
250: PETSC_EXTERN PetscErrorCode TaoDefaultSMonitor(Tao, void*);
251: PETSC_EXTERN PetscErrorCode TaoDefaultCMonitor(Tao, void*);
252: PETSC_EXTERN PetscErrorCode TaoSolutionMonitor(Tao, void*);
253: PETSC_EXTERN PetscErrorCode TaoResidualMonitor(Tao, void*);
254: PETSC_EXTERN PetscErrorCode TaoGradientMonitor(Tao, void*);
255: PETSC_EXTERN PetscErrorCode TaoStepDirectionMonitor(Tao, void*);
256: PETSC_EXTERN PetscErrorCode TaoDrawSolutionMonitor(Tao, void*);
257: PETSC_EXTERN PetscErrorCode TaoDrawStepMonitor(Tao, void*);
258: PETSC_EXTERN PetscErrorCode TaoDrawGradientMonitor(Tao, void*);
259: PETSC_EXTERN PetscErrorCode TaoAddLineSearchCounts(Tao);

261: PETSC_EXTERN PetscErrorCode TaoDefaultConvergenceTest(Tao,void*);
262: PETSC_EXTERN PetscErrorCode TaoSetConvergenceTest(Tao, PetscErrorCode (*)(Tao, void*),void *);

264: PETSC_EXTERN PetscErrorCode TaoSQPCONSetStateDesignIS(Tao, IS, IS);
265: PETSC_EXTERN PetscErrorCode TaoLCLSetStateDesignIS(Tao, IS, IS);
266: PETSC_EXTERN PetscErrorCode TaoMonitor(Tao, PetscInt, PetscReal, PetscReal, PetscReal, PetscReal);
267: typedef struct _n_TaoMonitorDrawCtx* TaoMonitorDrawCtx;
268: PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm,const char[],const char[],int,int,int,int,PetscInt,TaoMonitorDrawCtx*);
269: PETSC_EXTERN PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx*);

271: PETSC_EXTERN PetscErrorCode TaoBRGNGetSubsolver(Tao,Tao *);
272: PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao,PetscErrorCode (*)(Tao,Vec,PetscReal*,Vec,void*),void*);
273: PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao,Mat,PetscErrorCode (*)(Tao,Vec,Mat,void*),void*);
274: PETSC_EXTERN PetscErrorCode TaoBRGNSetRegularizerWeight(Tao,PetscReal);
275: PETSC_EXTERN PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao,PetscReal);
276: PETSC_EXTERN PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao,Mat);
277: #endif