Actual source code: taosolver.c
1: #include <petsc/private/taoimpl.h>
2: #include <petsc/private/snesimpl.h>
4: PetscBool TaoRegisterAllCalled = PETSC_FALSE;
5: PetscFunctionList TaoList = NULL;
7: PetscClassId TAO_CLASSID;
9: PetscLogEvent TAO_Solve;
10: PetscLogEvent TAO_ObjectiveEval;
11: PetscLogEvent TAO_GradientEval;
12: PetscLogEvent TAO_ObjGradEval;
13: PetscLogEvent TAO_HessianEval;
14: PetscLogEvent TAO_JacobianEval;
15: PetscLogEvent TAO_ConstraintsEval;
17: const char *TaoSubSetTypes[] = {"subvec", "mask", "matrixfree", "TaoSubSetType", "TAO_SUBSET_", NULL};
19: struct _n_TaoMonitorDrawCtx {
20: PetscViewer viewer;
21: PetscInt howoften; /* when > 0 uses iteration % howoften, when negative only final solution plotted */
22: };
24: static PetscErrorCode KSPPreSolve_TAOEW_Private(KSP ksp, Vec b, Vec x, void *ctx)
25: {
26: Tao tao = (Tao)ctx;
27: SNES snes_ewdummy = tao->snes_ewdummy;
29: PetscFunctionBegin;
30: if (!snes_ewdummy) PetscFunctionReturn(PETSC_SUCCESS);
31: /* populate snes_ewdummy struct values used in KSPPreSolve_SNESEW */
32: snes_ewdummy->vec_func = b;
33: snes_ewdummy->rtol = tao->gttol;
34: snes_ewdummy->iter = tao->niter;
35: PetscCall(VecNorm(b, NORM_2, &snes_ewdummy->norm));
36: PetscCall(KSPPreSolve_SNESEW(ksp, b, x, snes_ewdummy));
37: snes_ewdummy->vec_func = NULL;
38: PetscFunctionReturn(PETSC_SUCCESS);
39: }
41: static PetscErrorCode KSPPostSolve_TAOEW_Private(KSP ksp, Vec b, Vec x, void *ctx)
42: {
43: Tao tao = (Tao)ctx;
44: SNES snes_ewdummy = tao->snes_ewdummy;
46: PetscFunctionBegin;
47: if (!snes_ewdummy) PetscFunctionReturn(PETSC_SUCCESS);
48: PetscCall(KSPPostSolve_SNESEW(ksp, b, x, snes_ewdummy));
49: PetscFunctionReturn(PETSC_SUCCESS);
50: }
52: static PetscErrorCode TaoSetUpEW_Private(Tao tao)
53: {
54: SNESKSPEW *kctx;
55: const char *ewprefix;
57: PetscFunctionBegin;
58: if (!tao->ksp) PetscFunctionReturn(PETSC_SUCCESS);
59: if (tao->ksp_ewconv) {
60: if (!tao->snes_ewdummy) PetscCall(SNESCreate(PetscObjectComm((PetscObject)tao), &tao->snes_ewdummy));
61: tao->snes_ewdummy->ksp_ewconv = PETSC_TRUE;
62: PetscCall(KSPSetPreSolve(tao->ksp, KSPPreSolve_TAOEW_Private, tao));
63: PetscCall(KSPSetPostSolve(tao->ksp, KSPPostSolve_TAOEW_Private, tao));
65: PetscCall(KSPGetOptionsPrefix(tao->ksp, &ewprefix));
66: kctx = (SNESKSPEW *)tao->snes_ewdummy->kspconvctx;
67: PetscCall(SNESEWSetFromOptions_Private(kctx, PETSC_FALSE, PetscObjectComm((PetscObject)tao), ewprefix));
68: } else PetscCall(SNESDestroy(&tao->snes_ewdummy));
69: PetscFunctionReturn(PETSC_SUCCESS);
70: }
72: /*@
73: TaoParametersInitialize - Sets all the parameters in `tao` to their default value (when `TaoCreate()` was called) if they
74: currently contain default values. Default values are the parameter values when the object's type is set.
76: Collective
78: Input Parameter:
79: . tao - the `Tao` object
81: Level: developer
83: Developer Note:
84: This is called by all the `TaoCreate_XXX()` routines.
86: .seealso: [](ch_snes), `Tao`, `TaoSolve()`, `TaoDestroy()`,
87: `PetscObjectParameterSetDefault()`
88: @*/
89: PetscErrorCode TaoParametersInitialize(Tao tao)
90: {
91: PetscObjectParameterSetDefault(tao, max_it, 10000);
92: PetscObjectParameterSetDefault(tao, max_funcs, PETSC_UNLIMITED);
93: PetscObjectParameterSetDefault(tao, gatol, PetscDefined(USE_REAL_SINGLE) ? 1e-5 : 1e-8);
94: PetscObjectParameterSetDefault(tao, grtol, PetscDefined(USE_REAL_SINGLE) ? 1e-5 : 1e-8);
95: PetscObjectParameterSetDefault(tao, crtol, PetscDefined(USE_REAL_SINGLE) ? 1e-5 : 1e-8);
96: PetscObjectParameterSetDefault(tao, catol, PetscDefined(USE_REAL_SINGLE) ? 1e-5 : 1e-8);
97: PetscObjectParameterSetDefault(tao, gttol, 0.0);
98: PetscObjectParameterSetDefault(tao, steptol, 0.0);
99: PetscObjectParameterSetDefault(tao, fmin, PETSC_NINFINITY);
100: PetscObjectParameterSetDefault(tao, trust0, PETSC_INFINITY);
101: return PETSC_SUCCESS;
102: }
104: /*@
105: TaoCreate - Creates a Tao solver
107: Collective
109: Input Parameter:
110: . comm - MPI communicator
112: Output Parameter:
113: . newtao - the new `Tao` context
115: Options Database Key:
116: . -tao_type - select which method Tao should use
118: Level: beginner
120: .seealso: [](ch_tao), `Tao`, `TaoSolve()`, `TaoDestroy()`, `TaoSetFromOptions()`, `TaoSetType()`
121: @*/
122: PetscErrorCode TaoCreate(MPI_Comm comm, Tao *newtao)
123: {
124: Tao tao;
126: PetscFunctionBegin;
127: PetscAssertPointer(newtao, 2);
128: PetscCall(TaoInitializePackage());
129: PetscCall(TaoLineSearchInitializePackage());
131: PetscCall(PetscHeaderCreate(tao, TAO_CLASSID, "Tao", "Optimization solver", "Tao", comm, TaoDestroy, TaoView));
132: tao->ops->convergencetest = TaoDefaultConvergenceTest;
134: tao->hist_reset = PETSC_TRUE;
135: PetscCall(TaoResetStatistics(tao));
136: *newtao = tao;
137: PetscFunctionReturn(PETSC_SUCCESS);
138: }
140: /*@
141: TaoSolve - Solves an optimization problem min F(x) s.t. l <= x <= u
143: Collective
145: Input Parameter:
146: . tao - the `Tao` context
148: Level: beginner
150: Notes:
151: The user must set up the `Tao` object with calls to `TaoSetSolution()`, `TaoSetObjective()`, `TaoSetGradient()`, and (if using 2nd order method) `TaoSetHessian()`.
153: You should call `TaoGetConvergedReason()` or run with `-tao_converged_reason` to determine if the optimization algorithm actually succeeded or
154: why it failed.
156: .seealso: [](ch_tao), `Tao`, `TaoCreate()`, `TaoSetObjective()`, `TaoSetGradient()`, `TaoSetHessian()`, `TaoGetConvergedReason()`, `TaoSetUp()`
157: @*/
158: PetscErrorCode TaoSolve(Tao tao)
159: {
160: static PetscBool set = PETSC_FALSE;
162: PetscFunctionBegin;
164: PetscCall(PetscCitationsRegister("@TechReport{tao-user-ref,\n"
165: "title = {Toolkit for Advanced Optimization (TAO) Users Manual},\n"
166: "author = {Todd Munson and Jason Sarich and Stefan Wild and Steve Benson and Lois Curfman McInnes},\n"
167: "Institution = {Argonne National Laboratory},\n"
168: "Year = 2014,\n"
169: "Number = {ANL/MCS-TM-322 - Revision 3.5},\n"
170: "url = {https://www.mcs.anl.gov/research/projects/tao/}\n}\n",
171: &set));
172: tao->header_printed = PETSC_FALSE;
173: PetscCall(TaoSetUp(tao));
174: PetscCall(TaoResetStatistics(tao));
175: if (tao->linesearch) PetscCall(TaoLineSearchReset(tao->linesearch));
177: PetscCall(PetscLogEventBegin(TAO_Solve, tao, 0, 0, 0));
178: PetscTryTypeMethod(tao, solve);
179: PetscCall(PetscLogEventEnd(TAO_Solve, tao, 0, 0, 0));
181: PetscCall(VecViewFromOptions(tao->solution, (PetscObject)tao, "-tao_view_solution"));
183: tao->ntotalits += tao->niter;
185: if (tao->printreason) {
186: PetscViewer viewer = PETSC_VIEWER_STDOUT_(((PetscObject)tao)->comm);
187: PetscCall(PetscViewerASCIIAddTab(viewer, ((PetscObject)tao)->tablevel));
188: if (tao->reason > 0) {
189: PetscCall(PetscViewerASCIIPrintf(viewer, " TAO %s solve converged due to %s iterations %" PetscInt_FMT "\n", ((PetscObject)tao)->prefix ? ((PetscObject)tao)->prefix : "", TaoConvergedReasons[tao->reason], tao->niter));
190: } else {
191: PetscCall(PetscViewerASCIIPrintf(viewer, " TAO %s solve did not converge due to %s iteration %" PetscInt_FMT "\n", ((PetscObject)tao)->prefix ? ((PetscObject)tao)->prefix : "", TaoConvergedReasons[tao->reason], tao->niter));
192: }
193: PetscCall(PetscViewerASCIISubtractTab(viewer, ((PetscObject)tao)->tablevel));
194: }
195: PetscCall(TaoViewFromOptions(tao, NULL, "-tao_view"));
196: PetscFunctionReturn(PETSC_SUCCESS);
197: }
199: /*@
200: TaoSetUp - Sets up the internal data structures for the later use
201: of a Tao solver
203: Collective
205: Input Parameter:
206: . tao - the `Tao` context
208: Level: advanced
210: Note:
211: The user will not need to explicitly call `TaoSetUp()`, as it will
212: automatically be called in `TaoSolve()`. However, if the user
213: desires to call it explicitly, it should come after `TaoCreate()`
214: and any TaoSetSomething() routines, but before `TaoSolve()`.
216: .seealso: [](ch_tao), `Tao`, `TaoCreate()`, `TaoSolve()`
217: @*/
218: PetscErrorCode TaoSetUp(Tao tao)
219: {
220: PetscFunctionBegin;
222: if (tao->setupcalled) PetscFunctionReturn(PETSC_SUCCESS);
223: PetscCall(TaoSetUpEW_Private(tao));
224: PetscCheck(tao->solution, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_WRONGSTATE, "Must call TaoSetSolution");
225: PetscTryTypeMethod(tao, setup);
226: tao->setupcalled = PETSC_TRUE;
227: PetscFunctionReturn(PETSC_SUCCESS);
228: }
230: /*@
231: TaoDestroy - Destroys the `Tao` context that was created with `TaoCreate()`
233: Collective
235: Input Parameter:
236: . tao - the `Tao` context
238: Level: beginner
240: .seealso: [](ch_tao), `Tao`, `TaoCreate()`, `TaoSolve()`
241: @*/
242: PetscErrorCode TaoDestroy(Tao *tao)
243: {
244: PetscFunctionBegin;
245: if (!*tao) PetscFunctionReturn(PETSC_SUCCESS);
247: if (--((PetscObject)*tao)->refct > 0) {
248: *tao = NULL;
249: PetscFunctionReturn(PETSC_SUCCESS);
250: }
252: PetscTryTypeMethod(*tao, destroy);
253: PetscCall(KSPDestroy(&(*tao)->ksp));
254: PetscCall(SNESDestroy(&(*tao)->snes_ewdummy));
255: PetscCall(TaoLineSearchDestroy(&(*tao)->linesearch));
257: if ((*tao)->ops->convergencedestroy) {
258: PetscCall((*(*tao)->ops->convergencedestroy)((*tao)->cnvP));
259: if ((*tao)->jacobian_state_inv) PetscCall(MatDestroy(&(*tao)->jacobian_state_inv));
260: }
261: PetscCall(VecDestroy(&(*tao)->solution));
262: PetscCall(VecDestroy(&(*tao)->gradient));
263: PetscCall(VecDestroy(&(*tao)->ls_res));
265: if ((*tao)->gradient_norm) {
266: PetscCall(PetscObjectDereference((PetscObject)(*tao)->gradient_norm));
267: PetscCall(VecDestroy(&(*tao)->gradient_norm_tmp));
268: }
270: PetscCall(VecDestroy(&(*tao)->XL));
271: PetscCall(VecDestroy(&(*tao)->XU));
272: PetscCall(VecDestroy(&(*tao)->IL));
273: PetscCall(VecDestroy(&(*tao)->IU));
274: PetscCall(VecDestroy(&(*tao)->DE));
275: PetscCall(VecDestroy(&(*tao)->DI));
276: PetscCall(VecDestroy(&(*tao)->constraints));
277: PetscCall(VecDestroy(&(*tao)->constraints_equality));
278: PetscCall(VecDestroy(&(*tao)->constraints_inequality));
279: PetscCall(VecDestroy(&(*tao)->stepdirection));
280: PetscCall(MatDestroy(&(*tao)->hessian_pre));
281: PetscCall(MatDestroy(&(*tao)->hessian));
282: PetscCall(MatDestroy(&(*tao)->ls_jac));
283: PetscCall(MatDestroy(&(*tao)->ls_jac_pre));
284: PetscCall(MatDestroy(&(*tao)->jacobian_pre));
285: PetscCall(MatDestroy(&(*tao)->jacobian));
286: PetscCall(MatDestroy(&(*tao)->jacobian_state_pre));
287: PetscCall(MatDestroy(&(*tao)->jacobian_state));
288: PetscCall(MatDestroy(&(*tao)->jacobian_state_inv));
289: PetscCall(MatDestroy(&(*tao)->jacobian_design));
290: PetscCall(MatDestroy(&(*tao)->jacobian_equality));
291: PetscCall(MatDestroy(&(*tao)->jacobian_equality_pre));
292: PetscCall(MatDestroy(&(*tao)->jacobian_inequality));
293: PetscCall(MatDestroy(&(*tao)->jacobian_inequality_pre));
294: PetscCall(ISDestroy(&(*tao)->state_is));
295: PetscCall(ISDestroy(&(*tao)->design_is));
296: PetscCall(VecDestroy(&(*tao)->res_weights_v));
297: PetscCall(TaoMonitorCancel(*tao));
298: if ((*tao)->hist_malloc) PetscCall(PetscFree4((*tao)->hist_obj, (*tao)->hist_resid, (*tao)->hist_cnorm, (*tao)->hist_lits));
299: if ((*tao)->res_weights_n) {
300: PetscCall(PetscFree((*tao)->res_weights_rows));
301: PetscCall(PetscFree((*tao)->res_weights_cols));
302: PetscCall(PetscFree((*tao)->res_weights_w));
303: }
304: PetscCall(PetscHeaderDestroy(tao));
305: PetscFunctionReturn(PETSC_SUCCESS);
306: }
308: /*@
309: TaoKSPSetUseEW - Sets `SNES` to use Eisenstat-Walker method {cite}`ew96`for computing relative tolerance for linear solvers.
311: Logically Collective
313: Input Parameters:
314: + tao - Tao context
315: - flag - `PETSC_TRUE` or `PETSC_FALSE`
317: Level: advanced
319: Note:
320: See `SNESKSPSetUseEW()` for customization details.
322: .seealso: [](ch_tao), `Tao`, `SNESKSPSetUseEW()`
323: @*/
324: PetscErrorCode TaoKSPSetUseEW(Tao tao, PetscBool flag)
325: {
326: PetscFunctionBegin;
329: tao->ksp_ewconv = flag;
330: PetscFunctionReturn(PETSC_SUCCESS);
331: }
333: /*@
334: TaoSetFromOptions - Sets various Tao parameters from the options database
336: Collective
338: Input Parameter:
339: . tao - the `Tao` solver context
341: Options Database Keys:
342: + -tao_type <type> - The algorithm that Tao uses (lmvm, nls, etc.)
343: . -tao_gatol <gatol> - absolute error tolerance for ||gradient||
344: . -tao_grtol <grtol> - relative error tolerance for ||gradient||
345: . -tao_gttol <gttol> - reduction of ||gradient|| relative to initial gradient
346: . -tao_max_it <max> - sets maximum number of iterations
347: . -tao_max_funcs <max> - sets maximum number of function evaluations
348: . -tao_fmin <fmin> - stop if function value reaches fmin
349: . -tao_steptol <tol> - stop if trust region radius less than <tol>
350: . -tao_trust0 <t> - initial trust region radius
351: . -tao_view_solution - view the solution at the end of the optimization process
352: . -tao_monitor - prints function value and residual norm at each iteration
353: . -tao_monitor_short - same as `-tao_monitor`, but truncates very small values
354: . -tao_monitor_constraint_norm - prints objective value, gradient, and constraint norm at each iteration
355: . -tao_monitor_globalization - prints information about the globalization at each iteration
356: . -tao_monitor_solution - prints solution vector at each iteration
357: . -tao_monitor_ls_residual - prints least-squares residual vector at each iteration
358: . -tao_monitor_step - prints step vector at each iteration
359: . -tao_monitor_gradient - prints gradient vector at each iteration
360: . -tao_monitor_solution_draw - graphically view solution vector at each iteration
361: . -tao_monitor_step_draw - graphically view step vector at each iteration
362: . -tao_monitor_gradient_draw - graphically view gradient at each iteration
363: . -tao_monitor_cancel - cancels all monitors (except those set with command line)
364: . -tao_fd_gradient - use gradient computed with finite differences
365: . -tao_fd_hessian - use hessian computed with finite differences
366: . -tao_mf_hessian - use matrix-free Hessian computed with finite differences
367: . -tao_view - prints information about the Tao after solving
368: - -tao_converged_reason - prints the reason Tao stopped iterating
370: Level: beginner
372: Note:
373: To see all options, run your program with the `-help` option or consult the
374: user's manual. Should be called after `TaoCreate()` but before `TaoSolve()`
376: .seealso: [](ch_tao), `Tao`, `TaoCreate()`, `TaoSolve()`
377: @*/
378: PetscErrorCode TaoSetFromOptions(Tao tao)
379: {
380: TaoType default_type = TAOLMVM;
381: char type[256], monfilename[PETSC_MAX_PATH_LEN];
382: PetscViewer monviewer;
383: PetscBool flg, found;
384: MPI_Comm comm;
385: PetscReal catol, crtol, gatol, grtol, gttol;
387: PetscFunctionBegin;
389: PetscCall(PetscObjectGetComm((PetscObject)tao, &comm));
391: if (((PetscObject)tao)->type_name) default_type = ((PetscObject)tao)->type_name;
393: PetscObjectOptionsBegin((PetscObject)tao);
394: /* Check for type from options */
395: PetscCall(PetscOptionsFList("-tao_type", "Tao Solver type", "TaoSetType", TaoList, default_type, type, 256, &flg));
396: if (flg) {
397: PetscCall(TaoSetType(tao, type));
398: } else if (!((PetscObject)tao)->type_name) {
399: PetscCall(TaoSetType(tao, default_type));
400: }
402: /* Tao solvers do not set the prefix, set it here if not yet done
403: We do it after SetType since solver may have been changed */
404: if (tao->linesearch) {
405: const char *prefix;
406: PetscCall(TaoLineSearchGetOptionsPrefix(tao->linesearch, &prefix));
407: if (!prefix) PetscCall(TaoLineSearchSetOptionsPrefix(tao->linesearch, ((PetscObject)tao)->prefix));
408: }
410: catol = tao->catol;
411: crtol = tao->crtol;
412: PetscCall(PetscOptionsReal("-tao_catol", "Stop if constraints violations within", "TaoSetConstraintTolerances", tao->catol, &catol, NULL));
413: PetscCall(PetscOptionsReal("-tao_crtol", "Stop if relative constraint violations within", "TaoSetConstraintTolerances", tao->crtol, &crtol, NULL));
414: PetscCall(TaoSetConstraintTolerances(tao, catol, crtol));
416: gatol = tao->gatol;
417: grtol = tao->grtol;
418: gttol = tao->gttol;
419: PetscCall(PetscOptionsReal("-tao_gatol", "Stop if norm of gradient less than", "TaoSetTolerances", tao->gatol, &gatol, NULL));
420: PetscCall(PetscOptionsReal("-tao_grtol", "Stop if norm of gradient divided by the function value is less than", "TaoSetTolerances", tao->grtol, &grtol, NULL));
421: PetscCall(PetscOptionsReal("-tao_gttol", "Stop if the norm of the gradient is less than the norm of the initial gradient times tol", "TaoSetTolerances", tao->gttol, >tol, NULL));
422: PetscCall(TaoSetTolerances(tao, gatol, grtol, gttol));
424: PetscCall(PetscOptionsInt("-tao_max_it", "Stop if iteration number exceeds", "TaoSetMaximumIterations", tao->max_it, &tao->max_it, &flg));
425: if (flg) PetscCall(TaoSetMaximumIterations(tao, tao->max_it));
427: PetscCall(PetscOptionsInt("-tao_max_funcs", "Stop if number of function evaluations exceeds", "TaoSetMaximumFunctionEvaluations", tao->max_funcs, &tao->max_funcs, &flg));
428: if (flg) PetscCall(TaoSetMaximumFunctionEvaluations(tao, tao->max_funcs));
430: PetscCall(PetscOptionsReal("-tao_fmin", "Stop if function less than", "TaoSetFunctionLowerBound", tao->fmin, &tao->fmin, NULL));
431: PetscCall(PetscOptionsBoundedReal("-tao_steptol", "Stop if step size or trust region radius less than", "", tao->steptol, &tao->steptol, NULL, 0));
432: PetscCall(PetscOptionsReal("-tao_trust0", "Initial trust region radius", "TaoSetInitialTrustRegionRadius", tao->trust0, &tao->trust0, &flg));
433: if (flg) PetscCall(TaoSetInitialTrustRegionRadius(tao, tao->trust0));
435: PetscCall(PetscOptionsDeprecated("-tao_solution_monitor", "-tao_monitor_solution", "3.21", NULL));
436: PetscCall(PetscOptionsDeprecated("-tao_gradient_monitor", "-tao_monitor_gradient", "3.21", NULL));
437: PetscCall(PetscOptionsDeprecated("-tao_stepdirection_monitor", "-tao_monitor_step", "3.21", NULL));
438: PetscCall(PetscOptionsDeprecated("-tao_residual_monitor", "-tao_monitor_residual", "3.21", NULL));
439: PetscCall(PetscOptionsDeprecated("-tao_smonitor", "-tao_monitor_short", "3.21", NULL));
440: PetscCall(PetscOptionsDeprecated("-tao_cmonitor", "-tao_monitor_constraint_norm", "3.21", NULL));
441: PetscCall(PetscOptionsDeprecated("-tao_gmonitor", "-tao_monitor_globalization", "3.21", NULL));
442: PetscCall(PetscOptionsDeprecated("-tao_draw_solution", "-tao_monitor_solution_draw", "3.21", NULL));
443: PetscCall(PetscOptionsDeprecated("-tao_draw_gradient", "-tao_monitor_gradient_draw", "3.21", NULL));
444: PetscCall(PetscOptionsDeprecated("-tao_draw_step", "-tao_monitor_step_draw", "3.21", NULL));
446: PetscCall(PetscOptionsString("-tao_monitor_solution", "View solution vector after each iteration", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
447: if (flg) {
448: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
449: PetscCall(TaoMonitorSet(tao, TaoMonitorSolution, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
450: }
452: PetscCall(PetscOptionsBool("-tao_converged_reason", "Print reason for Tao converged", "TaoSolve", tao->printreason, &tao->printreason, NULL));
453: PetscCall(PetscOptionsString("-tao_monitor_gradient", "View gradient vector for each iteration", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
454: if (flg) {
455: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
456: PetscCall(TaoMonitorSet(tao, TaoMonitorGradient, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
457: }
459: PetscCall(PetscOptionsString("-tao_monitor_step", "View step vector after each iteration", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
460: if (flg) {
461: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
462: PetscCall(TaoMonitorSet(tao, TaoMonitorStep, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
463: }
465: PetscCall(PetscOptionsString("-tao_monitor_residual", "View least-squares residual vector after each iteration", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
466: if (flg) {
467: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
468: PetscCall(TaoMonitorSet(tao, TaoMonitorResidual, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
469: }
471: PetscCall(PetscOptionsString("-tao_monitor", "Use the default convergence monitor", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
472: if (flg) {
473: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
474: PetscCall(TaoMonitorSet(tao, TaoMonitorDefault, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
475: }
477: PetscCall(PetscOptionsString("-tao_monitor_globalization", "Use the convergence monitor with extra globalization info", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
478: if (flg) {
479: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
480: PetscCall(TaoMonitorSet(tao, TaoMonitorGlobalization, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
481: }
483: PetscCall(PetscOptionsString("-tao_monitor_short", "Use the short convergence monitor", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
484: if (flg) {
485: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
486: PetscCall(TaoMonitorSet(tao, TaoMonitorDefaultShort, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
487: }
489: PetscCall(PetscOptionsString("-tao_monitor_constraint_norm", "Use the default convergence monitor with constraint norm", "TaoMonitorSet", "stdout", monfilename, sizeof(monfilename), &flg));
490: if (flg) {
491: PetscCall(PetscViewerASCIIOpen(comm, monfilename, &monviewer));
492: PetscCall(TaoMonitorSet(tao, TaoMonitorConstraintNorm, monviewer, (PetscCtxDestroyFn *)PetscViewerDestroy));
493: }
495: flg = PETSC_FALSE;
496: PetscCall(PetscOptionsDeprecated("-tao_cancelmonitors", "-tao_monitor_cancel", "3.21", NULL));
497: PetscCall(PetscOptionsBool("-tao_monitor_cancel", "cancel all monitors and call any registered destroy routines", "TaoMonitorCancel", flg, &flg, NULL));
498: if (flg) PetscCall(TaoMonitorCancel(tao));
500: flg = PETSC_FALSE;
501: PetscCall(PetscOptionsBool("-tao_monitor_solution_draw", "Plot solution vector at each iteration", "TaoMonitorSet", flg, &flg, NULL));
502: if (flg) {
503: TaoMonitorDrawCtx drawctx;
504: PetscInt howoften = 1;
505: PetscCall(TaoMonitorDrawCtxCreate(PetscObjectComm((PetscObject)tao), NULL, NULL, PETSC_DECIDE, PETSC_DECIDE, 300, 300, howoften, &drawctx));
506: PetscCall(TaoMonitorSet(tao, TaoMonitorSolutionDraw, drawctx, (PetscCtxDestroyFn *)TaoMonitorDrawCtxDestroy));
507: }
509: flg = PETSC_FALSE;
510: PetscCall(PetscOptionsBool("-tao_monitor_step_draw", "Plots step at each iteration", "TaoMonitorSet", flg, &flg, NULL));
511: if (flg) PetscCall(TaoMonitorSet(tao, TaoMonitorStepDraw, NULL, NULL));
513: flg = PETSC_FALSE;
514: PetscCall(PetscOptionsBool("-tao_monitor_gradient_draw", "plots gradient at each iteration", "TaoMonitorSet", flg, &flg, NULL));
515: if (flg) {
516: TaoMonitorDrawCtx drawctx;
517: PetscInt howoften = 1;
518: PetscCall(TaoMonitorDrawCtxCreate(PetscObjectComm((PetscObject)tao), NULL, NULL, PETSC_DECIDE, PETSC_DECIDE, 300, 300, howoften, &drawctx));
519: PetscCall(TaoMonitorSet(tao, TaoMonitorGradientDraw, drawctx, (PetscCtxDestroyFn *)TaoMonitorDrawCtxDestroy));
520: }
521: flg = PETSC_FALSE;
522: PetscCall(PetscOptionsBool("-tao_fd_gradient", "compute gradient using finite differences", "TaoDefaultComputeGradient", flg, &flg, NULL));
523: if (flg) PetscCall(TaoSetGradient(tao, NULL, TaoDefaultComputeGradient, NULL));
524: flg = PETSC_FALSE;
525: PetscCall(PetscOptionsBool("-tao_fd_hessian", "compute Hessian using finite differences", "TaoDefaultComputeHessian", flg, &flg, NULL));
526: if (flg) {
527: Mat H;
529: PetscCall(MatCreate(PetscObjectComm((PetscObject)tao), &H));
530: PetscCall(MatSetType(H, MATAIJ));
531: PetscCall(TaoSetHessian(tao, H, H, TaoDefaultComputeHessian, NULL));
532: PetscCall(MatDestroy(&H));
533: }
534: flg = PETSC_FALSE;
535: PetscCall(PetscOptionsBool("-tao_mf_hessian", "compute matrix-free Hessian using finite differences", "TaoDefaultComputeHessianMFFD", flg, &flg, NULL));
536: if (flg) {
537: Mat H;
539: PetscCall(MatCreate(PetscObjectComm((PetscObject)tao), &H));
540: PetscCall(TaoSetHessian(tao, H, H, TaoDefaultComputeHessianMFFD, NULL));
541: PetscCall(MatDestroy(&H));
542: }
543: PetscCall(PetscOptionsBool("-tao_recycle_history", "enable recycling/re-using information from the previous TaoSolve() call for some algorithms", "TaoSetRecycleHistory", flg, &flg, &found));
544: if (found) PetscCall(TaoSetRecycleHistory(tao, flg));
545: PetscCall(PetscOptionsEnum("-tao_subset_type", "subset type", "", TaoSubSetTypes, (PetscEnum)tao->subset_type, (PetscEnum *)&tao->subset_type, NULL));
547: if (tao->ksp) {
548: PetscCall(PetscOptionsBool("-tao_ksp_ew", "Use Eisentat-Walker linear system convergence test", "TaoKSPSetUseEW", tao->ksp_ewconv, &tao->ksp_ewconv, NULL));
549: PetscCall(TaoKSPSetUseEW(tao, tao->ksp_ewconv));
550: }
552: PetscTryTypeMethod(tao, setfromoptions, PetscOptionsObject);
554: /* process any options handlers added with PetscObjectAddOptionsHandler() */
555: PetscCall(PetscObjectProcessOptionsHandlers((PetscObject)tao, PetscOptionsObject));
556: PetscOptionsEnd();
558: if (tao->linesearch) PetscCall(TaoLineSearchSetFromOptions(tao->linesearch));
559: PetscFunctionReturn(PETSC_SUCCESS);
560: }
562: /*@
563: TaoViewFromOptions - View a `Tao` object based on values in the options database
565: Collective
567: Input Parameters:
568: + A - the `Tao` context
569: . obj - Optional object that provides the prefix for the options database
570: - name - command line option
572: Level: intermediate
574: .seealso: [](ch_tao), `Tao`, `TaoView`, `PetscObjectViewFromOptions()`, `TaoCreate()`
575: @*/
576: PetscErrorCode TaoViewFromOptions(Tao A, PetscObject obj, const char name[])
577: {
578: PetscFunctionBegin;
580: PetscCall(PetscObjectViewFromOptions((PetscObject)A, obj, name));
581: PetscFunctionReturn(PETSC_SUCCESS);
582: }
584: /*@
585: TaoView - Prints information about the `Tao` object
587: Collective
589: Input Parameters:
590: + tao - the `Tao` context
591: - viewer - visualization context
593: Options Database Key:
594: . -tao_view - Calls `TaoView()` at the end of `TaoSolve()`
596: Level: beginner
598: Notes:
599: The available visualization contexts include
600: + `PETSC_VIEWER_STDOUT_SELF` - standard output (default)
601: - `PETSC_VIEWER_STDOUT_WORLD` - synchronized standard
602: output where only the first processor opens
603: the file. All other processors send their
604: data to the first processor to print.
606: .seealso: [](ch_tao), `Tao`, `PetscViewerASCIIOpen()`
607: @*/
608: PetscErrorCode TaoView(Tao tao, PetscViewer viewer)
609: {
610: PetscBool isascii, isstring;
611: TaoType type;
613: PetscFunctionBegin;
615: if (!viewer) PetscCall(PetscViewerASCIIGetStdout(((PetscObject)tao)->comm, &viewer));
617: PetscCheckSameComm(tao, 1, viewer, 2);
619: PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
620: PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERSTRING, &isstring));
621: if (isascii) {
622: PetscCall(PetscObjectPrintClassNamePrefixType((PetscObject)tao, viewer));
624: PetscCall(PetscViewerASCIIPushTab(viewer));
625: PetscTryTypeMethod(tao, view, viewer);
626: if (tao->linesearch) PetscCall(TaoLineSearchView(tao->linesearch, viewer));
627: if (tao->ksp) {
628: PetscCall(KSPView(tao->ksp, viewer));
629: PetscCall(PetscViewerASCIIPrintf(viewer, "total KSP iterations: %" PetscInt_FMT "\n", tao->ksp_tot_its));
630: }
632: if (tao->XL || tao->XU) PetscCall(PetscViewerASCIIPrintf(viewer, "Active Set subset type: %s\n", TaoSubSetTypes[tao->subset_type]));
634: PetscCall(PetscViewerASCIIPrintf(viewer, "convergence tolerances: gatol=%g,", (double)tao->gatol));
635: PetscCall(PetscViewerASCIIPrintf(viewer, " grtol=%g,", (double)tao->grtol));
636: PetscCall(PetscViewerASCIIPrintf(viewer, " steptol=%g,", (double)tao->steptol));
637: PetscCall(PetscViewerASCIIPrintf(viewer, " gttol=%g\n", (double)tao->gttol));
638: PetscCall(PetscViewerASCIIPrintf(viewer, "Residual in Function/Gradient:=%g\n", (double)tao->residual));
640: if (tao->constrained) {
641: PetscCall(PetscViewerASCIIPrintf(viewer, "convergence tolerances:"));
642: PetscCall(PetscViewerASCIIPrintf(viewer, " catol=%g,", (double)tao->catol));
643: PetscCall(PetscViewerASCIIPrintf(viewer, " crtol=%g\n", (double)tao->crtol));
644: PetscCall(PetscViewerASCIIPrintf(viewer, "Residual in Constraints:=%g\n", (double)tao->cnorm));
645: }
647: if (tao->trust < tao->steptol) {
648: PetscCall(PetscViewerASCIIPrintf(viewer, "convergence tolerances: steptol=%g\n", (double)tao->steptol));
649: PetscCall(PetscViewerASCIIPrintf(viewer, "Final trust region radius:=%g\n", (double)tao->trust));
650: }
652: if (tao->fmin > -1.e25) PetscCall(PetscViewerASCIIPrintf(viewer, "convergence tolerances: function minimum=%g\n", (double)tao->fmin));
653: PetscCall(PetscViewerASCIIPrintf(viewer, "Objective value=%g\n", (double)tao->fc));
655: PetscCall(PetscViewerASCIIPrintf(viewer, "total number of iterations=%" PetscInt_FMT ", ", tao->niter));
656: PetscCall(PetscViewerASCIIPrintf(viewer, " (max: %" PetscInt_FMT ")\n", tao->max_it));
658: if (tao->nfuncs > 0) {
659: PetscCall(PetscViewerASCIIPrintf(viewer, "total number of function evaluations=%" PetscInt_FMT ",", tao->nfuncs));
660: if (tao->max_funcs == PETSC_UNLIMITED) PetscCall(PetscViewerASCIIPrintf(viewer, " (max: unlimited)\n"));
661: else PetscCall(PetscViewerASCIIPrintf(viewer, " (max: %" PetscInt_FMT ")\n", tao->max_funcs));
662: }
663: if (tao->ngrads > 0) {
664: PetscCall(PetscViewerASCIIPrintf(viewer, "total number of gradient evaluations=%" PetscInt_FMT ",", tao->ngrads));
665: if (tao->max_funcs == PETSC_UNLIMITED) PetscCall(PetscViewerASCIIPrintf(viewer, " (max: unlimited)\n"));
666: else PetscCall(PetscViewerASCIIPrintf(viewer, " (max: %" PetscInt_FMT ")\n", tao->max_funcs));
667: }
668: if (tao->nfuncgrads > 0) {
669: PetscCall(PetscViewerASCIIPrintf(viewer, "total number of function/gradient evaluations=%" PetscInt_FMT ",", tao->nfuncgrads));
670: if (tao->max_funcs == PETSC_UNLIMITED) PetscCall(PetscViewerASCIIPrintf(viewer, " (max: unlimited)\n"));
671: else PetscCall(PetscViewerASCIIPrintf(viewer, " (max: %" PetscInt_FMT ")\n", tao->max_funcs));
672: }
673: if (tao->nhess > 0) PetscCall(PetscViewerASCIIPrintf(viewer, "total number of Hessian evaluations=%" PetscInt_FMT "\n", tao->nhess));
674: if (tao->nconstraints > 0) PetscCall(PetscViewerASCIIPrintf(viewer, "total number of constraint function evaluations=%" PetscInt_FMT "\n", tao->nconstraints));
675: if (tao->njac > 0) PetscCall(PetscViewerASCIIPrintf(viewer, "total number of Jacobian evaluations=%" PetscInt_FMT "\n", tao->njac));
677: if (tao->reason > 0) {
678: PetscCall(PetscViewerASCIIPrintf(viewer, "Solution converged: "));
679: switch (tao->reason) {
680: case TAO_CONVERGED_GATOL:
681: PetscCall(PetscViewerASCIIPrintf(viewer, " ||g(X)|| <= gatol\n"));
682: break;
683: case TAO_CONVERGED_GRTOL:
684: PetscCall(PetscViewerASCIIPrintf(viewer, " ||g(X)||/|f(X)| <= grtol\n"));
685: break;
686: case TAO_CONVERGED_GTTOL:
687: PetscCall(PetscViewerASCIIPrintf(viewer, " ||g(X)||/||g(X0)|| <= gttol\n"));
688: break;
689: case TAO_CONVERGED_STEPTOL:
690: PetscCall(PetscViewerASCIIPrintf(viewer, " Steptol -- step size small\n"));
691: break;
692: case TAO_CONVERGED_MINF:
693: PetscCall(PetscViewerASCIIPrintf(viewer, " Minf -- f < fmin\n"));
694: break;
695: case TAO_CONVERGED_USER:
696: PetscCall(PetscViewerASCIIPrintf(viewer, " User Terminated\n"));
697: break;
698: default:
699: PetscCall(PetscViewerASCIIPrintf(viewer, " %d\n", tao->reason));
700: break;
701: }
702: } else if (tao->reason == TAO_CONTINUE_ITERATING) {
703: PetscCall(PetscViewerASCIIPrintf(viewer, "Solver never run\n"));
704: } else {
705: PetscCall(PetscViewerASCIIPrintf(viewer, "Solver failed: "));
706: switch (tao->reason) {
707: case TAO_DIVERGED_MAXITS:
708: PetscCall(PetscViewerASCIIPrintf(viewer, " Maximum Iterations\n"));
709: break;
710: case TAO_DIVERGED_NAN:
711: PetscCall(PetscViewerASCIIPrintf(viewer, " NAN or Inf encountered\n"));
712: break;
713: case TAO_DIVERGED_MAXFCN:
714: PetscCall(PetscViewerASCIIPrintf(viewer, " Maximum Function Evaluations\n"));
715: break;
716: case TAO_DIVERGED_LS_FAILURE:
717: PetscCall(PetscViewerASCIIPrintf(viewer, " Line Search Failure\n"));
718: break;
719: case TAO_DIVERGED_TR_REDUCTION:
720: PetscCall(PetscViewerASCIIPrintf(viewer, " Trust Region too small\n"));
721: break;
722: case TAO_DIVERGED_USER:
723: PetscCall(PetscViewerASCIIPrintf(viewer, " User Terminated\n"));
724: break;
725: default:
726: PetscCall(PetscViewerASCIIPrintf(viewer, " %d\n", tao->reason));
727: break;
728: }
729: }
730: PetscCall(PetscViewerASCIIPopTab(viewer));
731: } else if (isstring) {
732: PetscCall(TaoGetType(tao, &type));
733: PetscCall(PetscViewerStringSPrintf(viewer, " %-3.3s", type));
734: }
735: PetscFunctionReturn(PETSC_SUCCESS);
736: }
738: /*@
739: TaoSetRecycleHistory - Sets the boolean flag to enable/disable re-using
740: iterate information from the previous `TaoSolve()`. This feature is disabled by
741: default.
743: Logically Collective
745: Input Parameters:
746: + tao - the `Tao` context
747: - recycle - boolean flag
749: Options Database Key:
750: . -tao_recycle_history <true,false> - reuse the history
752: Level: intermediate
754: Notes:
755: For conjugate gradient methods (`TAOBNCG`), this re-uses the latest search direction
756: from the previous `TaoSolve()` call when computing the first search direction in a
757: new solution. By default, CG methods set the first search direction to the
758: negative gradient.
760: For quasi-Newton family of methods (`TAOBQNLS`, `TAOBQNKLS`, `TAOBQNKTR`, `TAOBQNKTL`), this re-uses
761: the accumulated quasi-Newton Hessian approximation from the previous `TaoSolve()`
762: call. By default, QN family of methods reset the initial Hessian approximation to
763: the identity matrix.
765: For any other algorithm, this setting has no effect.
767: .seealso: [](ch_tao), `Tao`, `TaoGetRecycleHistory()`, `TAOBNCG`, `TAOBQNLS`, `TAOBQNKLS`, `TAOBQNKTR`, `TAOBQNKTL`
768: @*/
769: PetscErrorCode TaoSetRecycleHistory(Tao tao, PetscBool recycle)
770: {
771: PetscFunctionBegin;
774: tao->recycle = recycle;
775: PetscFunctionReturn(PETSC_SUCCESS);
776: }
778: /*@
779: TaoGetRecycleHistory - Retrieve the boolean flag for re-using iterate information
780: from the previous `TaoSolve()`. This feature is disabled by default.
782: Logically Collective
784: Input Parameter:
785: . tao - the `Tao` context
787: Output Parameter:
788: . recycle - boolean flag
790: Level: intermediate
792: .seealso: [](ch_tao), `Tao`, `TaoSetRecycleHistory()`, `TAOBNCG`, `TAOBQNLS`, `TAOBQNKLS`, `TAOBQNKTR`, `TAOBQNKTL`
793: @*/
794: PetscErrorCode TaoGetRecycleHistory(Tao tao, PetscBool *recycle)
795: {
796: PetscFunctionBegin;
798: PetscAssertPointer(recycle, 2);
799: *recycle = tao->recycle;
800: PetscFunctionReturn(PETSC_SUCCESS);
801: }
803: /*@
804: TaoSetTolerances - Sets parameters used in `TaoSolve()` convergence tests
806: Logically Collective
808: Input Parameters:
809: + tao - the `Tao` context
810: . gatol - stop if norm of gradient is less than this
811: . grtol - stop if relative norm of gradient is less than this
812: - gttol - stop if norm of gradient is reduced by this factor
814: Options Database Keys:
815: + -tao_gatol <gatol> - Sets gatol
816: . -tao_grtol <grtol> - Sets grtol
817: - -tao_gttol <gttol> - Sets gttol
819: Stopping Criteria\:
820: .vb
821: ||g(X)|| <= gatol
822: ||g(X)|| / |f(X)| <= grtol
823: ||g(X)|| / ||g(X0)|| <= gttol
824: .ve
826: Level: beginner
828: Notes:
829: Use `PETSC_CURRENT` to leave one or more tolerances unchanged.
831: Use `PETSC_DETERMINE` to set one or more tolerances to their values when the `tao`object's type was set
833: Fortran Note:
834: Use `PETSC_CURRENT_REAL` or `PETSC_DETERMINE_REAL`
836: .seealso: [](ch_tao), `Tao`, `TaoConvergedReason`, `TaoGetTolerances()`
837: @*/
838: PetscErrorCode TaoSetTolerances(Tao tao, PetscReal gatol, PetscReal grtol, PetscReal gttol)
839: {
840: PetscFunctionBegin;
846: if (gatol == (PetscReal)PETSC_DETERMINE) {
847: tao->gatol = tao->default_gatol;
848: } else if (gatol != (PetscReal)PETSC_CURRENT) {
849: PetscCheck(gatol >= 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Negative gatol not allowed");
850: tao->gatol = gatol;
851: }
853: if (grtol == (PetscReal)PETSC_DETERMINE) {
854: tao->grtol = tao->default_grtol;
855: } else if (grtol != (PetscReal)PETSC_CURRENT) {
856: PetscCheck(grtol >= 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Negative grtol not allowed");
857: tao->grtol = grtol;
858: }
860: if (gttol == (PetscReal)PETSC_DETERMINE) {
861: tao->gttol = tao->default_gttol;
862: } else if (gttol != (PetscReal)PETSC_CURRENT) {
863: PetscCheck(gttol >= 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Negative gttol not allowed");
864: tao->gttol = gttol;
865: }
866: PetscFunctionReturn(PETSC_SUCCESS);
867: }
869: /*@
870: TaoSetConstraintTolerances - Sets constraint tolerance parameters used in `TaoSolve()` convergence tests
872: Logically Collective
874: Input Parameters:
875: + tao - the `Tao` context
876: . catol - absolute constraint tolerance, constraint norm must be less than `catol` for used for `gatol` convergence criteria
877: - crtol - relative constraint tolerance, constraint norm must be less than `crtol` for used for `gatol`, `gttol` convergence criteria
879: Options Database Keys:
880: + -tao_catol <catol> - Sets catol
881: - -tao_crtol <crtol> - Sets crtol
883: Level: intermediate
885: Notes:
886: Use `PETSC_CURRENT` to leave one or tolerance unchanged.
888: Use `PETSC_DETERMINE` to set one or more tolerances to their values when the `tao` object's type was set
890: Fortran Note:
891: Use `PETSC_CURRENT_REAL` or `PETSC_DETERMINE_REAL`
893: .seealso: [](ch_tao), `Tao`, `TaoConvergedReason`, `TaoGetTolerances()`, `TaoGetConstraintTolerances()`, `TaoSetTolerances()`
894: @*/
895: PetscErrorCode TaoSetConstraintTolerances(Tao tao, PetscReal catol, PetscReal crtol)
896: {
897: PetscFunctionBegin;
902: if (catol == (PetscReal)PETSC_DETERMINE) {
903: tao->catol = tao->default_catol;
904: } else if (catol != (PetscReal)PETSC_CURRENT) {
905: PetscCheck(catol >= 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Negative catol not allowed");
906: tao->catol = catol;
907: }
909: if (crtol == (PetscReal)PETSC_DETERMINE) {
910: tao->crtol = tao->default_crtol;
911: } else if (crtol != (PetscReal)PETSC_CURRENT) {
912: PetscCheck(crtol >= 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Negative crtol not allowed");
913: tao->crtol = crtol;
914: }
915: PetscFunctionReturn(PETSC_SUCCESS);
916: }
918: /*@
919: TaoGetConstraintTolerances - Gets constraint tolerance parameters used in `TaoSolve()` convergence tests
921: Not Collective
923: Input Parameter:
924: . tao - the `Tao` context
926: Output Parameters:
927: + catol - absolute constraint tolerance, constraint norm must be less than `catol` for used for `gatol` convergence criteria
928: - crtol - relative constraint tolerance, constraint norm must be less than `crtol` for used for `gatol`, `gttol` convergence criteria
930: Level: intermediate
932: .seealso: [](ch_tao), `Tao`, `TaoConvergedReasons`,`TaoGetTolerances()`, `TaoSetTolerances()`, `TaoSetConstraintTolerances()`
933: @*/
934: PetscErrorCode TaoGetConstraintTolerances(Tao tao, PetscReal *catol, PetscReal *crtol)
935: {
936: PetscFunctionBegin;
938: if (catol) *catol = tao->catol;
939: if (crtol) *crtol = tao->crtol;
940: PetscFunctionReturn(PETSC_SUCCESS);
941: }
943: /*@
944: TaoSetFunctionLowerBound - Sets a bound on the solution objective value.
945: When an approximate solution with an objective value below this number
946: has been found, the solver will terminate.
948: Logically Collective
950: Input Parameters:
951: + tao - the Tao solver context
952: - fmin - the tolerance
954: Options Database Key:
955: . -tao_fmin <fmin> - sets the minimum function value
957: Level: intermediate
959: .seealso: [](ch_tao), `Tao`, `TaoConvergedReason`, `TaoSetTolerances()`
960: @*/
961: PetscErrorCode TaoSetFunctionLowerBound(Tao tao, PetscReal fmin)
962: {
963: PetscFunctionBegin;
966: tao->fmin = fmin;
967: PetscFunctionReturn(PETSC_SUCCESS);
968: }
970: /*@
971: TaoGetFunctionLowerBound - Gets the bound on the solution objective value.
972: When an approximate solution with an objective value below this number
973: has been found, the solver will terminate.
975: Not Collective
977: Input Parameter:
978: . tao - the `Tao` solver context
980: Output Parameter:
981: . fmin - the minimum function value
983: Level: intermediate
985: .seealso: [](ch_tao), `Tao`, `TaoConvergedReason`, `TaoSetFunctionLowerBound()`
986: @*/
987: PetscErrorCode TaoGetFunctionLowerBound(Tao tao, PetscReal *fmin)
988: {
989: PetscFunctionBegin;
991: PetscAssertPointer(fmin, 2);
992: *fmin = tao->fmin;
993: PetscFunctionReturn(PETSC_SUCCESS);
994: }
996: /*@
997: TaoSetMaximumFunctionEvaluations - Sets a maximum number of function evaluations allowed for a `TaoSolve()`.
999: Logically Collective
1001: Input Parameters:
1002: + tao - the `Tao` solver context
1003: - nfcn - the maximum number of function evaluations (>=0), use `PETSC_UNLIMITED` to have no bound
1005: Options Database Key:
1006: . -tao_max_funcs <nfcn> - sets the maximum number of function evaluations
1008: Level: intermediate
1010: Note:
1011: Use `PETSC_DETERMINE` to use the default maximum number of function evaluations that was set when the object type was set.
1013: Developer Note:
1014: Deprecated support for an unlimited number of function evaluations by passing a negative value.
1016: .seealso: [](ch_tao), `Tao`, `TaoSetTolerances()`, `TaoSetMaximumIterations()`
1017: @*/
1018: PetscErrorCode TaoSetMaximumFunctionEvaluations(Tao tao, PetscInt nfcn)
1019: {
1020: PetscFunctionBegin;
1023: if (nfcn == PETSC_DETERMINE) {
1024: tao->max_funcs = tao->default_max_funcs;
1025: } else if (nfcn == PETSC_UNLIMITED || nfcn < 0) {
1026: tao->max_funcs = PETSC_UNLIMITED;
1027: } else {
1028: PetscCheck(nfcn >= 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Maximum number of function evaluations must be positive");
1029: tao->max_funcs = nfcn;
1030: }
1031: PetscFunctionReturn(PETSC_SUCCESS);
1032: }
1034: /*@
1035: TaoGetMaximumFunctionEvaluations - Gets a maximum number of function evaluations allowed for a `TaoSolve()`
1037: Logically Collective
1039: Input Parameter:
1040: . tao - the `Tao` solver context
1042: Output Parameter:
1043: . nfcn - the maximum number of function evaluations
1045: Level: intermediate
1047: .seealso: [](ch_tao), `Tao`, `TaoSetMaximumFunctionEvaluations()`, `TaoGetMaximumIterations()`
1048: @*/
1049: PetscErrorCode TaoGetMaximumFunctionEvaluations(Tao tao, PetscInt *nfcn)
1050: {
1051: PetscFunctionBegin;
1053: PetscAssertPointer(nfcn, 2);
1054: *nfcn = tao->max_funcs;
1055: PetscFunctionReturn(PETSC_SUCCESS);
1056: }
1058: /*@
1059: TaoGetCurrentFunctionEvaluations - Get current number of function evaluations used by a `Tao` object
1061: Not Collective
1063: Input Parameter:
1064: . tao - the `Tao` solver context
1066: Output Parameter:
1067: . nfuncs - the current number of function evaluations (maximum between gradient and function evaluations)
1069: Level: intermediate
1071: .seealso: [](ch_tao), `Tao`, `TaoSetMaximumFunctionEvaluations()`, `TaoGetMaximumFunctionEvaluations()`, `TaoGetMaximumIterations()`
1072: @*/
1073: PetscErrorCode TaoGetCurrentFunctionEvaluations(Tao tao, PetscInt *nfuncs)
1074: {
1075: PetscFunctionBegin;
1077: PetscAssertPointer(nfuncs, 2);
1078: *nfuncs = PetscMax(tao->nfuncs, tao->nfuncgrads);
1079: PetscFunctionReturn(PETSC_SUCCESS);
1080: }
1082: /*@
1083: TaoSetMaximumIterations - Sets a maximum number of iterates to be used in `TaoSolve()`
1085: Logically Collective
1087: Input Parameters:
1088: + tao - the `Tao` solver context
1089: - maxits - the maximum number of iterates (>=0), use `PETSC_UNLIMITED` to have no bound
1091: Options Database Key:
1092: . -tao_max_it <its> - sets the maximum number of iterations
1094: Level: intermediate
1096: Note:
1097: Use `PETSC_DETERMINE` to use the default maximum number of iterations that was set when the object's type was set.
1099: Developer Note:
1100: DeprAlso accepts the deprecated negative values to indicate no limit
1102: .seealso: [](ch_tao), `Tao`, `TaoSetTolerances()`, `TaoSetMaximumFunctionEvaluations()`
1103: @*/
1104: PetscErrorCode TaoSetMaximumIterations(Tao tao, PetscInt maxits)
1105: {
1106: PetscFunctionBegin;
1109: if (maxits == PETSC_DETERMINE) {
1110: tao->max_it = tao->default_max_it;
1111: } else if (maxits == PETSC_UNLIMITED) {
1112: tao->max_it = PETSC_INT_MAX;
1113: } else {
1114: PetscCheck(maxits > 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Maximum number of iterations must be positive");
1115: tao->max_it = maxits;
1116: }
1117: PetscFunctionReturn(PETSC_SUCCESS);
1118: }
1120: /*@
1121: TaoGetMaximumIterations - Gets a maximum number of iterates that will be used
1123: Not Collective
1125: Input Parameter:
1126: . tao - the `Tao` solver context
1128: Output Parameter:
1129: . maxits - the maximum number of iterates
1131: Level: intermediate
1133: .seealso: [](ch_tao), `Tao`, `TaoSetMaximumIterations()`, `TaoGetMaximumFunctionEvaluations()`
1134: @*/
1135: PetscErrorCode TaoGetMaximumIterations(Tao tao, PetscInt *maxits)
1136: {
1137: PetscFunctionBegin;
1139: PetscAssertPointer(maxits, 2);
1140: *maxits = tao->max_it;
1141: PetscFunctionReturn(PETSC_SUCCESS);
1142: }
1144: /*@
1145: TaoSetInitialTrustRegionRadius - Sets the initial trust region radius.
1147: Logically Collective
1149: Input Parameters:
1150: + tao - a `Tao` optimization solver
1151: - radius - the trust region radius
1153: Options Database Key:
1154: . -tao_trust0 <t0> - sets initial trust region radius
1156: Level: intermediate
1158: Note:
1159: Use `PETSC_DETERMINE` to use the default radius that was set when the object's type was set.
1161: .seealso: [](ch_tao), `Tao`, `TaoGetTrustRegionRadius()`, `TaoSetTrustRegionTolerance()`, `TAONTR`
1162: @*/
1163: PetscErrorCode TaoSetInitialTrustRegionRadius(Tao tao, PetscReal radius)
1164: {
1165: PetscFunctionBegin;
1168: if (radius == PETSC_DETERMINE) {
1169: tao->trust0 = tao->default_trust0;
1170: } else {
1171: PetscCheck(radius > 0, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "Radius must be positive");
1172: tao->trust0 = radius;
1173: }
1174: PetscFunctionReturn(PETSC_SUCCESS);
1175: }
1177: /*@
1178: TaoGetInitialTrustRegionRadius - Gets the initial trust region radius.
1180: Not Collective
1182: Input Parameter:
1183: . tao - a `Tao` optimization solver
1185: Output Parameter:
1186: . radius - the trust region radius
1188: Level: intermediate
1190: .seealso: [](ch_tao), `Tao`, `TaoSetInitialTrustRegionRadius()`, `TaoGetCurrentTrustRegionRadius()`, `TAONTR`
1191: @*/
1192: PetscErrorCode TaoGetInitialTrustRegionRadius(Tao tao, PetscReal *radius)
1193: {
1194: PetscFunctionBegin;
1196: PetscAssertPointer(radius, 2);
1197: *radius = tao->trust0;
1198: PetscFunctionReturn(PETSC_SUCCESS);
1199: }
1201: /*@
1202: TaoGetCurrentTrustRegionRadius - Gets the current trust region radius.
1204: Not Collective
1206: Input Parameter:
1207: . tao - a `Tao` optimization solver
1209: Output Parameter:
1210: . radius - the trust region radius
1212: Level: intermediate
1214: .seealso: [](ch_tao), `Tao`, `TaoSetInitialTrustRegionRadius()`, `TaoGetInitialTrustRegionRadius()`, `TAONTR`
1215: @*/
1216: PetscErrorCode TaoGetCurrentTrustRegionRadius(Tao tao, PetscReal *radius)
1217: {
1218: PetscFunctionBegin;
1220: PetscAssertPointer(radius, 2);
1221: *radius = tao->trust;
1222: PetscFunctionReturn(PETSC_SUCCESS);
1223: }
1225: /*@
1226: TaoGetTolerances - gets the current values of some tolerances used for the convergence testing of `TaoSolve()`
1228: Not Collective
1230: Input Parameter:
1231: . tao - the `Tao` context
1233: Output Parameters:
1234: + gatol - stop if norm of gradient is less than this
1235: . grtol - stop if relative norm of gradient is less than this
1236: - gttol - stop if norm of gradient is reduced by a this factor
1238: Level: intermediate
1240: Note:
1241: `NULL` can be used as an argument if not all tolerances values are needed
1243: .seealso: [](ch_tao), `Tao`, `TaoSetTolerances()`
1244: @*/
1245: PetscErrorCode TaoGetTolerances(Tao tao, PetscReal *gatol, PetscReal *grtol, PetscReal *gttol)
1246: {
1247: PetscFunctionBegin;
1249: if (gatol) *gatol = tao->gatol;
1250: if (grtol) *grtol = tao->grtol;
1251: if (gttol) *gttol = tao->gttol;
1252: PetscFunctionReturn(PETSC_SUCCESS);
1253: }
1255: /*@
1256: TaoGetKSP - Gets the linear solver used by the optimization solver.
1258: Not Collective
1260: Input Parameter:
1261: . tao - the `Tao` solver
1263: Output Parameter:
1264: . ksp - the `KSP` linear solver used in the optimization solver
1266: Level: intermediate
1268: .seealso: [](ch_tao), `Tao`, `KSP`
1269: @*/
1270: PetscErrorCode TaoGetKSP(Tao tao, KSP *ksp)
1271: {
1272: PetscFunctionBegin;
1274: PetscAssertPointer(ksp, 2);
1275: *ksp = tao->ksp;
1276: PetscFunctionReturn(PETSC_SUCCESS);
1277: }
1279: /*@
1280: TaoGetLinearSolveIterations - Gets the total number of linear iterations
1281: used by the `Tao` solver
1283: Not Collective
1285: Input Parameter:
1286: . tao - the `Tao` context
1288: Output Parameter:
1289: . lits - number of linear iterations
1291: Level: intermediate
1293: Note:
1294: This counter is reset to zero for each successive call to `TaoSolve()`
1296: .seealso: [](ch_tao), `Tao`, `TaoGetKSP()`
1297: @*/
1298: PetscErrorCode TaoGetLinearSolveIterations(Tao tao, PetscInt *lits)
1299: {
1300: PetscFunctionBegin;
1302: PetscAssertPointer(lits, 2);
1303: *lits = tao->ksp_tot_its;
1304: PetscFunctionReturn(PETSC_SUCCESS);
1305: }
1307: /*@
1308: TaoGetLineSearch - Gets the line search used by the optimization solver.
1310: Not Collective
1312: Input Parameter:
1313: . tao - the `Tao` solver
1315: Output Parameter:
1316: . ls - the line search used in the optimization solver
1318: Level: intermediate
1320: .seealso: [](ch_tao), `Tao`, `TaoLineSearch`, `TaoLineSearchType`
1321: @*/
1322: PetscErrorCode TaoGetLineSearch(Tao tao, TaoLineSearch *ls)
1323: {
1324: PetscFunctionBegin;
1326: PetscAssertPointer(ls, 2);
1327: *ls = tao->linesearch;
1328: PetscFunctionReturn(PETSC_SUCCESS);
1329: }
1331: /*@
1332: TaoAddLineSearchCounts - Adds the number of function evaluations spent
1333: in the line search to the running total.
1335: Input Parameters:
1336: . tao - the `Tao` solver
1338: Level: developer
1340: .seealso: [](ch_tao), `Tao`, `TaoGetLineSearch()`, `TaoLineSearchApply()`
1341: @*/
1342: PetscErrorCode TaoAddLineSearchCounts(Tao tao)
1343: {
1344: PetscBool flg;
1345: PetscInt nfeval, ngeval, nfgeval;
1347: PetscFunctionBegin;
1349: if (tao->linesearch) {
1350: PetscCall(TaoLineSearchIsUsingTaoRoutines(tao->linesearch, &flg));
1351: if (!flg) {
1352: PetscCall(TaoLineSearchGetNumberFunctionEvaluations(tao->linesearch, &nfeval, &ngeval, &nfgeval));
1353: tao->nfuncs += nfeval;
1354: tao->ngrads += ngeval;
1355: tao->nfuncgrads += nfgeval;
1356: }
1357: }
1358: PetscFunctionReturn(PETSC_SUCCESS);
1359: }
1361: /*@
1362: TaoGetSolution - Returns the vector with the current solution from the `Tao` object
1364: Not Collective
1366: Input Parameter:
1367: . tao - the `Tao` context
1369: Output Parameter:
1370: . X - the current solution
1372: Level: intermediate
1374: Note:
1375: The returned vector will be the same object that was passed into `TaoSetSolution()`
1377: .seealso: [](ch_tao), `Tao`, `TaoSetSolution()`, `TaoSolve()`
1378: @*/
1379: PetscErrorCode TaoGetSolution(Tao tao, Vec *X)
1380: {
1381: PetscFunctionBegin;
1383: PetscAssertPointer(X, 2);
1384: *X = tao->solution;
1385: PetscFunctionReturn(PETSC_SUCCESS);
1386: }
1388: /*@
1389: TaoResetStatistics - Initialize the statistics collected by the `Tao` object.
1390: These statistics include the iteration number, residual norms, and convergence status.
1391: This routine gets called before solving each optimization problem.
1393: Collective
1395: Input Parameter:
1396: . tao - the `Tao` context
1398: Level: developer
1400: .seealso: [](ch_tao), `Tao`, `TaoCreate()`, `TaoSolve()`
1401: @*/
1402: PetscErrorCode TaoResetStatistics(Tao tao)
1403: {
1404: PetscFunctionBegin;
1406: tao->niter = 0;
1407: tao->nfuncs = 0;
1408: tao->nfuncgrads = 0;
1409: tao->ngrads = 0;
1410: tao->nhess = 0;
1411: tao->njac = 0;
1412: tao->nconstraints = 0;
1413: tao->ksp_its = 0;
1414: tao->ksp_tot_its = 0;
1415: tao->reason = TAO_CONTINUE_ITERATING;
1416: tao->residual = 0.0;
1417: tao->cnorm = 0.0;
1418: tao->step = 0.0;
1419: tao->lsflag = PETSC_FALSE;
1420: if (tao->hist_reset) tao->hist_len = 0;
1421: PetscFunctionReturn(PETSC_SUCCESS);
1422: }
1424: /*@C
1425: TaoSetUpdate - Sets the general-purpose update function called
1426: at the beginning of every iteration of the optimization algorithm. Called after the new solution and the gradient
1427: is determined, but before the Hessian is computed (if applicable).
1429: Logically Collective
1431: Input Parameters:
1432: + tao - The `Tao` solver
1433: . func - The function
1434: - ctx - The update function context
1436: Calling sequence of `func`:
1437: + tao - The optimizer context
1438: . it - The current iteration index
1439: - ctx - The update context
1441: Level: advanced
1443: Notes:
1444: Users can modify the gradient direction or any other vector associated to the specific solver used.
1445: The objective function value is always recomputed after a call to the update hook.
1447: .seealso: [](ch_tao), `Tao`, `TaoSolve()`
1448: @*/
1449: PetscErrorCode TaoSetUpdate(Tao tao, PetscErrorCode (*func)(Tao tao, PetscInt it, void *ctx), void *ctx)
1450: {
1451: PetscFunctionBegin;
1453: tao->ops->update = func;
1454: tao->user_update = ctx;
1455: PetscFunctionReturn(PETSC_SUCCESS);
1456: }
1458: /*@C
1459: TaoSetConvergenceTest - Sets the function that is to be used to test
1460: for convergence of the iterative minimization solution. The new convergence
1461: testing routine will replace Tao's default convergence test.
1463: Logically Collective
1465: Input Parameters:
1466: + tao - the `Tao` object
1467: . conv - the routine to test for convergence
1468: - ctx - [optional] context for private data for the convergence routine
1469: (may be `NULL`)
1471: Calling sequence of `conv`:
1472: + tao - the `Tao` object
1473: - ctx - [optional] convergence context
1475: Level: advanced
1477: Note:
1478: The new convergence testing routine should call `TaoSetConvergedReason()`.
1480: .seealso: [](ch_tao), `Tao`, `TaoSolve()`, `TaoSetConvergedReason()`, `TaoGetSolutionStatus()`, `TaoGetTolerances()`, `TaoMonitorSet()`
1481: @*/
1482: PetscErrorCode TaoSetConvergenceTest(Tao tao, PetscErrorCode (*conv)(Tao, void *), void *ctx)
1483: {
1484: PetscFunctionBegin;
1486: tao->ops->convergencetest = conv;
1487: tao->cnvP = ctx;
1488: PetscFunctionReturn(PETSC_SUCCESS);
1489: }
1491: /*@C
1492: TaoMonitorSet - Sets an additional function that is to be used at every
1493: iteration of the solver to display the iteration's
1494: progress.
1496: Logically Collective
1498: Input Parameters:
1499: + tao - the `Tao` solver context
1500: . func - monitoring routine
1501: . ctx - [optional] user-defined context for private data for the monitor routine (may be `NULL`)
1502: - dest - [optional] function to destroy the context when the `Tao` is destroyed, see `PetscCtxDestroyFn` for the calling sequence
1504: Calling sequence of `func`:
1505: + tao - the `Tao` solver context
1506: - ctx - [optional] monitoring context
1508: Level: intermediate
1510: Notes:
1511: See `TaoSetFromOptions()` for a monitoring options.
1513: Several different monitoring routines may be set by calling
1514: `TaoMonitorSet()` multiple times; all will be called in the
1515: order in which they were set.
1517: Fortran Notes:
1518: Only one monitor function may be set
1520: .seealso: [](ch_tao), `Tao`, `TaoSolve()`, `TaoMonitorDefault()`, `TaoMonitorCancel()`, `TaoSetDestroyRoutine()`, `TaoView()`, `PetscCtxDestroyFn`
1521: @*/
1522: PetscErrorCode TaoMonitorSet(Tao tao, PetscErrorCode (*func)(Tao, void *), void *ctx, PetscCtxDestroyFn *dest)
1523: {
1524: PetscInt i;
1525: PetscBool identical;
1527: PetscFunctionBegin;
1529: PetscCheck(tao->numbermonitors < MAXTAOMONITORS, PetscObjectComm((PetscObject)tao), PETSC_ERR_SUP, "Cannot attach another monitor -- max=%d", MAXTAOMONITORS);
1531: for (i = 0; i < tao->numbermonitors; i++) {
1532: PetscCall(PetscMonitorCompare((PetscErrorCode (*)(void))func, ctx, dest, (PetscErrorCode (*)(void))tao->monitor[i], tao->monitorcontext[i], tao->monitordestroy[i], &identical));
1533: if (identical) PetscFunctionReturn(PETSC_SUCCESS);
1534: }
1535: tao->monitor[tao->numbermonitors] = func;
1536: tao->monitorcontext[tao->numbermonitors] = ctx;
1537: tao->monitordestroy[tao->numbermonitors] = dest;
1538: ++tao->numbermonitors;
1539: PetscFunctionReturn(PETSC_SUCCESS);
1540: }
1542: /*@
1543: TaoMonitorCancel - Clears all the monitor functions for a `Tao` object.
1545: Logically Collective
1547: Input Parameter:
1548: . tao - the `Tao` solver context
1550: Options Database Key:
1551: . -tao_monitor_cancel - cancels all monitors that have been hardwired
1552: into a code by calls to `TaoMonitorSet()`, but does not cancel those
1553: set via the options database
1555: Level: advanced
1557: Note:
1558: There is no way to clear one specific monitor from a `Tao` object.
1560: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefault()`, `TaoMonitorSet()`
1561: @*/
1562: PetscErrorCode TaoMonitorCancel(Tao tao)
1563: {
1564: PetscInt i;
1566: PetscFunctionBegin;
1568: for (i = 0; i < tao->numbermonitors; i++) {
1569: if (tao->monitordestroy[i]) PetscCall((*tao->monitordestroy[i])(&tao->monitorcontext[i]));
1570: }
1571: tao->numbermonitors = 0;
1572: PetscFunctionReturn(PETSC_SUCCESS);
1573: }
1575: /*@
1576: TaoMonitorDefault - Default routine for monitoring progress of `TaoSolve()`
1578: Collective
1580: Input Parameters:
1581: + tao - the `Tao` context
1582: - ctx - `PetscViewer` context or `NULL`
1584: Options Database Key:
1585: . -tao_monitor - turn on default monitoring
1587: Level: advanced
1589: Note:
1590: This monitor prints the function value and gradient
1591: norm at each iteration.
1593: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefaultShort()`, `TaoMonitorSet()`
1594: @*/
1595: PetscErrorCode TaoMonitorDefault(Tao tao, void *ctx)
1596: {
1597: PetscInt its, tabs;
1598: PetscReal fct, gnorm;
1599: PetscViewer viewer = (PetscViewer)ctx;
1601: PetscFunctionBegin;
1604: its = tao->niter;
1605: fct = tao->fc;
1606: gnorm = tao->residual;
1607: PetscCall(PetscViewerASCIIGetTab(viewer, &tabs));
1608: PetscCall(PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel));
1609: if (its == 0 && ((PetscObject)tao)->prefix && !tao->header_printed) {
1610: PetscCall(PetscViewerASCIIPrintf(viewer, " Iteration information for %s solve.\n", ((PetscObject)tao)->prefix));
1611: tao->header_printed = PETSC_TRUE;
1612: }
1613: PetscCall(PetscViewerASCIIPrintf(viewer, "%3" PetscInt_FMT " TAO,", its));
1614: PetscCall(PetscViewerASCIIPrintf(viewer, " Function value: %g,", (double)fct));
1615: if (gnorm >= PETSC_INFINITY) {
1616: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: Inf \n"));
1617: } else {
1618: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: %g \n", (double)gnorm));
1619: }
1620: PetscCall(PetscViewerASCIISetTab(viewer, tabs));
1621: PetscFunctionReturn(PETSC_SUCCESS);
1622: }
1624: /*@
1625: TaoMonitorGlobalization - Default routine for monitoring progress of `TaoSolve()` with extra detail on the globalization method.
1627: Collective
1629: Input Parameters:
1630: + tao - the `Tao` context
1631: - ctx - `PetscViewer` context or `NULL`
1633: Options Database Key:
1634: . -tao_monitor_globalization - turn on monitoring with globalization information
1636: Level: advanced
1638: Note:
1639: This monitor prints the function value and gradient norm at each
1640: iteration, as well as the step size and trust radius. Note that the
1641: step size and trust radius may be the same for some algorithms.
1643: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefaultShort()`, `TaoMonitorSet()`
1644: @*/
1645: PetscErrorCode TaoMonitorGlobalization(Tao tao, void *ctx)
1646: {
1647: PetscInt its, tabs;
1648: PetscReal fct, gnorm, stp, tr;
1649: PetscViewer viewer = (PetscViewer)ctx;
1651: PetscFunctionBegin;
1654: its = tao->niter;
1655: fct = tao->fc;
1656: gnorm = tao->residual;
1657: stp = tao->step;
1658: tr = tao->trust;
1659: PetscCall(PetscViewerASCIIGetTab(viewer, &tabs));
1660: PetscCall(PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel));
1661: if (its == 0 && ((PetscObject)tao)->prefix && !tao->header_printed) {
1662: PetscCall(PetscViewerASCIIPrintf(viewer, " Iteration information for %s solve.\n", ((PetscObject)tao)->prefix));
1663: tao->header_printed = PETSC_TRUE;
1664: }
1665: PetscCall(PetscViewerASCIIPrintf(viewer, "%3" PetscInt_FMT " TAO,", its));
1666: PetscCall(PetscViewerASCIIPrintf(viewer, " Function value: %g,", (double)fct));
1667: if (gnorm >= PETSC_INFINITY) {
1668: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: Inf,"));
1669: } else {
1670: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: %g,", (double)gnorm));
1671: }
1672: PetscCall(PetscViewerASCIIPrintf(viewer, " Step: %g, Trust: %g\n", (double)stp, (double)tr));
1673: PetscCall(PetscViewerASCIISetTab(viewer, tabs));
1674: PetscFunctionReturn(PETSC_SUCCESS);
1675: }
1677: /*@
1678: TaoMonitorDefaultShort - Routine for monitoring progress of `TaoSolve()` that displays fewer digits than `TaoMonitorDefault()`
1680: Collective
1682: Input Parameters:
1683: + tao - the `Tao` context
1684: - ctx - `PetscViewer` context of type `PETSCVIEWERASCII`
1686: Options Database Key:
1687: . -tao_monitor_short - turn on default short monitoring
1689: Level: advanced
1691: Note:
1692: Same as `TaoMonitorDefault()` except
1693: it prints fewer digits of the residual as the residual gets smaller.
1694: This is because the later digits are meaningless and are often
1695: different on different machines; by using this routine different
1696: machines will usually generate the same output.
1698: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefault()`, `TaoMonitorSet()`
1699: @*/
1700: PetscErrorCode TaoMonitorDefaultShort(Tao tao, void *ctx)
1701: {
1702: PetscInt its, tabs;
1703: PetscReal fct, gnorm;
1704: PetscViewer viewer = (PetscViewer)ctx;
1706: PetscFunctionBegin;
1709: its = tao->niter;
1710: fct = tao->fc;
1711: gnorm = tao->residual;
1712: PetscCall(PetscViewerASCIIGetTab(viewer, &tabs));
1713: PetscCall(PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel));
1714: PetscCall(PetscViewerASCIIPrintf(viewer, "iter = %3" PetscInt_FMT ",", its));
1715: PetscCall(PetscViewerASCIIPrintf(viewer, " Function value %g,", (double)fct));
1716: if (gnorm >= PETSC_INFINITY) {
1717: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: Inf \n"));
1718: } else if (gnorm > 1.e-6) {
1719: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: %g \n", (double)gnorm));
1720: } else if (gnorm > 1.e-11) {
1721: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: < 1.0e-6 \n"));
1722: } else {
1723: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: < 1.0e-11 \n"));
1724: }
1725: PetscCall(PetscViewerASCIISetTab(viewer, tabs));
1726: PetscFunctionReturn(PETSC_SUCCESS);
1727: }
1729: /*@
1730: TaoMonitorConstraintNorm - same as `TaoMonitorDefault()` except
1731: it prints the norm of the constraint function.
1733: Collective
1735: Input Parameters:
1736: + tao - the `Tao` context
1737: - ctx - `PetscViewer` context or `NULL`
1739: Options Database Key:
1740: . -tao_monitor_constraint_norm - monitor the constraints
1742: Level: advanced
1744: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefault()`, `TaoMonitorSet()`
1745: @*/
1746: PetscErrorCode TaoMonitorConstraintNorm(Tao tao, void *ctx)
1747: {
1748: PetscInt its, tabs;
1749: PetscReal fct, gnorm;
1750: PetscViewer viewer = (PetscViewer)ctx;
1752: PetscFunctionBegin;
1755: its = tao->niter;
1756: fct = tao->fc;
1757: gnorm = tao->residual;
1758: PetscCall(PetscViewerASCIIGetTab(viewer, &tabs));
1759: PetscCall(PetscViewerASCIISetTab(viewer, ((PetscObject)tao)->tablevel));
1760: PetscCall(PetscViewerASCIIPrintf(viewer, "iter = %" PetscInt_FMT ",", its));
1761: PetscCall(PetscViewerASCIIPrintf(viewer, " Function value: %g,", (double)fct));
1762: PetscCall(PetscViewerASCIIPrintf(viewer, " Residual: %g ", (double)gnorm));
1763: PetscCall(PetscViewerASCIIPrintf(viewer, " Constraint: %g \n", (double)tao->cnorm));
1764: PetscCall(PetscViewerASCIISetTab(viewer, tabs));
1765: PetscFunctionReturn(PETSC_SUCCESS);
1766: }
1768: /*@C
1769: TaoMonitorSolution - Views the solution at each iteration of `TaoSolve()`
1771: Collective
1773: Input Parameters:
1774: + tao - the `Tao` context
1775: - ctx - `PetscViewer` context or `NULL`
1777: Options Database Key:
1778: . -tao_monitor_solution - view the solution
1780: Level: advanced
1782: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefaultShort()`, `TaoMonitorSet()`
1783: @*/
1784: PetscErrorCode TaoMonitorSolution(Tao tao, void *ctx)
1785: {
1786: PetscViewer viewer = (PetscViewer)ctx;
1788: PetscFunctionBegin;
1791: PetscCall(VecView(tao->solution, viewer));
1792: PetscFunctionReturn(PETSC_SUCCESS);
1793: }
1795: /*@C
1796: TaoMonitorGradient - Views the gradient at each iteration of `TaoSolve()`
1798: Collective
1800: Input Parameters:
1801: + tao - the `Tao` context
1802: - ctx - `PetscViewer` context or `NULL`
1804: Options Database Key:
1805: . -tao_monitor_gradient - view the gradient at each iteration
1807: Level: advanced
1809: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefaultShort()`, `TaoMonitorSet()`
1810: @*/
1811: PetscErrorCode TaoMonitorGradient(Tao tao, void *ctx)
1812: {
1813: PetscViewer viewer = (PetscViewer)ctx;
1815: PetscFunctionBegin;
1818: PetscCall(VecView(tao->gradient, viewer));
1819: PetscFunctionReturn(PETSC_SUCCESS);
1820: }
1822: /*@C
1823: TaoMonitorStep - Views the step-direction at each iteration of `TaoSolve()`
1825: Collective
1827: Input Parameters:
1828: + tao - the `Tao` context
1829: - ctx - `PetscViewer` context or `NULL`
1831: Options Database Key:
1832: . -tao_monitor_step - view the step vector at each iteration
1834: Level: advanced
1836: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefaultShort()`, `TaoMonitorSet()`
1837: @*/
1838: PetscErrorCode TaoMonitorStep(Tao tao, void *ctx)
1839: {
1840: PetscViewer viewer = (PetscViewer)ctx;
1842: PetscFunctionBegin;
1845: PetscCall(VecView(tao->stepdirection, viewer));
1846: PetscFunctionReturn(PETSC_SUCCESS);
1847: }
1849: /*@C
1850: TaoMonitorSolutionDraw - Plots the solution at each iteration of `TaoSolve()`
1852: Collective
1854: Input Parameters:
1855: + tao - the `Tao` context
1856: - ctx - `TaoMonitorDraw` context
1858: Options Database Key:
1859: . -tao_monitor_solution_draw - draw the solution at each iteration
1861: Level: advanced
1863: Note:
1864: The context created by `TaoMonitorDrawCtxCreate()`, along with `TaoMonitorSolutionDraw()`, and `TaoMonitorDrawCtxDestroy()`
1865: are passed to `TaoMonitorSet()` to monitor the solution graphically.
1867: .seealso: [](ch_tao), `Tao`, `TaoMonitorSolution()`, `TaoMonitorSet()`, `TaoMonitorGradientDraw()`, `TaoMonitorDrawCtxCreate()`,
1868: `TaoMonitorDrawCtxDestroy()`
1869: @*/
1870: PetscErrorCode TaoMonitorSolutionDraw(Tao tao, void *ctx)
1871: {
1872: TaoMonitorDrawCtx ictx = (TaoMonitorDrawCtx)ctx;
1874: PetscFunctionBegin;
1876: if (!(((ictx->howoften > 0) && (!(tao->niter % ictx->howoften))) || ((ictx->howoften == -1) && tao->reason))) PetscFunctionReturn(PETSC_SUCCESS);
1877: PetscCall(VecView(tao->solution, ictx->viewer));
1878: PetscFunctionReturn(PETSC_SUCCESS);
1879: }
1881: /*@C
1882: TaoMonitorGradientDraw - Plots the gradient at each iteration of `TaoSolve()`
1884: Collective
1886: Input Parameters:
1887: + tao - the `Tao` context
1888: - ctx - `PetscViewer` context
1890: Options Database Key:
1891: . -tao_monitor_gradient_draw - draw the gradient at each iteration
1893: Level: advanced
1895: .seealso: [](ch_tao), `Tao`, `TaoMonitorGradient()`, `TaoMonitorSet()`, `TaoMonitorSolutionDraw()`
1896: @*/
1897: PetscErrorCode TaoMonitorGradientDraw(Tao tao, void *ctx)
1898: {
1899: TaoMonitorDrawCtx ictx = (TaoMonitorDrawCtx)ctx;
1901: PetscFunctionBegin;
1903: if (!(((ictx->howoften > 0) && (!(tao->niter % ictx->howoften))) || ((ictx->howoften == -1) && tao->reason))) PetscFunctionReturn(PETSC_SUCCESS);
1904: PetscCall(VecView(tao->gradient, ictx->viewer));
1905: PetscFunctionReturn(PETSC_SUCCESS);
1906: }
1908: /*@C
1909: TaoMonitorStepDraw - Plots the step direction at each iteration of `TaoSolve()`
1911: Collective
1913: Input Parameters:
1914: + tao - the `Tao` context
1915: - ctx - the `PetscViewer` context
1917: Options Database Key:
1918: . -tao_monitor_step_draw - draw the step direction at each iteration
1920: Level: advanced
1922: .seealso: [](ch_tao), `Tao`, `TaoMonitorSet()`, `TaoMonitorSolutionDraw`
1923: @*/
1924: PetscErrorCode TaoMonitorStepDraw(Tao tao, void *ctx)
1925: {
1926: PetscViewer viewer = (PetscViewer)ctx;
1928: PetscFunctionBegin;
1931: PetscCall(VecView(tao->stepdirection, viewer));
1932: PetscFunctionReturn(PETSC_SUCCESS);
1933: }
1935: /*@C
1936: TaoMonitorResidual - Views the least-squares residual at each iteration of `TaoSolve()`
1938: Collective
1940: Input Parameters:
1941: + tao - the `Tao` context
1942: - ctx - the `PetscViewer` context or `NULL`
1944: Options Database Key:
1945: . -tao_monitor_ls_residual - view the residual at each iteration
1947: Level: advanced
1949: .seealso: [](ch_tao), `Tao`, `TaoMonitorDefaultShort()`, `TaoMonitorSet()`
1950: @*/
1951: PetscErrorCode TaoMonitorResidual(Tao tao, void *ctx)
1952: {
1953: PetscViewer viewer = (PetscViewer)ctx;
1955: PetscFunctionBegin;
1958: PetscCall(VecView(tao->ls_res, viewer));
1959: PetscFunctionReturn(PETSC_SUCCESS);
1960: }
1962: /*@
1963: TaoDefaultConvergenceTest - Determines whether the solver should continue iterating
1964: or terminate.
1966: Collective
1968: Input Parameters:
1969: + tao - the `Tao` context
1970: - dummy - unused dummy context
1972: Level: developer
1974: Notes:
1975: This routine checks the residual in the optimality conditions, the
1976: relative residual in the optimity conditions, the number of function
1977: evaluations, and the function value to test convergence. Some
1978: solvers may use different convergence routines.
1980: .seealso: [](ch_tao), `Tao`, `TaoSetTolerances()`, `TaoGetConvergedReason()`, `TaoSetConvergedReason()`
1981: @*/
1982: PetscErrorCode TaoDefaultConvergenceTest(Tao tao, void *dummy)
1983: {
1984: PetscInt niter = tao->niter, nfuncs = PetscMax(tao->nfuncs, tao->nfuncgrads);
1985: PetscInt max_funcs = tao->max_funcs;
1986: PetscReal gnorm = tao->residual, gnorm0 = tao->gnorm0;
1987: PetscReal f = tao->fc, steptol = tao->steptol, trradius = tao->step;
1988: PetscReal gatol = tao->gatol, grtol = tao->grtol, gttol = tao->gttol;
1989: PetscReal catol = tao->catol, crtol = tao->crtol;
1990: PetscReal fmin = tao->fmin, cnorm = tao->cnorm;
1991: TaoConvergedReason reason = tao->reason;
1993: PetscFunctionBegin;
1995: if (reason != TAO_CONTINUE_ITERATING) PetscFunctionReturn(PETSC_SUCCESS);
1997: if (PetscIsInfOrNanReal(f)) {
1998: PetscCall(PetscInfo(tao, "Failed to converged, function value is Inf or NaN\n"));
1999: reason = TAO_DIVERGED_NAN;
2000: } else if (f <= fmin && cnorm <= catol) {
2001: PetscCall(PetscInfo(tao, "Converged due to function value %g < minimum function value %g\n", (double)f, (double)fmin));
2002: reason = TAO_CONVERGED_MINF;
2003: } else if (gnorm <= gatol && cnorm <= catol) {
2004: PetscCall(PetscInfo(tao, "Converged due to residual norm ||g(X)||=%g < %g\n", (double)gnorm, (double)gatol));
2005: reason = TAO_CONVERGED_GATOL;
2006: } else if (f != 0 && PetscAbsReal(gnorm / f) <= grtol && cnorm <= crtol) {
2007: PetscCall(PetscInfo(tao, "Converged due to residual ||g(X)||/|f(X)| =%g < %g\n", (double)(gnorm / f), (double)grtol));
2008: reason = TAO_CONVERGED_GRTOL;
2009: } else if (gnorm0 != 0 && ((gttol == 0 && gnorm == 0) || gnorm / gnorm0 < gttol) && cnorm <= crtol) {
2010: PetscCall(PetscInfo(tao, "Converged due to relative residual norm ||g(X)||/||g(X0)|| = %g < %g\n", (double)(gnorm / gnorm0), (double)gttol));
2011: reason = TAO_CONVERGED_GTTOL;
2012: } else if (max_funcs != PETSC_UNLIMITED && nfuncs > max_funcs) {
2013: PetscCall(PetscInfo(tao, "Exceeded maximum number of function evaluations: %" PetscInt_FMT " > %" PetscInt_FMT "\n", nfuncs, max_funcs));
2014: reason = TAO_DIVERGED_MAXFCN;
2015: } else if (tao->lsflag != 0) {
2016: PetscCall(PetscInfo(tao, "Tao Line Search failure.\n"));
2017: reason = TAO_DIVERGED_LS_FAILURE;
2018: } else if (trradius < steptol && niter > 0) {
2019: PetscCall(PetscInfo(tao, "Trust region/step size too small: %g < %g\n", (double)trradius, (double)steptol));
2020: reason = TAO_CONVERGED_STEPTOL;
2021: } else if (niter >= tao->max_it) {
2022: PetscCall(PetscInfo(tao, "Exceeded maximum number of iterations: %" PetscInt_FMT " > %" PetscInt_FMT "\n", niter, tao->max_it));
2023: reason = TAO_DIVERGED_MAXITS;
2024: } else {
2025: reason = TAO_CONTINUE_ITERATING;
2026: }
2027: tao->reason = reason;
2028: PetscFunctionReturn(PETSC_SUCCESS);
2029: }
2031: /*@
2032: TaoSetOptionsPrefix - Sets the prefix used for searching for all
2033: Tao options in the database.
2035: Logically Collective
2037: Input Parameters:
2038: + tao - the `Tao` context
2039: - p - the prefix string to prepend to all Tao option requests
2041: Level: advanced
2043: Notes:
2044: A hyphen (-) must NOT be given at the beginning of the prefix name.
2045: The first character of all runtime options is AUTOMATICALLY the hyphen.
2047: For example, to distinguish between the runtime options for two
2048: different Tao solvers, one could call
2049: .vb
2050: TaoSetOptionsPrefix(tao1,"sys1_")
2051: TaoSetOptionsPrefix(tao2,"sys2_")
2052: .ve
2054: This would enable use of different options for each system, such as
2055: .vb
2056: -sys1_tao_method blmvm -sys1_tao_grtol 1.e-3
2057: -sys2_tao_method lmvm -sys2_tao_grtol 1.e-4
2058: .ve
2060: .seealso: [](ch_tao), `Tao`, `TaoSetFromOptions()`, `TaoAppendOptionsPrefix()`, `TaoGetOptionsPrefix()`
2061: @*/
2062: PetscErrorCode TaoSetOptionsPrefix(Tao tao, const char p[])
2063: {
2064: PetscFunctionBegin;
2066: PetscCall(PetscObjectSetOptionsPrefix((PetscObject)tao, p));
2067: if (tao->linesearch) PetscCall(TaoLineSearchSetOptionsPrefix(tao->linesearch, p));
2068: if (tao->ksp) PetscCall(KSPSetOptionsPrefix(tao->ksp, p));
2069: PetscFunctionReturn(PETSC_SUCCESS);
2070: }
2072: /*@
2073: TaoAppendOptionsPrefix - Appends to the prefix used for searching for all Tao options in the database.
2075: Logically Collective
2077: Input Parameters:
2078: + tao - the `Tao` solver context
2079: - p - the prefix string to prepend to all `Tao` option requests
2081: Level: advanced
2083: Note:
2084: A hyphen (-) must NOT be given at the beginning of the prefix name.
2085: The first character of all runtime options is automatically the hyphen.
2087: .seealso: [](ch_tao), `Tao`, `TaoSetFromOptions()`, `TaoSetOptionsPrefix()`, `TaoGetOptionsPrefix()`
2088: @*/
2089: PetscErrorCode TaoAppendOptionsPrefix(Tao tao, const char p[])
2090: {
2091: PetscFunctionBegin;
2093: PetscCall(PetscObjectAppendOptionsPrefix((PetscObject)tao, p));
2094: if (tao->linesearch) PetscCall(PetscObjectAppendOptionsPrefix((PetscObject)tao->linesearch, p));
2095: if (tao->ksp) PetscCall(KSPAppendOptionsPrefix(tao->ksp, p));
2096: PetscFunctionReturn(PETSC_SUCCESS);
2097: }
2099: /*@
2100: TaoGetOptionsPrefix - Gets the prefix used for searching for all
2101: Tao options in the database
2103: Not Collective
2105: Input Parameter:
2106: . tao - the `Tao` context
2108: Output Parameter:
2109: . p - pointer to the prefix string used is returned
2111: Fortran Notes:
2112: Pass in a string 'prefix' of sufficient length to hold the prefix.
2114: Level: advanced
2116: .seealso: [](ch_tao), `Tao`, `TaoSetFromOptions()`, `TaoSetOptionsPrefix()`, `TaoAppendOptionsPrefix()`
2117: @*/
2118: PetscErrorCode TaoGetOptionsPrefix(Tao tao, const char *p[])
2119: {
2120: PetscFunctionBegin;
2122: PetscCall(PetscObjectGetOptionsPrefix((PetscObject)tao, p));
2123: PetscFunctionReturn(PETSC_SUCCESS);
2124: }
2126: /*@
2127: TaoSetType - Sets the `TaoType` for the minimization solver.
2129: Collective
2131: Input Parameters:
2132: + tao - the `Tao` solver context
2133: - type - a known method
2135: Options Database Key:
2136: . -tao_type <type> - Sets the method; use -help for a list
2137: of available methods (for instance, "-tao_type lmvm" or "-tao_type tron")
2139: Level: intermediate
2141: .seealso: [](ch_tao), `Tao`, `TaoCreate()`, `TaoGetType()`, `TaoType`
2142: @*/
2143: PetscErrorCode TaoSetType(Tao tao, TaoType type)
2144: {
2145: PetscErrorCode (*create_xxx)(Tao);
2146: PetscBool issame;
2148: PetscFunctionBegin;
2151: PetscCall(PetscObjectTypeCompare((PetscObject)tao, type, &issame));
2152: if (issame) PetscFunctionReturn(PETSC_SUCCESS);
2154: PetscCall(PetscFunctionListFind(TaoList, type, &create_xxx));
2155: PetscCheck(create_xxx, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_UNKNOWN_TYPE, "Unable to find requested Tao type %s", type);
2157: /* Destroy the existing solver information */
2158: PetscTryTypeMethod(tao, destroy);
2159: PetscCall(KSPDestroy(&tao->ksp));
2160: PetscCall(TaoLineSearchDestroy(&tao->linesearch));
2161: tao->ops->setup = NULL;
2162: tao->ops->solve = NULL;
2163: tao->ops->view = NULL;
2164: tao->ops->setfromoptions = NULL;
2165: tao->ops->destroy = NULL;
2167: tao->setupcalled = PETSC_FALSE;
2169: PetscCall((*create_xxx)(tao));
2170: PetscCall(PetscObjectChangeTypeName((PetscObject)tao, type));
2171: PetscFunctionReturn(PETSC_SUCCESS);
2172: }
2174: /*@C
2175: TaoRegister - Adds a method to the Tao package for minimization.
2177: Not Collective, No Fortran Support
2179: Input Parameters:
2180: + sname - name of a new user-defined solver
2181: - func - routine to Create method context
2183: Example Usage:
2184: .vb
2185: TaoRegister("my_solver", MySolverCreate);
2186: .ve
2188: Then, your solver can be chosen with the procedural interface via
2189: $ TaoSetType(tao, "my_solver")
2190: or at runtime via the option
2191: $ -tao_type my_solver
2193: Level: advanced
2195: Note:
2196: `TaoRegister()` may be called multiple times to add several user-defined solvers.
2198: .seealso: [](ch_tao), `Tao`, `TaoSetType()`, `TaoRegisterAll()`, `TaoRegisterDestroy()`
2199: @*/
2200: PetscErrorCode TaoRegister(const char sname[], PetscErrorCode (*func)(Tao))
2201: {
2202: PetscFunctionBegin;
2203: PetscCall(TaoInitializePackage());
2204: PetscCall(PetscFunctionListAdd(&TaoList, sname, func));
2205: PetscFunctionReturn(PETSC_SUCCESS);
2206: }
2208: /*@C
2209: TaoRegisterDestroy - Frees the list of minimization solvers that were
2210: registered by `TaoRegister()`.
2212: Not Collective
2214: Level: advanced
2216: .seealso: [](ch_tao), `Tao`, `TaoRegisterAll()`, `TaoRegister()`
2217: @*/
2218: PetscErrorCode TaoRegisterDestroy(void)
2219: {
2220: PetscFunctionBegin;
2221: PetscCall(PetscFunctionListDestroy(&TaoList));
2222: TaoRegisterAllCalled = PETSC_FALSE;
2223: PetscFunctionReturn(PETSC_SUCCESS);
2224: }
2226: /*@
2227: TaoGetIterationNumber - Gets the number of `TaoSolve()` iterations completed
2228: at this time.
2230: Not Collective
2232: Input Parameter:
2233: . tao - the `Tao` context
2235: Output Parameter:
2236: . iter - iteration number
2238: Notes:
2239: For example, during the computation of iteration 2 this would return 1.
2241: Level: intermediate
2243: .seealso: [](ch_tao), `Tao`, `TaoGetLinearSolveIterations()`, `TaoGetResidualNorm()`, `TaoGetObjective()`
2244: @*/
2245: PetscErrorCode TaoGetIterationNumber(Tao tao, PetscInt *iter)
2246: {
2247: PetscFunctionBegin;
2249: PetscAssertPointer(iter, 2);
2250: *iter = tao->niter;
2251: PetscFunctionReturn(PETSC_SUCCESS);
2252: }
2254: /*@
2255: TaoGetResidualNorm - Gets the current value of the norm of the residual (gradient)
2256: at this time.
2258: Not Collective
2260: Input Parameter:
2261: . tao - the `Tao` context
2263: Output Parameter:
2264: . value - the current value
2266: Level: intermediate
2268: Developer Notes:
2269: This is the 2-norm of the residual, we cannot use `TaoGetGradientNorm()` because that has
2270: a different meaning. For some reason `Tao` sometimes calls the gradient the residual.
2272: .seealso: [](ch_tao), `Tao`, `TaoGetLinearSolveIterations()`, `TaoGetIterationNumber()`, `TaoGetObjective()`
2273: @*/
2274: PetscErrorCode TaoGetResidualNorm(Tao tao, PetscReal *value)
2275: {
2276: PetscFunctionBegin;
2278: PetscAssertPointer(value, 2);
2279: *value = tao->residual;
2280: PetscFunctionReturn(PETSC_SUCCESS);
2281: }
2283: /*@
2284: TaoSetIterationNumber - Sets the current iteration number.
2286: Logically Collective
2288: Input Parameters:
2289: + tao - the `Tao` context
2290: - iter - iteration number
2292: Level: developer
2294: .seealso: [](ch_tao), `Tao`, `TaoGetLinearSolveIterations()`
2295: @*/
2296: PetscErrorCode TaoSetIterationNumber(Tao tao, PetscInt iter)
2297: {
2298: PetscFunctionBegin;
2301: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)tao));
2302: tao->niter = iter;
2303: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)tao));
2304: PetscFunctionReturn(PETSC_SUCCESS);
2305: }
2307: /*@
2308: TaoGetTotalIterationNumber - Gets the total number of `TaoSolve()` iterations
2309: completed. This number keeps accumulating if multiple solves
2310: are called with the `Tao` object.
2312: Not Collective
2314: Input Parameter:
2315: . tao - the `Tao` context
2317: Output Parameter:
2318: . iter - number of iterations
2320: Level: intermediate
2322: Note:
2323: The total iteration count is updated after each solve, if there is a current
2324: `TaoSolve()` in progress then those iterations are not included in the count
2326: .seealso: [](ch_tao), `Tao`, `TaoGetLinearSolveIterations()`
2327: @*/
2328: PetscErrorCode TaoGetTotalIterationNumber(Tao tao, PetscInt *iter)
2329: {
2330: PetscFunctionBegin;
2332: PetscAssertPointer(iter, 2);
2333: *iter = tao->ntotalits;
2334: PetscFunctionReturn(PETSC_SUCCESS);
2335: }
2337: /*@
2338: TaoSetTotalIterationNumber - Sets the current total iteration number.
2340: Logically Collective
2342: Input Parameters:
2343: + tao - the `Tao` context
2344: - iter - the iteration number
2346: Level: developer
2348: .seealso: [](ch_tao), `Tao`, `TaoGetLinearSolveIterations()`
2349: @*/
2350: PetscErrorCode TaoSetTotalIterationNumber(Tao tao, PetscInt iter)
2351: {
2352: PetscFunctionBegin;
2355: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)tao));
2356: tao->ntotalits = iter;
2357: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)tao));
2358: PetscFunctionReturn(PETSC_SUCCESS);
2359: }
2361: /*@
2362: TaoSetConvergedReason - Sets the termination flag on a `Tao` object
2364: Logically Collective
2366: Input Parameters:
2367: + tao - the `Tao` context
2368: - reason - the `TaoConvergedReason`
2370: Level: intermediate
2372: .seealso: [](ch_tao), `Tao`, `TaoConvergedReason`
2373: @*/
2374: PetscErrorCode TaoSetConvergedReason(Tao tao, TaoConvergedReason reason)
2375: {
2376: PetscFunctionBegin;
2379: tao->reason = reason;
2380: PetscFunctionReturn(PETSC_SUCCESS);
2381: }
2383: /*@
2384: TaoGetConvergedReason - Gets the reason the `TaoSolve()` was stopped.
2386: Not Collective
2388: Input Parameter:
2389: . tao - the `Tao` solver context
2391: Output Parameter:
2392: . reason - value of `TaoConvergedReason`
2394: Level: intermediate
2396: .seealso: [](ch_tao), `Tao`, `TaoConvergedReason`, `TaoSetConvergenceTest()`, `TaoSetTolerances()`
2397: @*/
2398: PetscErrorCode TaoGetConvergedReason(Tao tao, TaoConvergedReason *reason)
2399: {
2400: PetscFunctionBegin;
2402: PetscAssertPointer(reason, 2);
2403: *reason = tao->reason;
2404: PetscFunctionReturn(PETSC_SUCCESS);
2405: }
2407: /*@
2408: TaoGetSolutionStatus - Get the current iterate, objective value,
2409: residual, infeasibility, and termination from a `Tao` object
2411: Not Collective
2413: Input Parameter:
2414: . tao - the `Tao` context
2416: Output Parameters:
2417: + its - the current iterate number (>=0)
2418: . f - the current function value
2419: . gnorm - the square of the gradient norm, duality gap, or other measure indicating distance from optimality.
2420: . cnorm - the infeasibility of the current solution with regard to the constraints.
2421: . xdiff - the step length or trust region radius of the most recent iterate.
2422: - reason - The termination reason, which can equal `TAO_CONTINUE_ITERATING`
2424: Level: intermediate
2426: Notes:
2427: Tao returns the values set by the solvers in the routine `TaoMonitor()`.
2429: If any of the output arguments are set to `NULL`, no corresponding value will be returned.
2431: .seealso: [](ch_tao), `TaoMonitor()`, `TaoGetConvergedReason()`
2432: @*/
2433: PetscErrorCode TaoGetSolutionStatus(Tao tao, PetscInt *its, PetscReal *f, PetscReal *gnorm, PetscReal *cnorm, PetscReal *xdiff, TaoConvergedReason *reason)
2434: {
2435: PetscFunctionBegin;
2437: if (its) *its = tao->niter;
2438: if (f) *f = tao->fc;
2439: if (gnorm) *gnorm = tao->residual;
2440: if (cnorm) *cnorm = tao->cnorm;
2441: if (reason) *reason = tao->reason;
2442: if (xdiff) *xdiff = tao->step;
2443: PetscFunctionReturn(PETSC_SUCCESS);
2444: }
2446: /*@
2447: TaoGetType - Gets the current `TaoType` being used in the `Tao` object
2449: Not Collective
2451: Input Parameter:
2452: . tao - the `Tao` solver context
2454: Output Parameter:
2455: . type - the `TaoType`
2457: Level: intermediate
2459: .seealso: [](ch_tao), `Tao`, `TaoType`, `TaoSetType()`
2460: @*/
2461: PetscErrorCode TaoGetType(Tao tao, TaoType *type)
2462: {
2463: PetscFunctionBegin;
2465: PetscAssertPointer(type, 2);
2466: *type = ((PetscObject)tao)->type_name;
2467: PetscFunctionReturn(PETSC_SUCCESS);
2468: }
2470: /*@C
2471: TaoMonitor - Monitor the solver and the current solution. This
2472: routine will record the iteration number and residual statistics,
2473: and call any monitors specified by the user.
2475: Input Parameters:
2476: + tao - the `Tao` context
2477: . its - the current iterate number (>=0)
2478: . f - the current objective function value
2479: . res - the gradient norm, square root of the duality gap, or other measure indicating distance from optimality. This measure will be recorded and
2480: used for some termination tests.
2481: . cnorm - the infeasibility of the current solution with regard to the constraints.
2482: - steplength - multiple of the step direction added to the previous iterate.
2484: Options Database Key:
2485: . -tao_monitor - Use the default monitor, which prints statistics to standard output
2487: Level: developer
2489: .seealso: [](ch_tao), `Tao`, `TaoGetConvergedReason()`, `TaoMonitorDefault()`, `TaoMonitorSet()`
2490: @*/
2491: PetscErrorCode TaoMonitor(Tao tao, PetscInt its, PetscReal f, PetscReal res, PetscReal cnorm, PetscReal steplength)
2492: {
2493: PetscInt i;
2495: PetscFunctionBegin;
2497: tao->fc = f;
2498: tao->residual = res;
2499: tao->cnorm = cnorm;
2500: tao->step = steplength;
2501: if (!its) {
2502: tao->cnorm0 = cnorm;
2503: tao->gnorm0 = res;
2504: }
2505: PetscCall(VecLockReadPush(tao->solution));
2506: for (i = 0; i < tao->numbermonitors; i++) PetscCall((*tao->monitor[i])(tao, tao->monitorcontext[i]));
2507: PetscCall(VecLockReadPop(tao->solution));
2508: PetscFunctionReturn(PETSC_SUCCESS);
2509: }
2511: /*@
2512: TaoSetConvergenceHistory - Sets the array used to hold the convergence history.
2514: Logically Collective
2516: Input Parameters:
2517: + tao - the `Tao` solver context
2518: . obj - array to hold objective value history
2519: . resid - array to hold residual history
2520: . cnorm - array to hold constraint violation history
2521: . lits - integer array holds the number of linear iterations for each Tao iteration
2522: . na - size of `obj`, `resid`, and `cnorm`
2523: - reset - `PETSC_TRUE` indicates each new minimization resets the history counter to zero,
2524: else it continues storing new values for new minimizations after the old ones
2526: Level: intermediate
2528: Notes:
2529: If set, `Tao` will fill the given arrays with the indicated
2530: information at each iteration. If 'obj','resid','cnorm','lits' are
2531: *all* `NULL` then space (using size `na`, or 1000 if `na` is `PETSC_DECIDE`) is allocated for the history.
2532: If not all are `NULL`, then only the non-`NULL` information categories
2533: will be stored, the others will be ignored.
2535: Any convergence information after iteration number 'na' will not be stored.
2537: This routine is useful, e.g., when running a code for purposes
2538: of accurate performance monitoring, when no I/O should be done
2539: during the section of code that is being timed.
2541: .seealso: [](ch_tao), `TaoGetConvergenceHistory()`
2542: @*/
2543: PetscErrorCode TaoSetConvergenceHistory(Tao tao, PetscReal obj[], PetscReal resid[], PetscReal cnorm[], PetscInt lits[], PetscInt na, PetscBool reset)
2544: {
2545: PetscFunctionBegin;
2547: if (obj) PetscAssertPointer(obj, 2);
2548: if (resid) PetscAssertPointer(resid, 3);
2549: if (cnorm) PetscAssertPointer(cnorm, 4);
2550: if (lits) PetscAssertPointer(lits, 5);
2552: if (na == PETSC_DECIDE || na == PETSC_CURRENT) na = 1000;
2553: if (!obj && !resid && !cnorm && !lits) {
2554: PetscCall(PetscCalloc4(na, &obj, na, &resid, na, &cnorm, na, &lits));
2555: tao->hist_malloc = PETSC_TRUE;
2556: }
2558: tao->hist_obj = obj;
2559: tao->hist_resid = resid;
2560: tao->hist_cnorm = cnorm;
2561: tao->hist_lits = lits;
2562: tao->hist_max = na;
2563: tao->hist_reset = reset;
2564: tao->hist_len = 0;
2565: PetscFunctionReturn(PETSC_SUCCESS);
2566: }
2568: /*@C
2569: TaoGetConvergenceHistory - Gets the arrays used that hold the convergence history.
2571: Collective
2573: Input Parameter:
2574: . tao - the `Tao` context
2576: Output Parameters:
2577: + obj - array used to hold objective value history
2578: . resid - array used to hold residual history
2579: . cnorm - array used to hold constraint violation history
2580: . lits - integer array used to hold linear solver iteration count
2581: - nhist - size of `obj`, `resid`, `cnorm`, and `lits`
2583: Level: advanced
2585: Notes:
2586: This routine must be preceded by calls to `TaoSetConvergenceHistory()`
2587: and `TaoSolve()`, otherwise it returns useless information.
2589: This routine is useful, e.g., when running a code for purposes
2590: of accurate performance monitoring, when no I/O should be done
2591: during the section of code that is being timed.
2593: Fortran Notes:
2594: The calling sequence is
2595: .vb
2596: call TaoGetConvergenceHistory(Tao tao, PetscInt nhist, PetscErrorCode ierr)
2597: .ve
2598: In other words this gets the current number of entries in the history. Access the history through the array you passed to `TaoSetConvergenceHistory()`
2600: .seealso: [](ch_tao), `Tao`, `TaoSolve()`, `TaoSetConvergenceHistory()`
2601: @*/
2602: PetscErrorCode TaoGetConvergenceHistory(Tao tao, PetscReal **obj, PetscReal **resid, PetscReal **cnorm, PetscInt **lits, PetscInt *nhist)
2603: {
2604: PetscFunctionBegin;
2606: if (obj) *obj = tao->hist_obj;
2607: if (cnorm) *cnorm = tao->hist_cnorm;
2608: if (resid) *resid = tao->hist_resid;
2609: if (lits) *lits = tao->hist_lits;
2610: if (nhist) *nhist = tao->hist_len;
2611: PetscFunctionReturn(PETSC_SUCCESS);
2612: }
2614: /*@
2615: TaoSetApplicationContext - Sets the optional user-defined context for a `Tao` solver.
2617: Logically Collective
2619: Input Parameters:
2620: + tao - the `Tao` context
2621: - ctx - optional user context
2623: Level: intermediate
2625: .seealso: [](ch_tao), `Tao`, `TaoGetApplicationContext()`
2626: @*/
2627: PetscErrorCode TaoSetApplicationContext(Tao tao, void *ctx)
2628: {
2629: PetscFunctionBegin;
2631: tao->ctx = ctx;
2632: PetscFunctionReturn(PETSC_SUCCESS);
2633: }
2635: /*@
2636: TaoGetApplicationContext - Gets the user-defined context for a `Tao` solver
2638: Not Collective
2640: Input Parameter:
2641: . tao - the `Tao` context
2643: Output Parameter:
2644: . ctx - user context
2646: Level: intermediate
2648: .seealso: [](ch_tao), `Tao`, `TaoSetApplicationContext()`
2649: @*/
2650: PetscErrorCode TaoGetApplicationContext(Tao tao, void *ctx)
2651: {
2652: PetscFunctionBegin;
2654: PetscAssertPointer(ctx, 2);
2655: *(void **)ctx = tao->ctx;
2656: PetscFunctionReturn(PETSC_SUCCESS);
2657: }
2659: /*@
2660: TaoSetGradientNorm - Sets the matrix used to define the norm that measures the size of the gradient in some of the `Tao` algorithms
2662: Collective
2664: Input Parameters:
2665: + tao - the `Tao` context
2666: - M - matrix that defines the norm
2668: Level: beginner
2670: .seealso: [](ch_tao), `Tao`, `TaoGetGradientNorm()`, `TaoGradientNorm()`
2671: @*/
2672: PetscErrorCode TaoSetGradientNorm(Tao tao, Mat M)
2673: {
2674: PetscFunctionBegin;
2677: PetscCall(PetscObjectReference((PetscObject)M));
2678: PetscCall(MatDestroy(&tao->gradient_norm));
2679: PetscCall(VecDestroy(&tao->gradient_norm_tmp));
2680: tao->gradient_norm = M;
2681: PetscCall(MatCreateVecs(M, NULL, &tao->gradient_norm_tmp));
2682: PetscFunctionReturn(PETSC_SUCCESS);
2683: }
2685: /*@
2686: TaoGetGradientNorm - Returns the matrix used to define the norm used for measuring the size of the gradient in some of the `Tao` algorithms
2688: Not Collective
2690: Input Parameter:
2691: . tao - the `Tao` context
2693: Output Parameter:
2694: . M - gradient norm
2696: Level: beginner
2698: .seealso: [](ch_tao), `Tao`, `TaoSetGradientNorm()`, `TaoGradientNorm()`
2699: @*/
2700: PetscErrorCode TaoGetGradientNorm(Tao tao, Mat *M)
2701: {
2702: PetscFunctionBegin;
2704: PetscAssertPointer(M, 2);
2705: *M = tao->gradient_norm;
2706: PetscFunctionReturn(PETSC_SUCCESS);
2707: }
2709: /*@
2710: TaoGradientNorm - Compute the norm using the `NormType`, the user has selected
2712: Collective
2714: Input Parameters:
2715: + tao - the `Tao` context
2716: . gradient - the gradient
2717: - type - the norm type
2719: Output Parameter:
2720: . gnorm - the gradient norm
2722: Level: advanced
2724: Note:
2725: If `TaoSetGradientNorm()` has been set and `type` is `NORM_2` then the norm provided with `TaoSetGradientNorm()` is used.
2727: Developer Notes:
2728: Should be named `TaoComputeGradientNorm()`.
2730: The usage is a bit confusing, with `TaoSetGradientNorm()` plus `NORM_2` resulting in the computation of the user provided
2731: norm, perhaps a refactorization is in order.
2733: .seealso: [](ch_tao), `Tao`, `TaoSetGradientNorm()`, `TaoGetGradientNorm()`
2734: @*/
2735: PetscErrorCode TaoGradientNorm(Tao tao, Vec gradient, NormType type, PetscReal *gnorm)
2736: {
2737: PetscFunctionBegin;
2741: PetscAssertPointer(gnorm, 4);
2742: if (tao->gradient_norm) {
2743: PetscScalar gnorms;
2745: PetscCheck(type == NORM_2, PetscObjectComm((PetscObject)gradient), PETSC_ERR_ARG_WRONG, "Norm type must be NORM_2 if an inner product for the gradient norm is set.");
2746: PetscCall(MatMult(tao->gradient_norm, gradient, tao->gradient_norm_tmp));
2747: PetscCall(VecDot(gradient, tao->gradient_norm_tmp, &gnorms));
2748: *gnorm = PetscRealPart(PetscSqrtScalar(gnorms));
2749: } else {
2750: PetscCall(VecNorm(gradient, type, gnorm));
2751: }
2752: PetscFunctionReturn(PETSC_SUCCESS);
2753: }
2755: /*@C
2756: TaoMonitorDrawCtxCreate - Creates the monitor context for `TaoMonitorSolutionDraw()`
2758: Collective
2760: Input Parameters:
2761: + comm - the communicator to share the context
2762: . host - the name of the X Windows host that will display the monitor
2763: . label - the label to put at the top of the display window
2764: . x - the horizontal coordinate of the lower left corner of the window to open
2765: . y - the vertical coordinate of the lower left corner of the window to open
2766: . m - the width of the window
2767: . n - the height of the window
2768: - howoften - how many `Tao` iterations between displaying the monitor information
2770: Output Parameter:
2771: . ctx - the monitor context
2773: Options Database Keys:
2774: + -tao_monitor_solution_draw - use `TaoMonitorSolutionDraw()` to monitor the solution
2775: - -tao_draw_solution_initial - show initial guess as well as current solution
2777: Level: intermediate
2779: Note:
2780: The context this creates, along with `TaoMonitorSolutionDraw()`, and `TaoMonitorDrawCtxDestroy()`
2781: are passed to `TaoMonitorSet()`.
2783: .seealso: [](ch_tao), `Tao`, `TaoMonitorSet()`, `TaoMonitorDefault()`, `VecView()`, `TaoMonitorDrawCtx()`
2784: @*/
2785: PetscErrorCode TaoMonitorDrawCtxCreate(MPI_Comm comm, const char host[], const char label[], int x, int y, int m, int n, PetscInt howoften, TaoMonitorDrawCtx *ctx)
2786: {
2787: PetscFunctionBegin;
2788: PetscCall(PetscNew(ctx));
2789: PetscCall(PetscViewerDrawOpen(comm, host, label, x, y, m, n, &(*ctx)->viewer));
2790: PetscCall(PetscViewerSetFromOptions((*ctx)->viewer));
2791: (*ctx)->howoften = howoften;
2792: PetscFunctionReturn(PETSC_SUCCESS);
2793: }
2795: /*@C
2796: TaoMonitorDrawCtxDestroy - Destroys the monitor context for `TaoMonitorSolutionDraw()`
2798: Collective
2800: Input Parameter:
2801: . ictx - the monitor context
2803: Level: intermediate
2805: Note:
2806: This is passed to `TaoMonitorSet()` as the final argument, along with `TaoMonitorSolutionDraw()`, and the context
2807: obtained with `TaoMonitorDrawCtxCreate()`.
2809: .seealso: [](ch_tao), `Tao`, `TaoMonitorSet()`, `TaoMonitorDefault()`, `VecView()`, `TaoMonitorSolutionDraw()`
2810: @*/
2811: PetscErrorCode TaoMonitorDrawCtxDestroy(TaoMonitorDrawCtx *ictx)
2812: {
2813: PetscFunctionBegin;
2814: PetscCall(PetscViewerDestroy(&(*ictx)->viewer));
2815: PetscCall(PetscFree(*ictx));
2816: PetscFunctionReturn(PETSC_SUCCESS);
2817: }