Actual source code: taoimpl.h
petsc-3.12.1 2019-10-22
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      1: #ifndef __TAO_IMPL_H

      4:  #include <petsctao.h>
      5:  #include <petsctaolinesearch.h>
      6:  #include <petsc/private/petscimpl.h>

      8: PETSC_EXTERN PetscBool TaoRegisterAllCalled;
      9: PETSC_EXTERN PetscErrorCode TaoRegisterAll(void);

     11: typedef struct _TaoOps *TaoOps;

     13: struct _TaoOps {
     14:   /* Methods set by application */
     15:     PetscErrorCode (*computeobjective)(Tao, Vec, PetscReal*, void*);
     16:     PetscErrorCode (*computeobjectiveandgradient)(Tao, Vec, PetscReal*, Vec, void*);
     17:     PetscErrorCode (*computegradient)(Tao, Vec, Vec, void*);
     18:     PetscErrorCode (*computehessian)(Tao, Vec, Mat, Mat,  void*);
     19:     PetscErrorCode (*computeresidual)(Tao, Vec, Vec, void*);
     20:     PetscErrorCode (*computeresidualjacobian)(Tao, Vec, Mat, Mat, void*);
     21:     PetscErrorCode (*computeconstraints)(Tao, Vec, Vec, void*);
     22:     PetscErrorCode (*computeinequalityconstraints)(Tao, Vec, Vec, void*);
     23:     PetscErrorCode (*computeequalityconstraints)(Tao, Vec, Vec, void*);
     24:     PetscErrorCode (*computejacobian)(Tao, Vec, Mat, Mat,  void*);
     25:     PetscErrorCode (*computejacobianstate)(Tao, Vec, Mat, Mat, Mat,  void*);
     26:     PetscErrorCode (*computejacobiandesign)(Tao, Vec, Mat, void*);
     27:     PetscErrorCode (*computejacobianinequality)(Tao, Vec, Mat, Mat,  void*);
     28:     PetscErrorCode (*computejacobianequality)(Tao, Vec, Mat, Mat,  void*);
     29:     PetscErrorCode (*computebounds)(Tao, Vec, Vec, void*);
     30:     PetscErrorCode (*update)(Tao,PetscInt,void*);
     31:     PetscErrorCode (*convergencetest)(Tao,void*);
     32:     PetscErrorCode (*convergencedestroy)(void*);

     34:   /* Methods set by solver */
     35:     PetscErrorCode (*computedual)(Tao, Vec, Vec);
     36:     PetscErrorCode (*setup)(Tao);
     37:     PetscErrorCode (*solve)(Tao);
     38:     PetscErrorCode (*view)(Tao, PetscViewer);
     39:     PetscErrorCode (*setfromoptions)(PetscOptionItems*,Tao);
     40:     PetscErrorCode (*destroy)(Tao);
     41: };

     43: #define MAXTAOMONITORS 10

     45: struct _p_Tao {
     46:     PETSCHEADER(struct _TaoOps);
     47:     void *user;
     48:     void *user_objP;
     49:     void *user_objgradP;
     50:     void *user_gradP;
     51:     void *user_hessP;
     52:     void *user_lsresP;
     53:     void *user_lsjacP;
     54:     void *user_conP;
     55:     void *user_con_equalityP;
     56:     void *user_con_inequalityP;
     57:     void *user_jacP;
     58:     void *user_jac_equalityP;
     59:     void *user_jac_inequalityP;
     60:     void *user_jac_stateP;
     61:     void *user_jac_designP;
     62:     void *user_boundsP;
     63:     void *user_update;

     65:     PetscErrorCode (*monitor[MAXTAOMONITORS])(Tao,void*);
     66:     PetscErrorCode (*monitordestroy[MAXTAOMONITORS])(void**);
     67:     void *monitorcontext[MAXTAOMONITORS];
     68:     PetscInt numbermonitors;
     69:     void *cnvP;
     70:     TaoConvergedReason reason;

     72:     PetscBool setupcalled;
     73:     void *data;

     75:     Vec solution;
     76:     Vec gradient;
     77:     Vec stepdirection;
     78:     Vec XL;
     79:     Vec XU;
     80:     Vec IL;
     81:     Vec IU;
     82:     Vec DI;
     83:     Vec DE;
     84:     Mat hessian;
     85:     Mat hessian_pre;
     86:     Mat gradient_norm;
     87:     Vec gradient_norm_tmp;
     88:     Vec ls_res;
     89:     Mat ls_jac;
     90:     Mat ls_jac_pre;
     91:     Vec res_weights_v;
     92:     PetscInt res_weights_n;
     93:     PetscInt *res_weights_rows;
     94:     PetscInt *res_weights_cols;
     95:     PetscReal *res_weights_w;
     96:     Vec constraints;
     97:     Vec constraints_equality;
     98:     Vec constraints_inequality;
     99:     Mat jacobian;
    100:     Mat jacobian_pre;
    101:     Mat jacobian_inequality;
    102:     Mat jacobian_inequality_pre;
    103:     Mat jacobian_equality;
    104:     Mat jacobian_equality_pre;
    105:     Mat jacobian_state;
    106:     Mat jacobian_state_inv;
    107:     Mat jacobian_design;
    108:     Mat jacobian_state_pre;
    109:     Mat jacobian_design_pre;
    110:     IS state_is;
    111:     IS design_is;
    112:     PetscReal step;
    113:     PetscReal residual;
    114:     PetscReal gnorm0;
    115:     PetscReal cnorm;
    116:     PetscReal cnorm0;
    117:     PetscReal fc;

    120:     PetscInt  max_it;
    121:     PetscInt  max_funcs;
    122:     PetscInt  max_constraints;
    123:     PetscInt  nfuncs;
    124:     PetscInt  ngrads;
    125:     PetscInt  nfuncgrads;
    126:     PetscInt  nhess;
    127:     PetscInt  niter;
    128:     PetscInt  ntotalits;
    129:     PetscInt  nconstraints;
    130:     PetscInt  niconstraints;
    131:     PetscInt  neconstraints;
    132:     PetscInt  njac;
    133:     PetscInt  njac_equality;
    134:     PetscInt  njac_inequality;
    135:     PetscInt  njac_state;
    136:     PetscInt  njac_design;

    138:     PetscInt  ksp_its; /* KSP iterations for this solver iteration */
    139:     PetscInt  ksp_tot_its; /* Total (cumulative) KSP iterations */

    142:     TaoLineSearch linesearch;
    143:     PetscBool lsflag; /* goes up when line search fails */
    144:     KSP ksp;
    145:     PetscReal trust0; /* initial trust region radius */
    146:     PetscReal trust;  /* Current trust region */

    148:     PetscReal gatol;
    149:     PetscReal grtol;
    150:     PetscReal gttol;
    151:     PetscReal catol;
    152:     PetscReal crtol;
    153:     PetscReal steptol;
    154:     PetscReal fmin;
    155:     PetscBool max_funcs_changed;
    156:     PetscBool max_it_changed;
    157:     PetscBool gatol_changed;
    158:     PetscBool grtol_changed;
    159:     PetscBool gttol_changed;
    160:     PetscBool fmin_changed;
    161:     PetscBool catol_changed;
    162:     PetscBool crtol_changed;
    163:     PetscBool steptol_changed;
    164:     PetscBool trust0_changed;
    165:     PetscBool printreason;
    166:     PetscBool viewsolution;
    167:     PetscBool viewgradient;
    168:     PetscBool viewconstraints;
    169:     PetscBool viewhessian;
    170:     PetscBool viewjacobian;
    171:     PetscBool bounded;
    172:     PetscBool header_printed;

    174:     TaoSubsetType subset_type;
    175:     PetscInt      hist_max;/* Number of iteration histories to keep */
    176:     PetscReal     *hist_obj; /* obj value at each iteration */
    177:     PetscReal     *hist_resid; /* residual at each iteration */
    178:     PetscReal     *hist_cnorm; /* constraint norm at each iteration */
    179:     PetscInt      *hist_lits; /* number of ksp its at each TAO iteration */
    180:     PetscInt      hist_len;
    181:     PetscBool     hist_reset;
    182:     PetscBool     hist_malloc;
    183: };

    185: PETSC_EXTERN PetscLogEvent TAO_Solve;
    186: PETSC_EXTERN PetscLogEvent TAO_ObjectiveEval;
    187: PETSC_EXTERN PetscLogEvent TAO_GradientEval;
    188: PETSC_EXTERN PetscLogEvent TAO_ObjGradEval;
    189: PETSC_EXTERN PetscLogEvent TAO_HessianEval;
    190: PETSC_EXTERN PetscLogEvent TAO_ConstraintsEval;
    191: PETSC_EXTERN PetscLogEvent TAO_JacobianEval;

    193: PETSC_STATIC_INLINE PetscErrorCode TaoLogConvergenceHistory(Tao tao, PetscReal obj, PetscReal resid, PetscReal cnorm, PetscInt totits)
    194: {
    196:   if (tao->hist_max > tao->hist_len) {
    197:     if (tao->hist_obj) tao->hist_obj[tao->hist_len]=obj;
    198:     if (tao->hist_resid) tao->hist_resid[tao->hist_len]=resid;
    199:     if (tao->hist_cnorm) tao->hist_cnorm[tao->hist_len]=cnorm;
    200:     if (tao->hist_lits) {
    201:       if (tao->hist_len <= 0) {
    202:         tao->hist_lits[0] = totits;
    203:       } else {
    204:         tao->hist_lits[tao->hist_len]=totits - tao->hist_lits[tao->hist_len-1];
    205:       }
    206:     }
    207:     tao->hist_len++;
    208:   }
    209:   return(0);
    210: }

    212: PETSC_INTERN PetscErrorCode TaoVecGetSubVec(Vec, IS, TaoSubsetType, PetscReal, Vec*);
    213: PETSC_INTERN PetscErrorCode TaoMatGetSubMat(Mat, IS, Vec, TaoSubsetType, Mat*);
    214: PETSC_INTERN PetscErrorCode TaoGradientNorm(Tao, Vec, NormType, PetscReal*);
    215: PETSC_INTERN PetscErrorCode TaoEstimateActiveBounds(Vec, Vec, Vec, Vec, Vec, Vec, PetscReal, PetscReal*, IS*, IS*, IS*, IS*, IS*);
    216: PETSC_INTERN PetscErrorCode TaoBoundStep(Vec, Vec, Vec, IS, IS, IS, PetscReal, Vec);
    217: PETSC_INTERN PetscErrorCode TaoBoundSolution(Vec, Vec, Vec, PetscReal, PetscInt*, Vec);

    219: #endif