petsc-3.7.1 2016-05-15
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TaoLineSearchSetObjectiveAndGTSRoutine

Sets the objective and (gradient'*stepdirection) evaluation routine for the line search. Sometimes it is more efficient to compute the inner product of the gradient and the step direction than it is to compute the gradient, and this is all the line search typically needs of the gradient.

Synopsis

#include "petsctaolinesearch.h" 
PetscErrorCode TaoLineSearchSetObjectiveAndGTSRoutine(TaoLineSearch ls, PetscErrorCode(*func)(TaoLineSearch ls, Vec x, Vec s, PetscReal *, PetscReal *, void*), void *ctx)
Logically Collective on TaoLineSearch Many br

Input Parameter

ls - the TaoLineSearch context Many br
func - the objective and gradient evaluation routine Many br
ctx - the (optional) user-defined context for private data Many br

Calling sequence of func

     func (TaoLinesearch ls, Vec x, PetscReal *f, PetscReal *gts, void *ctx);

x - input vector Many br
s - step direction Many br
f - function value Many br
gts - inner product of gradient and step direction vectors Many br
ctx (optional) user- defined context Many br

Note: The gradient will still need to be computed at the end of the line Many brsearch, so you will still need to set a line search gradient evaluation Many brroutine Many br

Note: Bounded line searches (those used in bounded optimization algorithms) Many brdon't use g's directly, but rather (g'x - g'x0)/steplength. You can get the Many brx0 and steplength with TaoLineSearchGetStartingVector() and TaoLineSearchGetStepLength() Many br

Many br

Note

Some algorithms (lcl, gpcg) set their own objective routine for the Many brline search, application programmers should be wary of overriding the Many brdefault objective routine. Many br

See Also

TaoLineSearchCreate(), TaoLineSearchSetObjective(), TaoLineSearchSetGradient(), TaoLineSearchUseTaoRoutines()

Level:advanced
Location:
src/tao/linesearch/interface/taolinesearch.c
Index of all TaoLineSearch routines
Table of Contents for all manual pages
Index of all manual pages