Actual source code: taosolver_hj.c
petsc-3.7.1 2016-05-15
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      1: #include <petsc/private/taoimpl.h> /*I "petsctao.h" I*/

      5: /*@C
      6:    TaoSetHessianRoutine - Sets the function to compute the Hessian as well as the location to store the matrix.

      8:    Logically collective on Tao

     10:    Input Parameters:
     11: +  tao - the Tao context
     12: .  H - Matrix used for the hessian
     13: .  Hpre - Matrix that will be used operated on by preconditioner, can be same as H
     14: .  hess - Hessian evaluation routine
     15: -  ctx - [optional] user-defined context for private data for the
     16:          Hessian evaluation routine (may be NULL)

     18:    Calling sequence of hess:
     19: $    hess (Tao tao,Vec x,Mat H,Mat Hpre,void *ctx);

     21: +  tao - the Tao  context
     22: .  x - input vector
     23: .  H - Hessian matrix
     24: .  Hpre - preconditioner matrix, usually the same as H
     25: -  ctx - [optional] user-defined Hessian context

     27:    Level: beginner

     29: @*/
     30: PetscErrorCode TaoSetHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx)
     31: {

     36:   if (H) {
     39:   }
     40:   if (Hpre) {
     43:   }
     44:   if (ctx) {
     45:     tao->user_hessP = ctx;
     46:   }
     47:   if (func) {
     48:     tao->ops->computehessian = func;
     49:   }
     50:   if (H) {
     51:     PetscObjectReference((PetscObject)H);
     52:     MatDestroy(&tao->hessian);
     53:     tao->hessian = H;
     54:   }
     55:   if (Hpre) {
     56:     PetscObjectReference((PetscObject)Hpre);
     57:     MatDestroy(&tao->hessian_pre);
     58:     tao->hessian_pre = Hpre;
     59:   }
     60:   return(0);
     61: }

     65: /*@C
     66:    TaoComputeHessian - Computes the Hessian matrix that has been
     67:    set with TaoSetHessianRoutine().

     69:    Collective on Tao

     71:    Input Parameters:
     72: +  solver - the Tao solver context
     73: -  xx - input vector

     75:    Output Parameters:
     76: +  H - Hessian matrix
     77: -  Hpre - Preconditioning matrix

     79:    Notes:
     80:    Most users should not need to explicitly call this routine, as it
     81:    is used internally within the minimization solvers.

     83:    TaoComputeHessian() is typically used within minimization
     84:    implementations, so most users would not generally call this routine
     85:    themselves.

     87:    Level: developer

     89: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetHessian()

     91: @*/
     92: PetscErrorCode TaoComputeHessian(Tao tao, Vec X, Mat H, Mat Hpre)
     93: {

    101:   if (!tao->ops->computehessian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetHessian() first");
    102:   ++tao->nhess;
    103:   PetscLogEventBegin(Tao_HessianEval,tao,X,H,Hpre);
    104:   PetscStackPush("Tao user Hessian function");
    105:   (*tao->ops->computehessian)(tao,X,H,Hpre,tao->user_hessP);
    106:   PetscStackPop;
    107:   PetscLogEventEnd(Tao_HessianEval,tao,X,H,Hpre);
    108:   return(0);
    109: }

    113: /*@C
    114:    TaoComputeJacobian - Computes the Jacobian matrix that has been
    115:    set with TaoSetJacobianRoutine().

    117:    Collective on Tao

    119:    Input Parameters:
    120: +  solver - the Tao solver context
    121: -  xx - input vector

    123:    Output Parameters:
    124: +  H - Jacobian matrix
    125: -  Hpre - Preconditioning matrix

    127:    Notes:
    128:    Most users should not need to explicitly call this routine, as it
    129:    is used internally within the minimization solvers.

    131:    TaoComputeJacobian() is typically used within minimization
    132:    implementations, so most users would not generally call this routine
    133:    themselves.

    135:    Level: developer

    137: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobian()

    139: @*/
    140: PetscErrorCode TaoComputeJacobian(Tao tao, Vec X, Mat J, Mat Jpre)
    141: {

    149:   if (!tao->ops->computejacobian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobian() first");
    150:   ++tao->njac;
    151:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
    152:   PetscStackPush("Tao user Jacobian function");
    153:   (*tao->ops->computejacobian)(tao,X,J,Jpre,tao->user_jacP);
    154:   PetscStackPop;
    155:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
    156:   return(0);
    157: }

    161: /*@C
    162:    TaoComputeJacobianState - Computes the Jacobian matrix that has been
    163:    set with TaoSetJacobianStateRoutine().

    165:    Collective on Tao

    167:    Input Parameters:
    168: +  solver - the Tao solver context
    169: -  xx - input vector

    171:    Output Parameters:
    172: +  H - Jacobian matrix
    173: -  Hpre - Preconditioning matrix

    175:    Notes:
    176:    Most users should not need to explicitly call this routine, as it
    177:    is used internally within the minimization solvers.

    179:    TaoComputeJacobianState() is typically used within minimization
    180:    implementations, so most users would not generally call this routine
    181:    themselves.

    183:    Level: developer

    185: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

    187: @*/
    188: PetscErrorCode TaoComputeJacobianState(Tao tao, Vec X, Mat J, Mat Jpre, Mat Jinv)
    189: {

    197:   if (!tao->ops->computejacobianstate) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianState() first");
    198:   ++tao->njac_state;
    199:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
    200:   PetscStackPush("Tao user Jacobian(state) function");
    201:   (*tao->ops->computejacobianstate)(tao,X,J,Jpre,Jinv,tao->user_jac_stateP);
    202:   PetscStackPop;
    203:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
    204:   return(0);
    205: }

    209: /*@C
    210:    TaoComputeJacobianDesign - Computes the Jacobian matrix that has been
    211:    set with TaoSetJacobianDesignRoutine().

    213:    Collective on Tao

    215:    Input Parameters:
    216: +  solver - the Tao solver context
    217: -  xx - input vector

    219:    Output Parameters:
    220: .  H - Jacobian matrix

    222:    Notes:
    223:    Most users should not need to explicitly call this routine, as it
    224:    is used internally within the minimization solvers.

    226:    TaoComputeJacobianDesign() is typically used within minimization
    227:    implementations, so most users would not generally call this routine
    228:    themselves.

    230:    Level: developer

    232: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianDesignRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

    234: @*/
    235: PetscErrorCode TaoComputeJacobianDesign(Tao tao, Vec X, Mat J)
    236: {

    244:   if (!tao->ops->computejacobiandesign) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianDesign() first");
    245:   ++tao->njac_design;
    246:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,NULL);
    247:   PetscStackPush("Tao user Jacobian(design) function");
    248:   (*tao->ops->computejacobiandesign)(tao,X,J,tao->user_jac_designP);
    249:   PetscStackPop;
    250:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,NULL);
    251:   return(0);
    252: }

    256: /*@C
    257:    TaoSetJacobianRoutine - Sets the function to compute the Jacobian as well as the location to store the matrix.

    259:    Logically collective on Tao

    261:    Input Parameters:
    262: +  tao - the Tao context
    263: .  J - Matrix used for the jacobian
    264: .  Jpre - Matrix that will be used operated on by preconditioner, can be same as J
    265: .  jac - Jacobian evaluation routine
    266: -  ctx - [optional] user-defined context for private data for the
    267:          Jacobian evaluation routine (may be NULL)

    269:    Calling sequence of jac:
    270: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

    272: +  tao - the Tao  context
    273: .  x - input vector
    274: .  J - Jacobian matrix
    275: .  Jpre - preconditioner matrix, usually the same as J
    276: -  ctx - [optional] user-defined Jacobian context

    278:    Level: intermediate

    280: @*/
    281: PetscErrorCode TaoSetJacobianRoutine(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, void*), void *ctx)
    282: {
    286:   if (J) {
    289:   }
    290:   if (Jpre) {
    293:   }
    294:   if (ctx) {
    295:     tao->user_jacP = ctx;
    296:   }
    297:   if (func) {
    298:     tao->ops->computejacobian = func;
    299:   }
    300:   if (J) {
    301:     PetscObjectReference((PetscObject)J);
    302:     MatDestroy(&tao->jacobian);
    303:     tao->jacobian = J;
    304:   }
    305:   if (Jpre) {
    306:     PetscObjectReference((PetscObject)Jpre);
    307:     MatDestroy(&tao->jacobian_pre);
    308:     tao->jacobian_pre=Jpre;
    309:   }
    310:   return(0);
    311: }

    315: /*@C
    316:    TaoSetJacobianStateRoutine - Sets the function to compute the Jacobian
    317:    (and its inverse) of the constraint function with respect to the state variables.
    318:    Used only for pde-constrained optimization.

    320:    Logically collective on Tao

    322:    Input Parameters:
    323: +  tao - the Tao context
    324: .  J - Matrix used for the jacobian
    325: .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.  Only used if Jinv is NULL
    326: .  Jinv - [optional] Matrix used to apply the inverse of the state jacobian. Use NULL to default to PETSc KSP solvers to apply the inverse.
    327: .  jac - Jacobian evaluation routine
    328: -  ctx - [optional] user-defined context for private data for the
    329:          Jacobian evaluation routine (may be NULL)

    331:    Calling sequence of jac:
    332: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

    334: +  tao - the Tao  context
    335: .  x - input vector
    336: .  J - Jacobian matrix
    337: .  Jpre - preconditioner matrix, usually the same as J
    338: .  Jinv - inverse of J
    339: -  ctx - [optional] user-defined Jacobian context

    341:    Level: intermediate
    342: .seealse: TaoComputeJacobianState(), TaoSetJacobianDesignRoutine(), TaoSetStateDesignIS()
    343: @*/
    344: PetscErrorCode TaoSetJacobianStateRoutine(Tao tao, Mat J, Mat Jpre, Mat Jinv, PetscErrorCode (*func)(Tao, Vec, Mat, Mat, Mat,void*), void *ctx)
    345: {
    349:   if (J) {
    352:   }
    353:   if (Jpre) {
    356:   }
    357:   if (Jinv) {
    360:   }
    361:   if (ctx) {
    362:     tao->user_jac_stateP = ctx;
    363:   }
    364:   if (func) {
    365:     tao->ops->computejacobianstate = func;
    366:   }
    367:   if (J) {
    368:     PetscObjectReference((PetscObject)J);
    369:     MatDestroy(&tao->jacobian_state);
    370:     tao->jacobian_state = J;
    371:   }
    372:   if (Jpre) {
    373:     PetscObjectReference((PetscObject)Jpre);
    374:     MatDestroy(&tao->jacobian_state_pre);
    375:     tao->jacobian_state_pre=Jpre;
    376:   }
    377:   if (Jinv) {
    378:     PetscObjectReference((PetscObject)Jinv);
    379:     MatDestroy(&tao->jacobian_state_inv);
    380:     tao->jacobian_state_inv=Jinv;
    381:   }
    382:   return(0);
    383: }

    387: /*@C
    388:    TaoSetJacobianDesignRoutine - Sets the function to compute the Jacobian of
    389:    the constraint function with respect to the design variables.  Used only for
    390:    pde-constrained optimization.

    392:    Logically collective on Tao

    394:    Input Parameters:
    395: +  tao - the Tao context
    396: .  J - Matrix used for the jacobian
    397: .  jac - Jacobian evaluation routine
    398: -  ctx - [optional] user-defined context for private data for the
    399:          Jacobian evaluation routine (may be NULL)

    401:    Calling sequence of jac:
    402: $    jac (Tao tao,Vec x,Mat *J,void *ctx);

    404: +  tao - the Tao  context
    405: .  x - input vector
    406: .  J - Jacobian matrix
    407: -  ctx - [optional] user-defined Jacobian context

    410:    Notes:

    412:    The function jac() takes Mat * as the matrix arguments rather than Mat.
    413:    This allows the Jacobian evaluation routine to replace A and/or B with a
    414:    completely new new matrix structure (not just different matrix elements)
    415:    when appropriate, for instance, if the nonzero structure is changing
    416:    throughout the global iterations.

    418:    Level: intermediate
    419: .seealso: TaoComputeJacobianDesign(), TaoSetJacobianStateRoutine(), TaoSetStateDesignIS()
    420: @*/
    421: PetscErrorCode TaoSetJacobianDesignRoutine(Tao tao, Mat J, PetscErrorCode (*func)(Tao, Vec, Mat, void*), void *ctx)
    422: {

    427:   if (J) {
    430:   }
    431:   if (ctx) {
    432:     tao->user_jac_designP = ctx;
    433:   }
    434:   if (func) {
    435:     tao->ops->computejacobiandesign = func;
    436:   }
    437:   if (J) {
    438:     PetscObjectReference((PetscObject)J);
    439:     MatDestroy(&tao->jacobian_design);
    440:     tao->jacobian_design = J;
    441:   }
    442:   return(0);
    443: }

    447: /*@
    448:    TaoSetStateDesignIS - Indicate to the Tao which variables in the
    449:    solution vector are state variables and which are design.  Only applies to
    450:    pde-constrained optimization.

    452:    Logically Collective on Tao

    454:    Input Parameters:
    455: +  tao - The Tao context
    456: .  s_is - the index set corresponding to the state variables
    457: -  d_is - the index set corresponding to the design variables

    459:    Level: intermediate

    461: .seealso: TaoSetJacobianStateRoutine(), TaoSetJacobianDesignRoutine()
    462: @*/
    463: PetscErrorCode TaoSetStateDesignIS(Tao tao, IS s_is, IS d_is)
    464: {

    468:   PetscObjectReference((PetscObject)s_is);
    469:   ISDestroy(&tao->state_is);
    470:   tao->state_is = s_is;
    471:   PetscObjectReference((PetscObject)(d_is));
    472:   ISDestroy(&tao->design_is);
    473:   tao->design_is = d_is;
    474:   return(0);
    475: }

    479: /*@C
    480:    TaoComputeJacobianEquality - Computes the Jacobian matrix that has been
    481:    set with TaoSetJacobianEqualityRoutine().

    483:    Collective on Tao

    485:    Input Parameters:
    486: +  solver - the Tao solver context
    487: -  xx - input vector

    489:    Output Parameters:
    490: +  H - Jacobian matrix
    491: -  Hpre - Preconditioning matrix

    493:    Notes:
    494:    Most users should not need to explicitly call this routine, as it
    495:    is used internally within the minimization solvers.

    497:    Level: developer

    499: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

    501: @*/
    502: PetscErrorCode TaoComputeJacobianEquality(Tao tao, Vec X, Mat J, Mat Jpre)
    503: {

    511:   if (!tao->ops->computejacobianequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianEquality() first");
    512:   ++tao->njac_equality;
    513:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
    514:   PetscStackPush("Tao user Jacobian(equality) function");
    515:   (*tao->ops->computejacobianequality)(tao,X,J,Jpre,tao->user_jac_equalityP);
    516:   PetscStackPop;
    517:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
    518:   return(0);
    519: }

    523: /*@C
    524:    TaoComputeJacobianInequality - Computes the Jacobian matrix that has been
    525:    set with TaoSetJacobianInequalityRoutine().

    527:    Collective on Tao

    529:    Input Parameters:
    530: +  solver - the Tao solver context
    531: -  xx - input vector

    533:    Output Parameters:
    534: +  H - Jacobian matrix
    535: -  Hpre - Preconditioning matrix

    537:    Notes:
    538:    Most users should not need to explicitly call this routine, as it
    539:    is used internally within the minimization solvers.

    541:    Level: developer

    543: .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()

    545: @*/
    546: PetscErrorCode TaoComputeJacobianInequality(Tao tao, Vec X, Mat J, Mat Jpre)
    547: {

    555:   if (!tao->ops->computejacobianinequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianInequality() first");
    556:   ++tao->njac_inequality;
    557:   PetscLogEventBegin(Tao_JacobianEval,tao,X,J,Jpre);
    558:   PetscStackPush("Tao user Jacobian(inequality) function");
    559:   (*tao->ops->computejacobianinequality)(tao,X,J,Jpre,tao->user_jac_inequalityP);
    560:   PetscStackPop;
    561:   PetscLogEventEnd(Tao_JacobianEval,tao,X,J,Jpre);
    562:   return(0);
    563: }

    567: /*@C
    568:    TaoSetJacobianEqualityRoutine - Sets the function to compute the Jacobian
    569:    (and its inverse) of the constraint function with respect to the equality variables.
    570:    Used only for pde-constrained optimization.

    572:    Logically collective on Tao

    574:    Input Parameters:
    575: +  tao - the Tao context
    576: .  J - Matrix used for the jacobian
    577: .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.
    578: .  jac - Jacobian evaluation routine
    579: -  ctx - [optional] user-defined context for private data for the
    580:          Jacobian evaluation routine (may be NULL)

    582:    Calling sequence of jac:
    583: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

    585: +  tao - the Tao  context
    586: .  x - input vector
    587: .  J - Jacobian matrix
    588: .  Jpre - preconditioner matrix, usually the same as J
    589: -  ctx - [optional] user-defined Jacobian context

    591:    Level: intermediate
    592: .seealse: TaoComputeJacobianEquality(), TaoSetJacobianDesignRoutine(), TaoSetEqualityDesignIS()
    593: @*/
    594: PetscErrorCode TaoSetJacobianEqualityRoutine(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat,void*), void *ctx)
    595: {

    600:   if (J) {
    603:   }
    604:   if (Jpre) {
    607:   }
    608:   if (ctx) {
    609:     tao->user_jac_equalityP = ctx;
    610:   }
    611:   if (func) {
    612:     tao->ops->computejacobianequality = func;
    613:   }
    614:   if (J) {
    615:     PetscObjectReference((PetscObject)J);
    616:     MatDestroy(&tao->jacobian_equality);
    617:     tao->jacobian_equality = J;
    618:   }
    619:   if (Jpre) {
    620:     PetscObjectReference((PetscObject)Jpre);
    621:     MatDestroy(&tao->jacobian_equality_pre);
    622:     tao->jacobian_equality_pre=Jpre;
    623:   }
    624:   return(0);
    625: }

    629: /*@C
    630:    TaoSetJacobianInequalityRoutine - Sets the function to compute the Jacobian
    631:    (and its inverse) of the constraint function with respect to the inequality variables.
    632:    Used only for pde-constrained optimization.

    634:    Logically collective on Tao

    636:    Input Parameters:
    637: +  tao - the Tao context
    638: .  J - Matrix used for the jacobian
    639: .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.
    640: .  jac - Jacobian evaluation routine
    641: -  ctx - [optional] user-defined context for private data for the
    642:          Jacobian evaluation routine (may be NULL)

    644:    Calling sequence of jac:
    645: $    jac (Tao tao,Vec x,Mat *J,Mat *Jpre,void *ctx);

    647: +  tao - the Tao  context
    648: .  x - input vector
    649: .  J - Jacobian matrix
    650: .  Jpre - preconditioner matrix, usually the same as J
    651: -  ctx - [optional] user-defined Jacobian context

    653:    Level: intermediate
    654: .seealse: TaoComputeJacobianInequality(), TaoSetJacobianDesignRoutine(), TaoSetInequalityDesignIS()
    655: @*/
    656: PetscErrorCode TaoSetJacobianInequalityRoutine(Tao tao, Mat J, Mat Jpre, PetscErrorCode (*func)(Tao, Vec, Mat, Mat,void*), void *ctx)
    657: {
    661:   if (J) {
    664:   }
    665:   if (Jpre) {
    668:   }
    669:   if (ctx) {
    670:     tao->user_jac_inequalityP = ctx;
    671:   }
    672:   if (func) {
    673:     tao->ops->computejacobianinequality = func;
    674:   }
    675:   if (J) {
    676:     PetscObjectReference((PetscObject)J);
    677:     MatDestroy(&tao->jacobian_inequality);
    678:     tao->jacobian_inequality = J;
    679:   }
    680:   if (Jpre) {
    681:     PetscObjectReference((PetscObject)Jpre);
    682:     MatDestroy(&tao->jacobian_inequality_pre);
    683:     tao->jacobian_inequality_pre=Jpre;
    684:   }
    685:   return(0);
    686: }