Actual source code: tao_util.c
1: /*$Id$*/
3: #include "src/tao_impl.h" /*I "tao_solver.h" I*/
8: /*@C
9: TaoVecViewMonitor - Monitors progress of the TAO_SOLVER solvers by calling
10: VecView() for the approximate solution at each iteration.
12: Collective on TAO_SOLVER
14: Input Parameters:
15: + tao - the TAO_SOLVER context
16: - dummy - either a viewer or TAO_NULL
18: Level: advanced
20: .keywords: TAO_SOLVER, vector, monitor, view
22: .seealso: TaoSetMonitor(), TaoDefaultMonitor(), VecView()
23: @*/
24: int TaoVecViewMonitor(TAO_SOLVER tao,void *dummy)
25: {
26: int info;
27: TaoVec *xx;
29: TaoFunctionBegin;
30: info = TaoGetSolution(tao,&xx);CHKERRQ(info);
31: info = xx->View();CHKERRQ(info);
32: TaoFunctionReturn(0);
33: }
37: /*@C
38: TaoVecViewMonitorUpdate - Monitors progress of the TAO_SOLVER solvers by calling
39: VecView() for the UPDATE to the solution at each iteration.
41: Collective on TAO_SOLVER
43: Input Parameters:
44: + tao - the TAO_SOLVER context
45: - dummy - either a viewer or TAO_NULL
47: Level: advanced
49: .keywords: TAO_SOLVER, vector, monitor, view
51: .seealso: TaoSetMonitor(), TaoDefaultMonitor(), VecView()
52: @*/
53: int TaoVecViewMonitorUpdate(TAO_SOLVER tao,void *dummy)
54: {
55: int info;
56: TaoVec *xx;
58: TaoFunctionBegin;
59: info = TaoGetStepDirectionVector(tao,&xx);CHKERRQ(info);
60: if (xx){ info = xx->View();CHKERRQ(info); }
61: TaoFunctionReturn(0);
62: }
66: /*@C
67: TaoDefaultMonitor - Default routine for monitoring progress of the
68: TAO_SOLVER solvers (default).
70: Collective on TAO_SOLVER
72: Input Parameters:
73: + tao - the TAO_SOLVER context
74: - dummy - unused context
76: Notes:
77: The routine prints the function value and gradient norm at each iteration.
79: Level: advanced
81: .keywords: TAO_SOLVER, default, monitor, norm
83: .seealso: TaoSetMonitor(), TaoVecViewMonitor()
84: @*/
85: int TaoDefaultMonitor(TAO_SOLVER tao,void *dummy)
86: {
87: int info;
88: int its;
89: double fct,gnorm;
91: TaoFunctionBegin;
92: its=tao->iter;
93: fct=tao->fc;
94: gnorm=tao->norm;
95: info=TaoPrintInt(tao,"iter = %d,",its); CHKERRQ(info);
96: info=TaoPrintDouble(tao," Function value: %12.10e,",fct); CHKERRQ(info);
97: info=TaoPrintDouble(tao," Residual: %12.10e \n",gnorm);CHKERRQ(info);
98: TaoFunctionReturn(0);
99: }
103: /*
104: Default (short) TAO_SOLVER Monitor, same as TaoDefaultMonitor() except
105: it prints fewer digits of the residual as the residual gets smaller.
106: This is because the later digits are meaningless and are often
107: different on different machines; by using this routine different
108: machines will usually generate the same output.
109: */
110: int TaoDefaultSMonitor(TAO_SOLVER tao,void *dummy)
111: {
112: int info;
113: int its;
114: double fct,gnorm;
116: TaoFunctionBegin;
117: its=tao->iter;
118: fct=tao->fc;
119: gnorm=tao->norm;
121: if (gnorm > 1.e-6) {
122: info=TaoPrintInt(tao,"iter = %d,",its); CHKERRQ(info);
123: info=TaoPrintDouble(tao," Function value %g,",fct); CHKERRQ(info);
124: info=TaoPrintDouble(tao," Residual: %7.6f \n",gnorm);CHKERRQ(info);
125: } else if (gnorm > 1.e-11) {
126: info=TaoPrintInt(tao,"iter = %d,",its); CHKERRQ(info);
127: info=TaoPrintDouble(tao," Function value %g,",fct); CHKERRQ(info);
128: info=TaoPrintStatement(tao," Residual: < 1.0e-6 \n");
129: } else {
130: info=TaoPrintInt(tao,"iter = %d,",its); CHKERRQ(info);
131: info=TaoPrintDouble(tao," Function value %g,",fct); CHKERRQ(info);
132: info=TaoPrintStatement(tao," Residual: < 1.0e-11 \n");
133: }
134: TaoFunctionReturn(0);
135: }
138: /* ---------------------------------------------------------- */
141: /*@
142: TaoConverged_MaxIts - Determines whether the solver has reached maximum number
143: of iterations.
145: Collective on TAO_SOLVER
147: Input Parameters:
148: + tao - the TAO_SOLVER context
149: - dummy - unused dummy context
151: Level: developer
153: .seealso: TaoSetTolerances(),TaoGetTerminationReason(),TaoSetTerminationReason()
154: @*/
155: int TaoConverged_MaxIts(TAO_SOLVER tao,void *dummy)
156: {
157: int info,its, maxits=tao->max_its;
158: TaoTerminateReason reason=TAO_CONTINUE_ITERATING;
160: TaoFunctionBegin;
161: info = TaoGetSolutionStatus(tao,&its,0,0,0,0,0);CHKERRQ(info);
162: if (its >= maxits) {
163: info = PetscInfo2(tao,"TaoConverged_Default: Exceeded maximum number of iterations: %d > %d\n",its,maxits); CHKERRQ(info);
164: reason = TAO_DIVERGED_MAXITS;
165: info = TaoSetTerminationReason(tao,reason); CHKERRQ(info);
166: }
167: TaoFunctionReturn(0);
168: }
170: /* ---------------------------------------------------------- */
173: /*@
174: TaoConverged_Default - Determines whether the solver should continue iterating
175: or terminate.
177: Collective on TAO_SOLVER
179: Input Parameters:
180: + tao - the TAO_SOLVER context
181: - dummy - unused dummy context
183: Output Parameter:
184: . reason - for terminating
186: Notes:
187: This routine checks the residual in the optimality conditions, the
188: relative residual in the optimity conditions, the number of function
189: evaluations, and the function value to test convergence. Some
190: solvers may use different convergence routines.
192: Level: developer
194: .seealso: TaoSetTolerances(),TaoGetTerminationReason(),TaoSetTerminationReason()
195: @*/
196: int TaoConverged_Default(TAO_SOLVER tao,void *dummy)
197: {
198: int info,its;
199: int nfuncs=tao->nfuncs+tao->ngrads+tao->nfgrads, max_funcs=tao->max_funcs;
200: double gnorm, gnorm0=tao->norm0;
201: double f, trtol=tao->trtol,trradius=tao->step;
202: double gatol,grtol,gttol,fatol,frtol,catol,crtol;
203: double fmin=tao->fmin, cnorm, cnorm0=tao->cnorm0;
204: double gnorm2;
205: TaoTerminateReason reason=TAO_CONTINUE_ITERATING;
207: TaoFunctionBegin;
208: info = TaoGetSolutionStatus(tao,&its,&f,&gnorm,&cnorm,&trradius,&reason);
209: info = TaoGetTolerances(tao,&fatol,&frtol,&catol,&crtol);CHKERRQ(info);
210: info = TaoGetGradientTolerances(tao,&gatol,&grtol,>tol);CHKERRQ(info);
211: gnorm2=gnorm*gnorm;
213: if (f != f ) {
214: info = PetscInfo(tao,"TaoConverged_Default: Failed to converged, function is NaN\n"); CHKERRQ(info);
215: reason = TAO_DIVERGED_NAN;
216: } else if (f <= fmin && cnorm <=catol) {
217: info = PetscInfo2(tao,"TaoConverged_Default: Converged due to function value %g < minimum function value %g\n", f,fmin); CHKERRQ(info);
218: reason = TAO_CONVERGED_MINF;
219: } else if (gnorm2 <= fatol && cnorm <=catol) {
220: info = PetscInfo2(tao,"TaoConverged_Default: Converged due to residual norm %g < %g\n",gnorm2,fatol); CHKERRQ(info);
221: reason = TAO_CONVERGED_ATOL;
222: } else if (gnorm2 / TaoAbsScalar(f+1.0e-10)<= frtol && cnorm/TaoMax(cnorm0,1.0) <= crtol) {
223: info = PetscInfo2(tao,"TaoConverged_Default: Converged due to relative residual norm %g < %g\n",gnorm2/TaoAbsScalar(f+1.0e-10),frtol); CHKERRQ(info);
224: reason = TAO_CONVERGED_RTOL;
225: } else if (gnorm<= gatol && cnorm <=catol) {
226: info = PetscInfo2(tao,"TaoConverged_Default: Converged due to residual norm %g < %g\n",gnorm,gatol); CHKERRQ(info);
227: reason = TAO_CONVERGED_ATOL;
228: } else if ( f!=0 && TaoAbsScalar(gnorm/f) <= grtol && cnorm <= crtol) {
229: info = PetscInfo3(tao,"TaoConverged_Default: Converged due to residual norm %g < |%g| %g\n",gnorm,f,grtol); CHKERRQ(info);
230: reason = TAO_CONVERGED_ATOL;
231: } else if (gnorm/gnorm0 <= gttol && cnorm <= crtol) {
232: info = PetscInfo2(tao,"TaoConverged_Default: Converged due to relative residual norm %g < %g\n",gnorm/gnorm0,gttol); CHKERRQ(info);
233: reason = TAO_CONVERGED_RTOL;
234: } else if (nfuncs > max_funcs){
235: info = PetscInfo2(tao,"TaoConverged_Default: Exceeded maximum number of function evaluations: %d > %d\n", nfuncs,max_funcs); CHKERRQ(info);
236: reason = TAO_DIVERGED_MAXFCN;
237: } else if ( tao->lsflag != 0 ){
238: info = PetscInfo(tao,"TaoConverged_Default: Tao Line Search failure.\n"); CHKERRQ(info);
239: reason = TAO_DIVERGED_LS_FAILURE;
240: } else if (trradius < trtol && its > 0){
241: info = PetscInfo2(tao,"TaoConverged_Default: Trust region/step size too small: %g < %g\n", trradius,trtol); CHKERRQ(info);
242: reason = TAO_CONVERGED_TRTOL;
243: } else {
244: reason = TAO_CONTINUE_ITERATING;
245: }
246: info = TaoSetTerminationReason(tao,reason); CHKERRQ(info);
247: info=TaoConverged_MaxIts(tao,0); CHKERRQ(info);
248: TaoFunctionReturn(0);
249: }
251: /* ---------------------------------------------------------- */
254: /*@C
255: TaoCheckFG - Check if the function and gradient vectors have
256: been set properly and are compatible.
258: Collective on TAO_SOLVER
260: Input Parameters:
261: . tao - the TAO_SOLVER context
263: Level: developer
265: .seealso: TaoCheckFGH()
266: @*/
267: int TaoCheckFG(TAO_SOLVER tao)
268: {
269: TaoVec *xx,*gg;
270: TaoTruth flag;
271: int info;
273: TaoFunctionBegin;
274: TaoValidHeaderSpecific(tao,TAO_COOKIE,1);
276: info=TaoGetSolution(tao,&xx);CHKERRQ(info);
277: info=TaoGetGradient(tao,&gg);CHKERRQ(info);
279: info=xx->Compatible(gg,&flag);CHKERRQ(info);
280: if (flag==TAO_FALSE){
281: SETERRQ(1,"Gradient and Variable vectors must have identical structure.");
282: }
284: TaoFunctionReturn(0);
285: }
289: /*@C
290: TaoCheckFGH - Check if the function, gradient vector, and
291: Hessian matrix have been set properly and are compatible.
293: Collective on TAO_SOLVER
295: Input Parameters:
296: . tao - the TAO_SOLVER context
298: Level: developer
300: .seealso: TaoCheckFG()
301: @*/
302: int TaoCheckFGH(TAO_SOLVER tao)
303: {
304: int info;
305: TaoMat *HH;
306: TaoFunctionBegin;
307:
308: info=TaoCheckFG(tao);CHKERRQ(info);
309: info = TaoGetHessian(tao,&HH);CHKERRQ(info);
310: if (!HH) {
311: SETERRQ(1,"Must Provide Hessian Matrix");
312: }
314: TaoFunctionReturn(0);
315: }
319: /*@C
320: TaoCheckConstraints - Check if the nonlinear constraints have
321: been set and if the data structures are compatible.
323: Collective on TAO_SOLVER
325: Input Parameters:
326: . tao - the TAO_SOLVER context
328: Level: developer
330: .seealso: TaoCheckFG()
331: @*/
332: int TaoCheckConstraints(TAO_SOLVER tao)
333: {
334: TaoVec *solu, *cons;
335: TaoMat *jac;
336: TaoTruth flag;
337: int info;
339: TaoFunctionBegin;
340: TaoValidHeaderSpecific(tao,TAO_COOKIE,1);
342: info = TaoGetSolution(tao, &solu); CHKERRQ(info);
343: info = TaoGetConstraints(tao, &cons); CHKERRQ(info);
344: info = TaoGetJacobian(tao, &jac); CHKERRQ(info);
345:
346: info = jac->Compatible(solu,cons,&flag);CHKERRQ(info);
347: if (flag == TAO_FALSE){
348: SETERRQ(1,"Jacobian matrix not consistent with Variable Vector or Constraint Vector");
349: }
351: TaoFunctionReturn(0);
352: }
353:
356: /*@C
357: TaoCheckBounds - Check if the variable bounds have been
358: set and the data structures are compatible.
360: Collective on TAO_SOLVER
362: Input Parameters:
363: . tao - the TAO_SOLVER context
365: Level: developer
367: .seealso: TaoCheckFG()
368: @*/
369: int TaoCheckBounds(TAO_SOLVER tao)
370: {
371: int info;
372: TaoTruth flag;
373: TaoVec *xx,*xxll,*xxuu;
375: info=TaoGetSolution(tao,&xx);CHKERRQ(info);
376: info=TaoGetVariableBounds(tao,&xxll,&xxuu);CHKERRQ(info);
378: info=xx->Compatible(xxll,&flag);CHKERRQ(info);
379: if (flag==TAO_FALSE){
380: SETERRQ(1,"Vector of lower bounds not Compatible with Variable Vector");
381: }
383: info=xx->Compatible(xxuu,&flag);CHKERRQ(info);
384: if (flag==TAO_FALSE){
385: SETERRQ(1,"Vector of upper bounds not Compatible with Variable vector");
386: }
388: TaoFunctionReturn(0);
389: }
391: static int TaoDefaultMeritFunction(TAO_SOLVER,TaoVec*,double*,void*);
392: static int TaoDefaultMeritFunctionGradient(TAO_SOLVER,TaoVec*,double*,TaoVec*,void*);
393: static int TaoDefaultMeritGradient(TAO_SOLVER,TaoVec*,TaoVec*,void*);
397: static int TaoDefaultMeritFunction(TAO_SOLVER tao, TaoVec *xx, double *f, void *ctx)
398: {
399: int info;
401: TaoFunctionBegin;
402: info=TaoComputeFunction(tao,xx,f);CHKERRQ(info);
403: TaoFunctionReturn(0);
404: }
408: static int TaoDefaultMeritFunctionGradient(TAO_SOLVER tao, TaoVec *xx, double *f, TaoVec *gg, void *ctx)
409: {
410: int info;
412: TaoFunctionBegin;
413: info=TaoComputeFunctionGradient(tao,xx,f,gg);CHKERRQ(info);
414: TaoFunctionReturn(0);
415: }
419: static int TaoDefaultMeritGradient(TAO_SOLVER tao, TaoVec *xx, TaoVec *gg, void *ctx)
420: {
421: int info;
423: TaoFunctionBegin;
424: info=TaoComputeGradient(tao,xx,gg);CHKERRQ(info);
425: TaoFunctionReturn(0);
426: }
432: /*@
433: TaoSetDefaultMeritFunction - Set the merit function equal to the
434: objective function
436: Collective on TAO_SOLVER
438: Input Parameters:
439: . tao - the TAO_SOLVER context
441: Level: developer
443: @*/
444: int TaoSetDefaultMeritFunction(TAO_SOLVER tao)
445: {
446: int info;
447: TaoFunctionBegin;
448: info=TaoSetMeritFunction(tao,TaoDefaultMeritFunction,TaoDefaultMeritFunctionGradient,TaoDefaultMeritGradient,0,0);
449: CHKERRQ(info);
450: TaoFunctionReturn(0);
451: }
454: /* @C
455: TaoSetQuadraticMeritFunction - Set the merit function to a quadratic
456: objective function 1/2 x^T A x + b^T x + c
458: Collective on TAO_SOLVER
460: Input Parameters:
461: + tao - the TAO_SOLVER context
462: . A - The matrix term of the quadratic function
463: . b - The linear term of the quadratic function
464: - c - The constant term of the quadratic funtion
466: Level: developer
468: @ */
469: int TaoSetQuadraticMeritFunction(TAO_SOLVER tao, TaoMat *A, TaoVec*b, double c)
470: {
471: TaoFunctionBegin;
472: SETERRQ(1,"TAO ERROR: Not implemented");
473: // TaoFunctionReturn(0);
474: }