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:   TaoInt 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:   TaoInt 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;
158:   TaoInt its, maxits=tao->max_its;
159:   TaoTerminateReason reason=TAO_CONTINUE_ITERATING;

161:   TaoFunctionBegin;
162:   info = TaoGetSolutionStatus(tao,&its,0,0,0,0,0);CHKERRQ(info);
163:   if (its >= maxits) {
164:     info = PetscInfo2(tao,"TaoConverged_Default: Exceeded maximum number of iterations: %d > %d\n",its,maxits); CHKERRQ(info);
165:     reason = TAO_DIVERGED_MAXITS;
166:     info = TaoSetTerminationReason(tao,reason); CHKERRQ(info);
167:   }
168:   TaoFunctionReturn(0);
169: }

171: /* ---------------------------------------------------------- */
174: /*@ 
175:    TaoConverged_Default - Determines whether the solver should continue iterating
176:    or terminate. 

178:    Collective on TAO_SOLVER

180:    Input Parameters:
181: +  tao - the TAO_SOLVER context
182: -  dummy - unused dummy context

184:    Output Parameter:
185: .  reason - for terminating

187:    Notes:
188:    This routine checks the residual in the optimality conditions, the 
189:    relative residual in the optimity conditions, the number of function
190:    evaluations, and the function value to test convergence.  Some
191:    solvers may use different convergence routines.

193:    Level: developer

195: .seealso: TaoSetTolerances(),TaoGetTerminationReason(),TaoSetTerminationReason()
196: @*/
197: int TaoConverged_Default(TAO_SOLVER tao,void *dummy)
198: {
199:   int info;
200:   TaoInt its;
201:   TaoInt nfuncs=tao->nfuncs+tao->ngrads+tao->nfgrads, max_funcs=tao->max_funcs;
202:   double gnorm, gnorm0=tao->norm0;
203:   double f, trtol=tao->trtol,trradius=tao->step;
204:   double gatol,grtol,gttol,fatol,frtol,catol,crtol;
205:   double fmin=tao->fmin, cnorm, cnorm0=tao->cnorm0;
206:   double gnorm2;
207:   TaoTerminateReason reason=TAO_CONTINUE_ITERATING;

209:   TaoFunctionBegin;
210:   info = TaoGetSolutionStatus(tao,&its,&f,&gnorm,&cnorm,&trradius,&reason);
211:   info = TaoGetTolerances(tao,&fatol,&frtol,&catol,&crtol);CHKERRQ(info);
212:   info = TaoGetGradientTolerances(tao,&gatol,&grtol,&gttol);CHKERRQ(info);
213:   gnorm2=gnorm*gnorm;

215:   if (f != f ) {
216:     info = PetscInfo(tao,"TaoConverged_Default: Failed to converged, function is NaN\n"); CHKERRQ(info);
217:     reason = TAO_DIVERGED_NAN;
218:   } else if (f <= fmin && cnorm <=catol) {
219:     info = PetscInfo2(tao,"TaoConverged_Default: Converged due to function value %g < minimum function value %g\n", f,fmin); CHKERRQ(info);
220:     reason = TAO_CONVERGED_MINF;
221:   } else if (gnorm2 <= fatol && cnorm <=catol) {
222:     info = PetscInfo2(tao,"TaoConverged_Default: Converged due to residual norm %g < %g\n",gnorm2,fatol); CHKERRQ(info);
223:     reason = TAO_CONVERGED_ATOL;
224:   } else if (gnorm2 / TaoAbsScalar(f+1.0e-10)<= frtol && cnorm/TaoMax(cnorm0,1.0) <= crtol) {
225:     info = PetscInfo2(tao,"TaoConverged_Default: Converged due to relative residual norm %g < %g\n",gnorm2/TaoAbsScalar(f+1.0e-10),frtol); CHKERRQ(info);
226:     reason = TAO_CONVERGED_RTOL;
227:   } else if (gnorm<= gatol && cnorm <=catol) {
228:     info = PetscInfo2(tao,"TaoConverged_Default: Converged due to residual norm %g < %g\n",gnorm,gatol); CHKERRQ(info);
229:     reason = TAO_CONVERGED_ATOL;
230:   } else if ( f!=0 && TaoAbsScalar(gnorm/f) <= grtol && cnorm <= crtol) {
231:     info = PetscInfo3(tao,"TaoConverged_Default: Converged due to residual norm %g < |%g| %g\n",gnorm,f,grtol); CHKERRQ(info);
232:     reason = TAO_CONVERGED_ATOL;
233:   } else if (gnorm/gnorm0 <= gttol && cnorm <= crtol) {
234:     info = PetscInfo2(tao,"TaoConverged_Default: Converged due to relative residual norm %g < %g\n",gnorm/gnorm0,gttol); CHKERRQ(info);
235:     reason = TAO_CONVERGED_RTOL;
236:   } else if (nfuncs > max_funcs){
237:     info = PetscInfo2(tao,"TaoConverged_Default: Exceeded maximum number of function evaluations: %d > %d\n", nfuncs,max_funcs); CHKERRQ(info);
238:     reason = TAO_DIVERGED_MAXFCN;
239:   } else if ( tao->lsflag != 0 ){
240:     info = PetscInfo(tao,"TaoConverged_Default: Tao Line Search failure.\n"); CHKERRQ(info);
241:     reason = TAO_DIVERGED_LS_FAILURE;
242:   } else if (trradius < trtol && its > 0){
243:     info = PetscInfo2(tao,"TaoConverged_Default: Trust region/step size too small: %g < %g\n", trradius,trtol); CHKERRQ(info);
244:     reason = TAO_CONVERGED_TRTOL;
245:   } else {
246:     reason = TAO_CONTINUE_ITERATING;
247:   }
248:   info = TaoSetTerminationReason(tao,reason); CHKERRQ(info);
249:   info=TaoConverged_MaxIts(tao,0); CHKERRQ(info);
250:   TaoFunctionReturn(0);
251: }

253: /* ---------------------------------------------------------- */
256: /*@C 
257:    TaoCheckFG - Check if the function and gradient vectors have
258:    been set properly and are compatible. 

260:    Collective on TAO_SOLVER

262:    Input Parameters:
263: .  tao - the TAO_SOLVER context

265:    Level: developer

267: .seealso: TaoCheckFGH()
268: @*/
269: int TaoCheckFG(TAO_SOLVER tao)
270: {
271:   TaoVec *xx,*gg;
272:   TaoTruth flag;
273:   int info;

275:   TaoFunctionBegin;
276:   TaoValidHeaderSpecific(tao,TAO_COOKIE,1);

278:   info=TaoGetSolution(tao,&xx);CHKERRQ(info);
279:   info=TaoGetGradient(tao,&gg);CHKERRQ(info);

281:   info=xx->Compatible(gg,&flag);CHKERRQ(info);
282:   if (flag==TAO_FALSE){
283:     SETERRQ(1,"Gradient and Variable vectors must have identical structure.");
284:   }

286:   TaoFunctionReturn(0);
287: }

291: /*@C 
292:    TaoCheckFGH - Check if the function, gradient vector, and
293:    Hessian matrix have been set properly and are compatible. 

295:    Collective on TAO_SOLVER

297:    Input Parameters:
298: .  tao - the TAO_SOLVER context

300:    Level: developer

302: .seealso: TaoCheckFG()
303: @*/
304: int TaoCheckFGH(TAO_SOLVER tao)
305: {
306:   int info;
307:   TaoMat *HH;
308:   TaoFunctionBegin;
309:   
310:   info=TaoCheckFG(tao);CHKERRQ(info);
311:   info = TaoGetHessian(tao,&HH);CHKERRQ(info);
312:   if (!HH) {
313:     SETERRQ(1,"Must Provide Hessian Matrix");
314:   }

316:   TaoFunctionReturn(0);
317: }

321: /*@C 
322:    TaoCheckConstraints - Check if the nonlinear constraints have
323:    been set and if the data structures are compatible.

325:    Collective on TAO_SOLVER

327:    Input Parameters:
328: .  tao - the TAO_SOLVER context

330:    Level: developer

332: .seealso: TaoCheckFG()
333: @*/
334: int TaoCheckConstraints(TAO_SOLVER tao)
335: {
336:   TaoVec *solu, *cons;
337:   TaoMat *jac;
338:   TaoTruth flag;
339:   int info;

341:   TaoFunctionBegin;
342:   TaoValidHeaderSpecific(tao,TAO_COOKIE,1);

344:   info = TaoGetSolution(tao, &solu); CHKERRQ(info);
345:   info = TaoGetConstraints(tao, &cons); CHKERRQ(info);
346:   info = TaoGetJacobian(tao, &jac); CHKERRQ(info);
347:   
348:   info = jac->Compatible(solu,cons,&flag);CHKERRQ(info);
349:   if (flag == TAO_FALSE){
350:     SETERRQ(1,"Jacobian matrix not consistent with Variable Vector or Constraint Vector");
351:   }

353:   TaoFunctionReturn(0);
354: }
355:   
358: /*@C 
359:    TaoCheckBounds - Check if the variable bounds have been
360:    set and the data structures are compatible.

362:    Collective on TAO_SOLVER

364:    Input Parameters:
365: .  tao - the TAO_SOLVER context

367:    Level: developer

369: .seealso: TaoCheckFG()
370: @*/
371: int TaoCheckBounds(TAO_SOLVER tao)
372: {
373:   int info;
374:   TaoTruth flag;
375:   TaoVec *xx,*xxll,*xxuu;

377:   info=TaoGetSolution(tao,&xx);CHKERRQ(info);
378:   info=TaoGetVariableBounds(tao,&xxll,&xxuu);CHKERRQ(info);

380:   info=xx->Compatible(xxll,&flag);CHKERRQ(info);
381:   if (flag==TAO_FALSE){
382:     SETERRQ(1,"Vector of lower bounds not Compatible with Variable Vector");
383:   }

385:   info=xx->Compatible(xxuu,&flag);CHKERRQ(info);
386:   if (flag==TAO_FALSE){
387:     SETERRQ(1,"Vector of upper bounds not Compatible with Variable vector");
388:   }

390:   TaoFunctionReturn(0);
391: }

393: static int TaoDefaultMeritFunction(TAO_SOLVER,TaoVec*,double*,void*);
394: static int TaoDefaultMeritFunctionGradient(TAO_SOLVER,TaoVec*,double*,TaoVec*,void*);
395: static int TaoDefaultMeritGradient(TAO_SOLVER,TaoVec*,TaoVec*,void*);

399: static int TaoDefaultMeritFunction(TAO_SOLVER tao, TaoVec *xx, double *f, void *ctx)
400: {
401:   int info;

403:   TaoFunctionBegin;
404:   info=TaoComputeFunction(tao,xx,f);CHKERRQ(info);
405:   TaoFunctionReturn(0);
406: }

410: static int TaoDefaultMeritFunctionGradient(TAO_SOLVER tao, TaoVec *xx, double *f, TaoVec *gg, void *ctx)
411: {
412:   int info;

414:   TaoFunctionBegin;
415:   info=TaoComputeFunctionGradient(tao,xx,f,gg);CHKERRQ(info);
416:   TaoFunctionReturn(0);
417: }

421: static int TaoDefaultMeritGradient(TAO_SOLVER tao, TaoVec *xx, TaoVec *gg, void *ctx)
422: {
423:   int info;

425:   TaoFunctionBegin;
426:   info=TaoComputeGradient(tao,xx,gg);CHKERRQ(info);
427:   TaoFunctionReturn(0);
428: }



434: /*@
435:    TaoSetDefaultMeritFunction - Set the merit function equal to the
436:    objective function

438:    Collective on TAO_SOLVER

440:    Input Parameters:
441: .  tao - the TAO_SOLVER context

443:    Level: developer

445: @*/
446: int TaoSetDefaultMeritFunction(TAO_SOLVER tao)
447: {
448:   int info;
449:   TaoFunctionBegin;
450:   info=TaoSetMeritFunction(tao,TaoDefaultMeritFunction,TaoDefaultMeritFunctionGradient,TaoDefaultMeritGradient,0,0);
451:   CHKERRQ(info);
452:   TaoFunctionReturn(0);
453: }
456: /* @C 
457:    TaoSetQuadraticMeritFunction - Set the merit function to a quadratic
458:    objective function 1/2 x^T A x + b^T x + c

460:    Collective on TAO_SOLVER

462:    Input Parameters:
463: +  tao - the TAO_SOLVER context
464: .  A - The matrix term of the quadratic function
465: .  b - The linear term of the quadratic function
466: -  c - The constant term of the quadratic funtion

468:    Level: developer

470: @ */
471: int TaoSetQuadraticMeritFunction(TAO_SOLVER tao, TaoMat *A, TaoVec*b, double c)
472: {
473:   TaoFunctionBegin;
474:   SETERRQ(1,"TAO ERROR: Not implemented");
475:   //  TaoFunctionReturn(0);
476: }