/*@
TaoComputeObjectiveAndGradient - Computes the objective function value at a given point
Collective on Tao
Input Parameters:
+ tao - the Tao context
- X - input vector
Output Parameter:
+ f - Objective value at X
- g - Gradient vector at X
Notes: TaoComputeObjectiveAndGradient() is typically used within minimization implementations,
so most users would not generally call this routine themselves.
Level: advanced
.seealso: TaoComputeGradient(), TaoComputeObjectiveAndGradient(), TaoSetObjectiveRoutine()
@*/
PetscErrorCode TaoComputeObjectiveAndGradient(Tao tao, Vec X, PetscReal *f, Vec G)
{
PetscErrorCode ierr;
PetscFunctionBegin;
PetscValidHeaderSpecific(tao,TAO_CLASSID,1);
PetscValidHeaderSpecific(X,VEC_CLASSID,2);
PetscValidHeaderSpecific(G,VEC_CLASSID,4);
PetscCheckSameComm(tao,1,X,2);
PetscCheckSameComm(tao,1,G,4);
if (tao->ops->computeobjectiveandgradient) {
ierr = PetscLogEventBegin(Tao_ObjGradientEval,tao,X,G,NULL);
CHKERRQ(ierr);
PetscStackPush("Tao user objective/gradient evaluation routine");
ierr = (*tao->ops->computeobjectiveandgradient)(tao,X,f,G,tao->user_objgradP);
CHKERRQ(ierr);
PetscStackPop;
if (tao->ops->computegradient == TaoDefaultComputeGradient) {
/* Overwrite gradient with finite difference gradient */
ierr = TaoDefaultComputeGradient(tao,X,G,tao->user_objgradP);
CHKERRQ(ierr);
}
ierr = PetscLogEventEnd(Tao_ObjGradientEval,tao,X,G,NULL);
CHKERRQ(ierr);
tao->nfuncgrads++;
} else if (tao->ops->computeobjective && tao->ops->computegradient) {
ierr = PetscLogEventBegin(Tao_ObjectiveEval,tao,X,NULL,NULL);
CHKERRQ(ierr);
PetscStackPush("Tao user objective evaluation routine");
ierr = (*tao->ops->computeobjective)(tao,X,f,tao->user_objP);
CHKERRQ(ierr);
PetscStackPop;
ierr = PetscLogEventEnd(Tao_ObjectiveEval,tao,X,NULL,NULL);
CHKERRQ(ierr);
tao->nfuncs++;
ierr = PetscLogEventBegin(Tao_GradientEval,tao,X,G,NULL);
CHKERRQ(ierr);
PetscStackPush("Tao user gradient evaluation routine");
ierr = (*tao->ops->computegradient)(tao,X,G,tao->user_gradP);
CHKERRQ(ierr);
PetscStackPop;
ierr = PetscLogEventEnd(Tao_GradientEval,tao,X,G,NULL);
CHKERRQ(ierr);
tao->ngrads++;
} else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"TaoSetObjectiveRoutine() or TaoSetGradientRoutine() not set");
ierr = PetscInfo1(tao,"TAO Function evaluation: %14.12e\n",(double)(*f));
CHKERRQ(ierr);
PetscFunctionReturn(0);
}
PetscErrorCode TaoSolve_Test(Tao tao)
{
Mat A = tao->hessian,B;
Vec x = tao->solution,g1,g2;
PetscErrorCode ierr;
PetscInt i;
PetscReal nrm,gnorm,hcnorm,fdnorm;
MPI_Comm comm;
Tao_Test *fd = (Tao_Test*)tao->data;
PetscFunctionBegin;
comm = ((PetscObject)tao)->comm;
if (fd->check_gradient) {
ierr = VecDuplicate(x,&g1);CHKERRQ(ierr);
ierr = VecDuplicate(x,&g2);CHKERRQ(ierr);
ierr = PetscPrintf(comm,"Testing hand-coded gradient (hc) against finite difference gradient (fd), if the ratio ||fd - hc|| / ||hc|| is\n");CHKERRQ(ierr);
ierr = PetscPrintf(comm,"0 (1.e-8), the hand-coded gradient is probably correct.\n");CHKERRQ(ierr);
if (!fd->complete_print) {
ierr = PetscPrintf(comm,"Run with -tao_test_display to show difference\n");CHKERRQ(ierr);
ierr = PetscPrintf(comm,"between hand-coded and finite difference gradient.\n");CHKERRQ(ierr);
}
for (i=0; i<3; i++) {
if (i == 1) {ierr = VecSet(x,-1.0);CHKERRQ(ierr);}
else if (i == 2) {ierr = VecSet(x,1.0);CHKERRQ(ierr);}
/* Compute both version of gradient */
ierr = TaoComputeGradient(tao,x,g1);CHKERRQ(ierr);
ierr = TaoDefaultComputeGradient(tao,x,g2,NULL);CHKERRQ(ierr);
if (fd->complete_print) {
MPI_Comm gcomm;
PetscViewer viewer;
ierr = PetscPrintf(comm,"Finite difference gradient\n");CHKERRQ(ierr);
ierr = PetscObjectGetComm((PetscObject)g2,&gcomm);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(gcomm,&viewer);CHKERRQ(ierr);
ierr = VecView(g2,viewer);CHKERRQ(ierr);
ierr = PetscPrintf(comm,"Hand-coded gradient\n");CHKERRQ(ierr);
ierr = PetscObjectGetComm((PetscObject)g1,&gcomm);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(gcomm,&viewer);CHKERRQ(ierr);
ierr = VecView(g1,viewer);CHKERRQ(ierr);
ierr = PetscPrintf(comm,"\n");CHKERRQ(ierr);
}
ierr = VecAXPY(g2,-1.0,g1);CHKERRQ(ierr);
ierr = VecNorm(g1,NORM_2,&hcnorm);CHKERRQ(ierr);
ierr = VecNorm(g2,NORM_2,&fdnorm);CHKERRQ(ierr);
if (!hcnorm) hcnorm=1.0e-20;
ierr = PetscPrintf(comm,"ratio ||fd-hc||/||hc|| = %g, difference ||fd-hc|| = %g\n", (double)(fdnorm/hcnorm), (double)fdnorm);CHKERRQ(ierr);
}
ierr = VecDestroy(&g1);CHKERRQ(ierr);
ierr = VecDestroy(&g2);CHKERRQ(ierr);
}
if (fd->check_hessian) {
if (A != tao->hessian_pre) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Cannot test with alternative preconditioner");
ierr = PetscPrintf(comm,"Testing hand-coded Hessian (hc) against finite difference Hessian (fd). If the ratio is\n");CHKERRQ(ierr);
ierr = PetscPrintf(comm,"O (1.e-8), the hand-coded Hessian is probably correct.\n");CHKERRQ(ierr);
if (!fd->complete_print) {
ierr = PetscPrintf(comm,"Run with -tao_test_display to show difference\n");CHKERRQ(ierr);
ierr = PetscPrintf(comm,"of hand-coded and finite difference Hessian.\n");CHKERRQ(ierr);
}
for (i=0;i<3;i++) {
/* compute both versions of Hessian */
ierr = TaoComputeHessian(tao,x,A,A);CHKERRQ(ierr);
if (!i) {ierr = MatConvert(A,MATSAME,MAT_INITIAL_MATRIX,&B);CHKERRQ(ierr);}
ierr = TaoDefaultComputeHessian(tao,x,B,B,tao->user_hessP);CHKERRQ(ierr);
if (fd->complete_print) {
MPI_Comm bcomm;
PetscViewer viewer;
ierr = PetscPrintf(comm,"Finite difference Hessian\n");CHKERRQ(ierr);
ierr = PetscObjectGetComm((PetscObject)B,&bcomm);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(bcomm,&viewer);CHKERRQ(ierr);
ierr = MatView(B,viewer);CHKERRQ(ierr);
}
/* compare */
ierr = MatAYPX(B,-1.0,A,DIFFERENT_NONZERO_PATTERN);CHKERRQ(ierr);
ierr = MatNorm(B,NORM_FROBENIUS,&nrm);CHKERRQ(ierr);
ierr = MatNorm(A,NORM_FROBENIUS,&gnorm);CHKERRQ(ierr);
if (fd->complete_print) {
MPI_Comm hcomm;
PetscViewer viewer;
ierr = PetscPrintf(comm,"Hand-coded Hessian\n");CHKERRQ(ierr);
ierr = PetscObjectGetComm((PetscObject)B,&hcomm);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(hcomm,&viewer);CHKERRQ(ierr);
ierr = MatView(A,viewer);CHKERRQ(ierr);
ierr = PetscPrintf(comm,"Hand-coded minus finite difference Hessian\n");CHKERRQ(ierr);
ierr = MatView(B,viewer);CHKERRQ(ierr);
}
if (!gnorm) gnorm = 1.0e-20;
ierr = PetscPrintf(comm,"ratio ||fd-hc||/||hc|| = %g, difference ||fd-hc|| = %g\n",(double)(nrm/gnorm),(double)nrm);CHKERRQ(ierr);
}
ierr = MatDestroy(&B);CHKERRQ(ierr);
}
tao->reason = TAO_CONVERGED_USER;
PetscFunctionReturn(0);
}