The programmable completion feature in Bash permits typing a partial command, then pressing the [Tab] key to auto-complete the command sequence. [1] If multiple completions are possible, then [Tab] lists them all. Let's see how it works.
|  bash$ xtra[Tab]
 xtraceroute       xtrapin           xtrapproto
 xtraceroute.real  xtrapinfo         xtrapreset
 xtrapchar         xtrapout          xtrapstats
 
 
 bash$ xtrac[Tab]
 xtraceroute       xtraceroute.real
 
 
 bash$ xtraceroute.r[Tab]
 xtraceroute.real
        | 
Tab completion also works for variables and path names.
|  bash$ echo $BASH[Tab]
 $BASH                 $BASH_COMPLETION      $BASH_SUBSHELL
 $BASH_ARGC            $BASH_COMPLETION_DIR  $BASH_VERSINFO
 $BASH_ARGV            $BASH_LINENO          $BASH_VERSION
 $BASH_COMMAND         $BASH_SOURCE
 
 
 bash$ echo /usr/local/[Tab]
 bin/     etc/     include/ libexec/ sbin/    src/     
 doc/     games/   lib/     man/     share/
        | 
The Bash complete and compgen builtins make it possible for tab completion to recognize partial parameters and options to commands. In a very simple case, we can use complete from the command-line to specify a short list of acceptable parameters.
| bash$ touch sample_command bash$ touch file1.txt file2.txt file2.doc file30.txt file4.zzz bash$ chmod +x sample_command bash$ complete -f -X '!*.txt' sample_command bash$ ./sample[Tab][Tab] sample_command file1.txt file2.txt file30.txt | 
The -f option to complete specifies filenames, and -X the filter pattern.
For anything more complex, we could write a script that specifies a list of acceptable command-line parameters. The compgen builtin expands a list of arguments to generate completion matches.
Let us take a modified version of the UseGetOpt.sh script as an example command. This script accepts a number of command-line parameters, preceded by either a single or double dash. And here is the corresponding completion script, by convention given a filename corresponding to its associated command.
Example J-1. Completion script for UseGetOpt.sh
|    1 # file: UseGetOpt-2
   2 # UseGetOpt-2.sh parameter-completion
   3 
   4 _UseGetOpt-2 ()   #  By convention, the function name
   5 {                 #+ starts with an underscore.
   6   local cur
   7   # Pointer to current completion word.
   8   # By convention, it's named "cur" but this isn't strictly necessary.
   9 
  10   COMPREPLY=()   # Array variable storing the possible completions.
  11   cur=${COMP_WORDS[COMP_CWORD]}
  12 
  13   case "$cur" in
  14     -*)
  15     COMPREPLY=( $( compgen -W '-a -d -f -l -t -h --aoption --debug \
  16                                --file --log --test --help --' -- $cur ) );;
  17 #   Generate the completion matches and load them into $COMPREPLY array.
  18 #   xx) May add more cases here.
  19 #   yy)
  20 #   zz)
  21   esac
  22 
  23   return 0
  24 }
  25 
  26 complete -F _UseGetOpt-2 -o filenames ./UseGetOpt-2.sh
  27 #        ^^ ^^^^^^^^^^^^  Invokes the function _UseGetOpt-2. | 
Now, let's try it.
| bash$ source UseGetOpt-2 bash$ ./UseGetOpt-2.sh -[Tab] -- --aoption --debug --file --help --log --test -a -d -f -h -l -t bash$ ./UseGetOpt-2.sh --[Tab] -- --aoption --debug --file --help --log --test | 
We begin by sourcing the "completion script." This sets the command-line parameters. [2]
In the first instance, hitting [Tab] after a single dash, the output is all the possible parameters preceded by one or more dashes. Hitting [Tab] after two dashes gives the possible parameters preceded by two or more dashes.
Now, just what is the point of having to jump through flaming hoops to enable command-line tab completion? It saves keystrokes. [3]
--
Resources:
Bash programmable completion project
Mitch Frazier's Linux Journal article, More on Using the Bash Complete Command
Steve's excellent two-part article, "An Introduction to Bash Completion": Part 1 and Part 2
| [1] | This works only from the command line, of course, and not within a script. | 
| [2] | Normally the default parameter completion files reside in either the /etc/profile.d directory or in /etc/bash_completion. These autoload on system startup. So, after writing a useful completion script, you might wish to move it (as root, of course) to one of these directories. | 
| [3] | It has been extensively documented that programmers are willing to put in long hours of effort in order to save ten minutes of "unnecessary" labor. This is known as optimization. |