#include <../src/tao/leastsquares/impls/pounders/pounders.h> #undef __FUNCT__ #define __FUNCT__ "pounders_h" static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) { PetscFunctionBegin; PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "pounders_fg" static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; PetscReal d1,d2; PetscErrorCode ierr; PetscFunctionBegin; /* g = A*x (add b later)*/ ierr = MatMult(mfqP->subH,x,g);CHKERRQ(ierr); /* f = 1/2 * x'*(Ax) + b'*x */ ierr = VecDot(x,g,&d1);CHKERRQ(ierr); ierr = VecDot(mfqP->subb,x,&d2);CHKERRQ(ierr); *f = 0.5 *d1 + d2; /* now g = g + b */ ierr = VecAXPY(g, 1.0, mfqP->subb);CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "gqtwrap" PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin) { PetscErrorCode ierr; #if defined(PETSC_USE_REAL_SINGLE) PetscReal atol=1.0e-5; #else PetscReal atol=1.0e-10; #endif PetscInt info,its; TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscFunctionBegin; if (! mfqP->usegqt) { PetscReal maxval; PetscInt i,j; ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); ierr = VecAssemblyBegin(mfqP->subb);CHKERRQ(ierr); ierr = VecAssemblyEnd(mfqP->subb);CHKERRQ(ierr); ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr); ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr); ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr); for (i=0;in;i++) { for (j=i;jn;j++) { mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; } } ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES);CHKERRQ(ierr); ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr); ierr = TaoSetTolerances(mfqP->subtao,PETSC_DEFAULT,PETSC_DEFAULT,*gnorm,*gnorm,PETSC_DEFAULT);CHKERRQ(ierr); /* enforce bound constraints -- experimental */ if (tao->XU && tao->XL) { ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr); ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr); ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr); ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr); ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr); ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr); ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr); ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr); } else { ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr); ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr); } /* Make sure xu > xl */ ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem"); /* Make sure xu > tao->solution > xl */ ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem"); ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem"); ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr); ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr); /* test bounds post-solution*/ ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); if (maxval > 1e-5) { ierr = PetscInfo(tao,"subproblem solution < lower bound\n");CHKERRQ(ierr); tao->reason = TAO_DIVERGED_TR_REDUCTION; } ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); if (maxval > 1e-5) { ierr = PetscInfo(tao,"subproblem solution > upper bound\n");CHKERRQ(ierr); tao->reason = TAO_DIVERGED_TR_REDUCTION; } } else { gqt(mfqP->n,mfqP->Hres,mfqP->n,mfqP->Gres,1.0,mfqP->gqt_rtol,atol,mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its,mfqP->work,mfqP->work2, mfqP->work3); } *qmin *= -1; PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "phi2eval" PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) { /* Phi = .5*[x(1)^2 sqrt(2)*x(1)*x(2) ... sqrt(2)*x(1)*x(n) ... x(2)^2 sqrt(2)*x(2)*x(3) .. x(n)^2] */ PetscInt i,j,k; PetscReal sqrt2 = PetscSqrtReal(2.0); PetscFunctionBegin; j=0; for (i=0;inmodelpoints; PetscReal one = 1.0,zero=0.0,negone=-1.0; PetscBLASInt blasnpmax = mfqP->npmax; PetscBLASInt blasnplus1 = mfqP->n+1; PetscBLASInt blasnp = np; PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; PetscBLASInt blasint2 = np - mfqP->n-1; PetscBLASInt info,ione=1; PetscReal sqrt2 = PetscSqrtReal(2.0); PetscFunctionBegin; for (i=0;in*mfqP->m;i++) { mfqP->Gdel[i] = 0; } for (i=0;in*mfqP->n*mfqP->m;i++) { mfqP->Hdel[i] = 0; } /* factor M */ PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %d\n",info); if (np == mfqP->n+1) { for (i=0;inpmax-mfqP->n-1;i++) { mfqP->omega[i]=0.0; } for (i=0;in*(mfqP->n+1)/2;i++) { mfqP->beta[i]=0.0; } } else { /* Let Ltmp = (L'*L) */ PetscStackCallBLAS("BLASgemm",BLASgemm_("T","N",&blasint2,&blasint2,&blasint,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&zero,mfqP->L_tmp,&blasint)); /* factor Ltmp */ PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %d\n",info); } for (k=0;km;k++) { if (np != mfqP->n+1) { /* Solve L'*L*Omega = Z' * RESk*/ PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione)); PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %d\n",info); /* Beta = L*Omega */ PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione)); } /* solve M'*Alpha = RESk - N'*Beta */ PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione)); PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %d\n",info); /* Gdel(:,k) = Alpha(2:n+1) */ for (i=0;in;i++) { mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; } /* Set Hdels */ num=0; for (i=0;in;i++) { /* H[i,i,k] = Beta(num) */ mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; num++; for (j=i+1;jn;j++) { /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; num++; } } } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "morepoints" PetscErrorCode morepoints(TAO_POUNDERS *mfqP) { /* Assumes mfqP->model_indices[0] is minimum index Finishes adding points to mfqP->model_indices (up to npmax) Computes L,Z,M,N np is actual number of points in model (should equal npmax?) */ PetscInt point,i,j,offset; PetscInt reject; PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; const PetscReal *x; PetscReal normd; PetscErrorCode ierr; PetscFunctionBegin; /* Initialize M,N */ for (i=0;in+1;i++) { ierr = VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); mfqP->M[(mfqP->n+1)*i] = 1.0; for (j=0;jn;j++) { mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; } ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]);CHKERRQ(ierr); } /* Now we add points until we have npmax starting with the most recent ones */ point = mfqP->nHist-1; mfqP->nmodelpoints = mfqP->n+1; while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { /* Reject any points already in the model */ reject = 0; for (j=0;jn+1;j++) { if (point == mfqP->model_indices[j]) { reject = 1; break; } } /* Reject if norm(d) >c2 */ if (!reject) { ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec);CHKERRQ(ierr); ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); ierr = VecNorm(mfqP->workxvec,NORM_2,&normd);CHKERRQ(ierr); normd /= mfqP->delta; if (normd > mfqP->c2) { reject =1; } } if (reject){ point--; continue; } ierr = VecGetArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; for (j=0;jn;j++) { mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; } ierr = VecRestoreArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]);CHKERRQ(ierr); /* Update QR factorization */ /* Copy M' to Q_tmp */ for (i=0;in+1;i++) { for (j=0;jnpmax;j++) { mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; } } blasnp = mfqP->nmodelpoints+1; /* Q_tmp,R = qr(M') */ blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %d\n",info); /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ /* L = N*Qtmp */ blasint2 = mfqP->n * (mfqP->n+1) / 2; /* Copy N to L_tmp */ for (i=0;in*(mfqP->n+1)/2 * mfqP->npmax;i++) { mfqP->L_tmp[i]= mfqP->N[i]; } /* Copy L_save to L_tmp */ /* L_tmp = N*Qtmp' */ PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); /* Copy L_tmp to L_save */ for (i=0;inpmax * mfqP->n*(mfqP->n+1)/2;i++) { mfqP->L_save[i] = mfqP->L_tmp[i]; } /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ blasint = mfqP->nmodelpoints - mfqP->n; PetscStackCallBLAS("LAPACKgesvd",LAPACKgesvd_("N","N",&blasint2,&blasint,&mfqP->L_tmp[(mfqP->n+1)*blasint2],&blasint2,mfqP->beta,mfqP->work,&blasn,mfqP->work,&blasn,mfqP->npmaxwork,&blasnmax,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %d\n",info); if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { /* accept point */ mfqP->model_indices[mfqP->nmodelpoints] = point; /* Copy Q_tmp to Q */ for (i=0;inpmax* mfqP->npmax;i++) { mfqP->Q[i] = mfqP->Q_tmp[i]; } for (i=0;inpmax;i++){ mfqP->tau[i] = mfqP->tau_tmp[i]; } mfqP->nmodelpoints++; blasnp = mfqP->nmodelpoints; /* Copy L_save to L */ for (i=0;inpmax * mfqP->n*(mfqP->n+1)/2;i++) { mfqP->L[i] = mfqP->L_save[i]; } } point--; } blasnp = mfqP->nmodelpoints; /* Copy Q(:,n+2:np) to Z */ /* First set Q_tmp to I */ for (i=0;inpmax*mfqP->npmax;i++) { mfqP->Q_tmp[i] = 0.0; } for (i=0;inpmax;i++) { mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; } /* Q_tmp = I * Q */ PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info)); if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); /* Copy Q_tmp(:,n+2:np) to Z) */ offset = mfqP->npmax * (mfqP->n+1); for (i=offset;inpmax*mfqP->npmax;i++) { mfqP->Z[i-offset] = mfqP->Q_tmp[i]; } if (mfqP->nmodelpoints == mfqP->n + 1) { /* Set L to I_{n+1} */ for (i=0;inpmax * mfqP->n*(mfqP->n+1)/2;i++) { mfqP->L[i] = 0.0; } for (i=0;in;i++) { mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; } } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "addpoint" /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) { PetscErrorCode ierr; PetscFunctionBegin; /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES);CHKERRQ(ierr); ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); /* Project into feasible region */ if (tao->XU && tao->XL) { ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); } /* Compute value of new vector */ ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); CHKMEMQ; ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; /* Add new vector to model */ mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; mfqP->nmodelpoints++; mfqP->nHist++; PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "modelimprove" PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) { /* modeld = Q(:,np+1:n)' */ PetscErrorCode ierr; PetscInt i,j,minindex=0; PetscReal dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY; PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; PetscBLASInt blas1=1,blasnmax = mfqP->nmax; blask = mfqP->nmodelpoints; /* Qtmp = I(n x n) */ for (i=0;in;i++) { for (j=0;jn;j++) { mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; } } for (j=0;jn;j++) { mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; } /* Qtmp = Q * I */ PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info)); for (i=mfqP->nmodelpoints;in;i++) { dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1); if (dp>0.0) { /* Model says use the other direction! */ for (j=0;jn;j++) { mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; } } /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ for (j=0;jn;j++) { mfqP->work2[j] = mfqP->Gres[j]; } PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1)); mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1); if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { minindex=i; minvalue = mfqP->work[i]; } if (addallpoints != 0) { ierr = addpoint(tao,mfqP,i);CHKERRQ(ierr); } } if (!addallpoints) { ierr = addpoint(tao,mfqP,minindex);CHKERRQ(ierr); } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "affpoints" PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c) { PetscInt i,j; PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; PetscReal proj,normd; const PetscReal *x; PetscErrorCode ierr; PetscFunctionBegin; for (i=mfqP->nHist-1;i>=0;i--) { ierr = VecGetArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); for (j=0;jn;j++) { mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; } ierr = VecRestoreArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione)); normd = BLASnrm2_(&blasn,mfqP->work,&ione); if (normd <= c*c) { blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0); if (!mfqP->q_is_I) { /* project D onto null */ blask=(mfqP->nmodelpoints); PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info)); if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %d\n",info); } proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione); if (proj >= mfqP->theta1) { /* add this index to model */ mfqP->model_indices[mfqP->nmodelpoints]=i; mfqP->nmodelpoints++; PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione)); blask=mfqP->npmax*(mfqP->nmodelpoints); PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione)); blask = mfqP->nmodelpoints; blasmaxmn = PetscMax(mfqP->m,mfqP->n); PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info)); if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %d\n",info); mfqP->q_is_I = 0; } if (mfqP->nmodelpoints == mfqP->n) { break; } } } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "TaoSolve_POUNDERS" static PetscErrorCode TaoSolve_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscInt i,ii,j,k,l; PetscReal step=1.0; TaoConvergedReason reason = TAO_CONTINUE_ITERATING; PetscInt low,high; PetscReal minnorm; PetscReal *x,*f; const PetscReal *xmint,*fmin; PetscReal cres,deltaold; PetscReal gnorm; PetscBLASInt info,ione=1,iblas; PetscBool valid,same; PetscReal mdec, rho, normxsp; PetscReal one=1.0,zero=0.0,ratio; PetscBLASInt blasm,blasn,blasnpmax,blasn2; PetscErrorCode ierr; static PetscBool set = PETSC_FALSE; /* n = # of parameters m = dimension (components) of function */ PetscFunctionBegin; ierr = PetscCitationsRegister("@article{UNEDF0,\n" "title = {Nuclear energy density optimization},\n" "author = {Kortelainen, M. and Lesinski, T. and Mor\'e, J. and Nazarewicz, W.\n" " and Sarich, J. and Schunck, N. and Stoitsov, M. V. and Wild, S. },\n" "journal = {Phys. Rev. C},\n" "volume = {82},\n" "number = {2},\n" "pages = {024313},\n" "numpages = {18},\n" "year = {2010},\n" "month = {Aug},\n" "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set);CHKERRQ(ierr); tao->niter=0; if (tao->XL && tao->XU) { /* Check x0 <= XU */ PetscReal val; ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound"); /* Check x0 >= xl */ ierr = VecCopy(tao->XL,mfqP->Xhist[0]);CHKERRQ(ierr); ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution);CHKERRQ(ierr); ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound"); /* Check x0 + delta < XU -- should be able to get around this eventually */ ierr = VecSet(mfqP->Xhist[0],mfqP->delta);CHKERRQ(ierr); ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution);CHKERRQ(ierr); ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound"); } CHKMEMQ; blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; for (i=0;in*mfqP->n*mfqP->m;i++) mfqP->H[i]=0; ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); CHKMEMQ; ierr = TaoComputeSeparableObjective(tao,tao->solution,mfqP->Fhist[0]);CHKERRQ(ierr); ierr = VecNorm(mfqP->Fhist[0],NORM_2,&mfqP->Fres[0]);CHKERRQ(ierr); if (PetscIsInfOrNanReal(mfqP->Fres[0])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); mfqP->Fres[0]*=mfqP->Fres[0]; mfqP->minindex = 0; minnorm = mfqP->Fres[0]; ierr = TaoMonitor(tao, tao->niter, minnorm, PETSC_INFINITY, 0.0, step, &reason);CHKERRQ(ierr); tao->niter++; ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high);CHKERRQ(ierr); for (i=1;in+1;i++) { ierr = VecCopy(tao->solution,mfqP->Xhist[i]);CHKERRQ(ierr); if (i-1 >= low && i-1 < high) { ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); x[i-1-low] += mfqP->delta; ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); } CHKMEMQ; ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[i],mfqP->Fhist[i]);CHKERRQ(ierr); ierr = VecNorm(mfqP->Fhist[i],NORM_2,&mfqP->Fres[i]);CHKERRQ(ierr); if (PetscIsInfOrNanReal(mfqP->Fres[i])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); mfqP->Fres[i]*=mfqP->Fres[i]; if (mfqP->Fres[i] < minnorm) { mfqP->minindex = i; minnorm = mfqP->Fres[i]; } } ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); /* Gather mpi vecs to one big local vec */ /* Begin serial code */ /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ /* (Column oriented for blas calls) */ ii=0; if (mfqP->size == 1) { ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); for (i=0;in;i++) mfqP->xmin[i] = xmint[i]; ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); for (i=0;in+1;i++) { if (i == mfqP->minindex) continue; ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); for (j=0;jn;j++) { mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; } ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); ierr = VecGetArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); for (j=0;jm;j++) { mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; } ierr = VecRestoreArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); mfqP->model_indices[ii++] = i; } for (j=0;jm;j++) { mfqP->C[j] = fmin[j]; } ierr = VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); } else { ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecGetArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); for (i=0;in;i++) mfqP->xmin[i] = xmint[i]; ierr = VecRestoreArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecGetArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); for (i=0;in+1;i++) { if (i == mfqP->minindex) continue; mfqP->model_indices[ii++] = i; ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecGetArray(mfqP->localx,&x);CHKERRQ(ierr); for (j=0;jn;j++) { mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; } ierr = VecRestoreArray(mfqP->localx,&x);CHKERRQ(ierr); ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); ierr = VecGetArray(mfqP->localf,&f);CHKERRQ(ierr); for (j=0;jm;j++) { mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j]; } ierr = VecRestoreArray(mfqP->localf,&f);CHKERRQ(ierr); } for (j=0;jm;j++) { mfqP->C[j] = fmin[j]; } ierr = VecRestoreArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); } /* Determine the initial quadratic models */ /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ /* D (nxn) Fdiff (nxm) => G (nxm) */ blasn2 = blasn; PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasn2,&info)); ierr = PetscInfo1(tao,"gesv returned %d\n",info);CHKERRQ(ierr); cres = minnorm; /* Gres = G*F(xkin,1:m)' G (nxm) Fk (m) */ PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); /* Hres = G*G' */ PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn)); valid = PETSC_TRUE; ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); gnorm *= mfqP->delta; ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); mfqP->nHist = mfqP->n+1; mfqP->nmodelpoints = mfqP->n+1; while (reason == TAO_CONTINUE_ITERATING) { PetscReal gnm = 1e-4; tao->niter++; /* Solve the subproblem min{Q(s): ||s|| <= delta} */ ierr = gqtwrap(tao,&gnm,&mdec);CHKERRQ(ierr); /* Evaluate the function at the new point */ for (i=0;in;i++) { mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; } ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES);CHKERRQ(ierr); ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; mfqP->nHist++; /* Update the center */ if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { /* Update model to reflect new base point */ for (i=0;in;i++) { mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; } for (j=0;jm;j++) { /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; G(:,j) = G(:,j) + H(:,:,j)*work' */ for (k=0;kn;k++) { mfqP->work2[k]=0.0; for (l=0;ln;l++) { mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; } } for (i=0;in;i++) { mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; } } /* Cres += work*Gres + .5*work*Hres*work'; Gres += Hres*work'; */ PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione)); for (i=0;in;i++) { cres += mfqP->work[i]*(mfqP->Gres[i] + 0.5*mfqP->work2[i]); mfqP->Gres[i] += mfqP->work2[i]; } mfqP->minindex = mfqP->nHist-1; minnorm = mfqP->Fres[mfqP->minindex]; ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); /* Change current center */ ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); for (i=0;in;i++) { mfqP->xmin[i] = xmint[i]; } ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); } /* Evaluate at a model-improving point if necessary */ if (valid == PETSC_FALSE) { mfqP->q_is_I = 1; mfqP->nmodelpoints = 0; ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); if (mfqP->nmodelpoints < mfqP->n) { ierr = PetscInfo(tao,"Model not valid -- model-improving\n");CHKERRQ(ierr); ierr = modelimprove(tao,mfqP,1);CHKERRQ(ierr); } } /* Update the trust region radius */ deltaold = mfqP->delta; normxsp = 0; for (i=0;in;i++) { normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; } normxsp = PetscSqrtReal(normxsp); if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); } else if (valid == PETSC_TRUE) { mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); } /* Compute the next interpolation set */ mfqP->q_is_I = 1; mfqP->nmodelpoints=0; ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); if (mfqP->nmodelpoints == mfqP->n) { valid = PETSC_TRUE; } else { valid = PETSC_FALSE; ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2);CHKERRQ(ierr); if (mfqP->n > mfqP->nmodelpoints) { ierr = PetscInfo(tao,"Model not valid -- adding geometry points\n");CHKERRQ(ierr); ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints);CHKERRQ(ierr); } } for (i=mfqP->nmodelpoints;i>0;i--) { mfqP->model_indices[i] = mfqP->model_indices[i-1]; } mfqP->nmodelpoints++; mfqP->model_indices[0] = mfqP->minindex; ierr = morepoints(mfqP);CHKERRQ(ierr); for (i=0;inmodelpoints;i++) { ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); for (j=0;jn;j++) { mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; } ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); for (j=0;jm;j++) { for (k=0;kn;k++) { mfqP->work[k]=0.0; for (l=0;ln;l++) { mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; } } mfqP->RES[j*mfqP->npmax + i] = -mfqP->C[j] - BLASdot_(&blasn,&mfqP->Fdiff[j*mfqP->n],&ione,&mfqP->Disp[i],&blasnpmax) - 0.5*BLASdot_(&blasn,mfqP->work,&ione,&mfqP->Disp[i],&blasnpmax) + f[j]; } ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); } /* Update the quadratic model */ ierr = getquadpounders(mfqP);CHKERRQ(ierr); ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione)); /* G = G*(delta/deltaold) + Gdel */ ratio = mfqP->delta/deltaold; iblas = blasm*blasn; PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione)); PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione)); /* H = H*(delta/deltaold) + Hdel */ iblas = blasm*blasn*blasn; ratio *= ratio; PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione)); PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione)); /* Get residuals */ cres = mfqP->Fres[mfqP->minindex]; /* Gres = G*F(xkin,1:m)' */ PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); /* Hres = sum i=1..m {F(xkin,i)*H(:,:,i)} + G*G' */ PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn)); iblas = mfqP->n*mfqP->n; for (j=0;jm;j++) { PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&fmin[j],&mfqP->H[j],&blasm,mfqP->Hres,&ione)); } /* Export solution and gradient residual to TAO */ ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); gnorm *= mfqP->delta; /* final criticality test */ ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); /* test for repeated model */ if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) { same = PETSC_TRUE; } else { same = PETSC_FALSE; } for (i=0;inmodelpoints;i++) { if (same) { if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) { same = PETSC_TRUE; } else { same = PETSC_FALSE; } } mfqP->last_model_indices[i] = mfqP->model_indices[i]; } mfqP->last_nmodelpoints = mfqP->nmodelpoints; if (same && mfqP->delta == deltaold) { ierr = PetscInfo(tao,"Identical model used in successive iterations\n");CHKERRQ(ierr); reason = TAO_CONVERGED_STEPTOL; tao->reason = TAO_CONVERGED_STEPTOL; } } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "TaoSetUp_POUNDERS" static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscInt i; IS isfloc,isfglob,isxloc,isxglob; PetscErrorCode ierr; PetscFunctionBegin; if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); } if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); } ierr = VecGetSize(tao->solution,&mfqP->n);CHKERRQ(ierr); ierr = VecGetSize(tao->sep_objective,&mfqP->m);CHKERRQ(ierr); mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); if (mfqP->npmax == PETSC_DEFAULT) { mfqP->npmax = 2*mfqP->n + 1; } mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Xhist);CHKERRQ(ierr); ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fhist);CHKERRQ(ierr); for (i=0;in +1;i++) { ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]);CHKERRQ(ierr); ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]);CHKERRQ(ierr); } ierr = VecDuplicate(tao->solution,&mfqP->workxvec);CHKERRQ(ierr); mfqP->nHist = 0; ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fres);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n,&mfqP->work);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n,&mfqP->work2);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n,&mfqP->work3);CHKERRQ(ierr); ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp);CHKERRQ(ierr); mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n,&mfqP->xmin);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->m,&mfqP->C);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n,&mfqP->Gres);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax,&mfqP->model_indices);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n,&mfqP->Xsubproblem);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel);CHKERRQ(ierr); ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices);CHKERRQ(ierr); ierr = PetscMalloc1(mfqP->n,&mfqP->iwork);CHKERRQ(ierr); for (i=0;im,mfqP->n);i++) { mfqP->indices[i] = i; } ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size);CHKERRQ(ierr); if (mfqP->size > 1) { VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx);CHKERRQ(ierr); VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin);CHKERRQ(ierr); VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf);CHKERRQ(ierr); VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin);CHKERRQ(ierr); ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc);CHKERRQ(ierr); ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob);CHKERRQ(ierr); ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc);CHKERRQ(ierr); ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob);CHKERRQ(ierr); ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx);CHKERRQ(ierr); ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf);CHKERRQ(ierr); ierr = ISDestroy(&isxloc);CHKERRQ(ierr); ierr = ISDestroy(&isxglob);CHKERRQ(ierr); ierr = ISDestroy(&isfloc);CHKERRQ(ierr); ierr = ISDestroy(&isfglob);CHKERRQ(ierr); } if (!mfqP->usegqt) { KSP ksp; PC pc; ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx);CHKERRQ(ierr); ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl);CHKERRQ(ierr); ierr = VecDuplicate(mfqP->subxl,&mfqP->subb);CHKERRQ(ierr); ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu);CHKERRQ(ierr); ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel);CHKERRQ(ierr); ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel);CHKERRQ(ierr); ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao);CHKERRQ(ierr); ierr = TaoSetType(mfqP->subtao,TAOTRON);CHKERRQ(ierr); ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_");CHKERRQ(ierr); ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx);CHKERRQ(ierr); ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP);CHKERRQ(ierr); ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits);CHKERRQ(ierr); ierr = TaoSetFromOptions(mfqP->subtao);CHKERRQ(ierr); ierr = TaoGetKSP(mfqP->subtao,&ksp);CHKERRQ(ierr); if (ksp) { ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr); ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr); } ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu);CHKERRQ(ierr); ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH);CHKERRQ(ierr); ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP);CHKERRQ(ierr); } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "TaoDestroy_POUNDERS" static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscInt i; PetscErrorCode ierr; PetscFunctionBegin; if (!mfqP->usegqt) { ierr = TaoDestroy(&mfqP->subtao);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->subx);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->subxl);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->subxu);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->subb);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->subpdel);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->subndel);CHKERRQ(ierr); ierr = MatDestroy(&mfqP->subH);CHKERRQ(ierr); } ierr = PetscFree(mfqP->Fres);CHKERRQ(ierr); ierr = PetscFree(mfqP->RES);CHKERRQ(ierr); ierr = PetscFree(mfqP->work);CHKERRQ(ierr); ierr = PetscFree(mfqP->work2);CHKERRQ(ierr); ierr = PetscFree(mfqP->work3);CHKERRQ(ierr); ierr = PetscFree(mfqP->mwork);CHKERRQ(ierr); ierr = PetscFree(mfqP->omega);CHKERRQ(ierr); ierr = PetscFree(mfqP->beta);CHKERRQ(ierr); ierr = PetscFree(mfqP->alpha);CHKERRQ(ierr); ierr = PetscFree(mfqP->H);CHKERRQ(ierr); ierr = PetscFree(mfqP->Q);CHKERRQ(ierr); ierr = PetscFree(mfqP->Q_tmp);CHKERRQ(ierr); ierr = PetscFree(mfqP->L);CHKERRQ(ierr); ierr = PetscFree(mfqP->L_tmp);CHKERRQ(ierr); ierr = PetscFree(mfqP->L_save);CHKERRQ(ierr); ierr = PetscFree(mfqP->N);CHKERRQ(ierr); ierr = PetscFree(mfqP->M);CHKERRQ(ierr); ierr = PetscFree(mfqP->Z);CHKERRQ(ierr); ierr = PetscFree(mfqP->tau);CHKERRQ(ierr); ierr = PetscFree(mfqP->tau_tmp);CHKERRQ(ierr); ierr = PetscFree(mfqP->npmaxwork);CHKERRQ(ierr); ierr = PetscFree(mfqP->npmaxiwork);CHKERRQ(ierr); ierr = PetscFree(mfqP->xmin);CHKERRQ(ierr); ierr = PetscFree(mfqP->C);CHKERRQ(ierr); ierr = PetscFree(mfqP->Fdiff);CHKERRQ(ierr); ierr = PetscFree(mfqP->Disp);CHKERRQ(ierr); ierr = PetscFree(mfqP->Gres);CHKERRQ(ierr); ierr = PetscFree(mfqP->Hres);CHKERRQ(ierr); ierr = PetscFree(mfqP->Gpoints);CHKERRQ(ierr); ierr = PetscFree(mfqP->model_indices);CHKERRQ(ierr); ierr = PetscFree(mfqP->last_model_indices);CHKERRQ(ierr); ierr = PetscFree(mfqP->Xsubproblem);CHKERRQ(ierr); ierr = PetscFree(mfqP->Gdel);CHKERRQ(ierr); ierr = PetscFree(mfqP->Hdel);CHKERRQ(ierr); ierr = PetscFree(mfqP->indices);CHKERRQ(ierr); ierr = PetscFree(mfqP->iwork);CHKERRQ(ierr); for (i=0;inHist;i++) { ierr = VecDestroy(&mfqP->Xhist[i]);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->Fhist[i]);CHKERRQ(ierr); } if (mfqP->workxvec) { ierr = VecDestroy(&mfqP->workxvec);CHKERRQ(ierr); } ierr = PetscFree(mfqP->Xhist);CHKERRQ(ierr); ierr = PetscFree(mfqP->Fhist);CHKERRQ(ierr); if (mfqP->size > 1) { ierr = VecDestroy(&mfqP->localx);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->localxmin);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->localf);CHKERRQ(ierr); ierr = VecDestroy(&mfqP->localfmin);CHKERRQ(ierr); } ierr = PetscFree(tao->data);CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "TaoSetFromOptions_POUNDERS" static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptions *PetscOptionsObject,Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscOptionsHead(PetscOptionsObject,"POUNDERS method for least-squares optimization");CHKERRQ(ierr); ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL);CHKERRQ(ierr); mfqP->delta = mfqP->delta0; mfqP->npmax = PETSC_DEFAULT; ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL);CHKERRQ(ierr); mfqP->usegqt = PETSC_FALSE; ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL);CHKERRQ(ierr); ierr = PetscOptionsTail();CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "TaoView_POUNDERS" static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscBool isascii; PetscInt nits; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); if (isascii) { ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(viewer, "model points: %D\n",mfqP->nmodelpoints);CHKERRQ(ierr); if (mfqP->usegqt) { ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n");CHKERRQ(ierr); } else { ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: %s\n",((PetscObject)mfqP->subtao)->type_name);CHKERRQ(ierr); ierr = TaoGetTotalIterationNumber(mfqP->subtao,&nits);CHKERRQ(ierr); ierr = PetscViewerASCIIPrintf(viewer, "total subproblem iterations: %D\n",nits);CHKERRQ(ierr); } ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); } PetscFunctionReturn(0); } /*MC TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares Options Database Keys: + -tao_pounders_delta - initial step length . -tao_pounders_npmax - maximum number of points in model - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON Level: beginner M*/ #undef __FUNCT__ #define __FUNCT__ "TaoCreate_POUNDERS" PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscErrorCode ierr; PetscFunctionBegin; tao->ops->setup = TaoSetUp_POUNDERS; tao->ops->solve = TaoSolve_POUNDERS; tao->ops->view = TaoView_POUNDERS; tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; tao->ops->destroy = TaoDestroy_POUNDERS; ierr = PetscNewLog(tao,&mfqP);CHKERRQ(ierr); tao->data = (void*)mfqP; /* Override default settings (unless already changed) */ if (!tao->max_it_changed) tao->max_it = 2000; if (!tao->max_funcs_changed) tao->max_funcs = 4000; #if defined(PETSC_USE_REAL_SINGLE) if (!tao->fatol_changed) tao->fatol = 1.0e-4; if (!tao->frtol_changed) tao->frtol = 1.0e-4; mfqP->deltamin=1e-3; #else if (!tao->fatol_changed) tao->fatol = 1.0e-8; if (!tao->frtol_changed) tao->frtol = 1.0e-8; mfqP->deltamin=1e-6; #endif mfqP->delta0 = 0.1; mfqP->delta = 0.1; mfqP->deltamax=1e3; mfqP->c2 = 100.0; mfqP->theta1=1e-5; mfqP->theta2=1e-4; mfqP->gamma0=0.5; mfqP->gamma1=2.0; mfqP->eta0 = 0.0; mfqP->eta1 = 0.1; mfqP->gqt_rtol = 0.001; mfqP->gqt_maxits = 50; mfqP->workxvec = 0; PetscFunctionReturn(0); }