#include <../src/tao/leastsquares/impls/pounders/pounders.h> static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) { PetscFunctionBegin; PetscFunctionReturn(0); } static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; PetscReal d1,d2; PetscFunctionBegin; /* g = A*x (add b later)*/ PetscCall(MatMult(mfqP->subH,x,g)); /* f = 1/2 * x'*(Ax) + b'*x */ PetscCall(VecDot(x,g,&d1)); PetscCall(VecDot(mfqP->subb,x,&d2)); *f = 0.5 *d1 + d2; /* now g = g + b */ PetscCall(VecAXPY(g, 1.0, mfqP->subb)); PetscFunctionReturn(0); } static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscInt i,row,col; PetscReal fr,fc; PetscFunctionBegin; PetscCall(TaoComputeResidual(tao,x,F)); if (tao->res_weights_v) { PetscCall(VecPointwiseMult(mfqP->workfvec,tao->res_weights_v,F)); PetscCall(VecDot(mfqP->workfvec,mfqP->workfvec,fsum)); } else if (tao->res_weights_w) { *fsum=0; for (i=0;ires_weights_n;i++) { row=tao->res_weights_rows[i]; col=tao->res_weights_cols[i]; PetscCall(VecGetValues(F,1,&row,&fr)); PetscCall(VecGetValues(F,1,&col,&fc)); *fsum += tao->res_weights_w[i]*fc*fr; } } else { PetscCall(VecDot(F,F,fsum)); } PetscCall(PetscInfo(tao,"Least-squares residual norm: %20.19e\n",(double)*fsum)); PetscCheck(!PetscIsInfOrNanReal(*fsum),PETSC_COMM_SELF,PETSC_ERR_USER, "User provided compute function generated Inf or NaN"); PetscFunctionReturn(0); } static PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin) { #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; PetscCall(VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES)); PetscCall(VecAssemblyBegin(mfqP->subb)); PetscCall(VecAssemblyEnd(mfqP->subb)); PetscCall(VecSet(mfqP->subx,0.0)); PetscCall(VecSet(mfqP->subndel,-1.0)); PetscCall(VecSet(mfqP->subpdel,+1.0)); /* Complete the lower triangle of the Hessian matrix */ for (i=0;in;i++) { for (j=i+1;jn;j++) { mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; } } PetscCall(MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES)); PetscCall(MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY)); PetscCall(TaoResetStatistics(mfqP->subtao)); /* PetscCall(TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT)); */ /* enforce bound constraints -- experimental */ if (tao->XU && tao->XL) { PetscCall(VecCopy(tao->XU,mfqP->subxu)); PetscCall(VecAXPY(mfqP->subxu,-1.0,tao->solution)); PetscCall(VecScale(mfqP->subxu,1.0/mfqP->delta)); PetscCall(VecCopy(tao->XL,mfqP->subxl)); PetscCall(VecAXPY(mfqP->subxl,-1.0,tao->solution)); PetscCall(VecScale(mfqP->subxl,1.0/mfqP->delta)); PetscCall(VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel)); PetscCall(VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel)); } else { PetscCall(VecCopy(mfqP->subpdel,mfqP->subxu)); PetscCall(VecCopy(mfqP->subndel,mfqP->subxl)); } /* Make sure xu > xl */ PetscCall(VecCopy(mfqP->subxl,mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu)); PetscCall(VecMax(mfqP->subpdel,NULL,&maxval)); PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"upper bound < lower bound in subproblem"); /* Make sure xu > tao->solution > xl */ PetscCall(VecCopy(mfqP->subxl,mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subx)); PetscCall(VecMax(mfqP->subpdel,NULL,&maxval)); PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"initial guess < lower bound in subproblem"); PetscCall(VecCopy(mfqP->subx,mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu)); PetscCall(VecMax(mfqP->subpdel,NULL,&maxval)); PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"initial guess > upper bound in subproblem"); PetscCall(TaoSolve(mfqP->subtao)); PetscCall(TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL)); /* test bounds post-solution*/ PetscCall(VecCopy(mfqP->subxl,mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subx)); PetscCall(VecMax(mfqP->subpdel,NULL,&maxval)); if (maxval > 1e-5) { PetscCall(PetscInfo(tao,"subproblem solution < lower bound\n")); tao->reason = TAO_DIVERGED_TR_REDUCTION; } PetscCall(VecCopy(mfqP->subx,mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu)); PetscCall(VecMax(mfqP->subpdel,NULL,&maxval)); if (maxval > 1e-5) { PetscCall(PetscInfo(tao,"subproblem solution > upper bound\n")); 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); } static PetscErrorCode pounders_update_res(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscInt i,row,col; PetscBLASInt blasn=mfqP->n,blasn2=blasn*blasn,blasm=mfqP->m,ione=1; PetscReal zero=0.0,one=1.0,wii,factor; PetscFunctionBegin; for (i=0;in;i++) { mfqP->Gres[i]=0; } for (i=0;in*mfqP->n;i++) { mfqP->Hres[i]=0; } /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */ if (tao->res_weights_v) { /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */ for (i=0;im;i++) { PetscCall(VecGetValues(tao->res_weights_v,1,&i,&factor)); factor=factor*mfqP->C[i]; PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*i],&ione,mfqP->Gres,&ione)); } /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi')*/ for (i=0;im;i++) { PetscCall(VecGetValues(tao->res_weights_v,1,&i,&wii)); if (tao->niter>1) { factor=wii*mfqP->C[i]; /* add wii * ci * Hi */ PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasm,mfqP->Hres,&ione)); } /* add wii * gi * gi' */ PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&wii,&mfqP->Fdiff[blasn*i],&blasn,&mfqP->Fdiff[blasn*i],&blasn,&one,mfqP->Hres,&blasn)); } } else if (tao->res_weights_w) { /* General case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */ for (i=0;ires_weights_n;i++) { row=tao->res_weights_rows[i]; col=tao->res_weights_cols[i]; factor = tao->res_weights_w[i]*mfqP->C[col]/2.0; PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*row],&ione,mfqP->Gres,&ione)); factor = tao->res_weights_w[i]*mfqP->C[row]/2.0; PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*col],&ione,mfqP->Gres,&ione)); } /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ for (i=0;ires_weights_n;i++) { row=tao->res_weights_rows[i]; col=tao->res_weights_cols[i]; factor=tao->res_weights_w[i]/2.0; /* add wij * gi gj' + wij * gj gi' */ PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*row],&blasn,&mfqP->Fdiff[blasn*col],&blasn,&one,mfqP->Hres,&blasn)); PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*col],&blasn,&mfqP->Fdiff[blasn*row],&blasn,&one,mfqP->Hres,&blasn)); } if (tao->niter > 1) { for (i=0;ires_weights_n;i++) { row=tao->res_weights_rows[i]; col=tao->res_weights_cols[i]; /* add wij*cj*Hi */ factor = tao->res_weights_w[i]*mfqP->C[col]/2.0; PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[row],&blasm,mfqP->Hres,&ione)); /* add wij*ci*Hj */ factor = tao->res_weights_w[i]*mfqP->C[row]/2.0; PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[col],&blasm,mfqP->Hres,&ione)); } } } else { /* Default: Gres= sum_i[cigi] = G*c' */ PetscCall(PetscInfo(tao,"Identity weights\n")); PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ /* Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)} */ PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff, &blasn,&zero,mfqP->Hres,&blasn)); /* sum(F(xkin,i)*H(:,:,i)) */ if (tao->niter>1) { for (i=0;im;i++) { factor = mfqP->C[i]; PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasm,mfqP->Hres,&ione)); } } } PetscFunctionReturn(0); } static 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)); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine getrf returned with value %d",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)); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine potrf returned with value %d",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)); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine potrs returned with value %d",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)); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine getrs returned with value %d",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); } static 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; PetscFunctionBegin; /* Initialize M,N */ for (i=0;in+1;i++) { PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x)); 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; } PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x)); PetscCall(phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i])); } /* 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) { PetscCall(VecCopy(mfqP->Xhist[point],mfqP->workxvec)); PetscCall(VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex])); PetscCall(VecNorm(mfqP->workxvec,NORM_2,&normd)); normd /= mfqP->delta; if (normd > mfqP->c2) { reject =1; } } if (reject) { point--; continue; } PetscCall(VecGetArrayRead(mfqP->Xhist[point],&x)); 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; } PetscCall(VecRestoreArrayRead(mfqP->Xhist[point],&x)); PetscCall(phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)])); /* 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)); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine geqrf returned with value %d",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)); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine ormqr returned with value %d",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; PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF)); 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)); PetscCall(PetscFPTrapPop()); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine gesvd returned with value %d",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)); PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine ormqr returned with value %d",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); } /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ static PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) { PetscFunctionBegin; /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ PetscCall(VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist])); PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES)); PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist])); PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist])); PetscCall(VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex])); /* Project into feasible region */ if (tao->XU && tao->XL) { PetscCall(VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist])); } /* Compute value of new vector */ PetscCall(VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist])); CHKMEMQ; PetscCall(pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist])); /* Add new vector to model */ mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; mfqP->nmodelpoints++; mfqP->nHist++; PetscFunctionReturn(0); } static PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) { /* modeld = Q(:,np+1:n)' */ 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; PetscFunctionBegin; 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++) { PetscStackCallBLAS("BLASdot",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)); PetscStackCallBLAS("BLASdot",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) { PetscCall(addpoint(tao,mfqP,i)); } } if (!addallpoints) { PetscCall(addpoint(tao,mfqP,minindex)); } PetscFunctionReturn(0); } static 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; PetscFunctionBegin; for (i=mfqP->nHist-1;i>=0;i--) { PetscCall(VecGetArrayRead(mfqP->Xhist[i],&x)); for (j=0;jn;j++) { mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; } PetscCall(VecRestoreArrayRead(mfqP->Xhist[i],&x)); PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione)); PetscStackCallBLAS("BLASnrm2",normd = BLASnrm2_(&blasn,mfqP->work,&ione)); if (normd <= 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)); PetscCheck(info >= 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"ormqr returned value %d",info); } PetscStackCallBLAS("BLASnrm2",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)); PetscCheck(info >= 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"geqrf returned value %d",info); mfqP->q_is_I = 0; } if (mfqP->nmodelpoints == mfqP->n) { break; } } } PetscFunctionReturn(0); } static PetscErrorCode TaoSolve_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscInt i,ii,j,k,l; PetscReal step=1.0; PetscInt low,high; PetscReal minnorm; PetscReal *x,*f; const PetscReal *xmint,*fmin; PetscReal 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,blasncopy,blasnpmax; static PetscBool set = PETSC_FALSE; /* n = # of parameters m = dimension (components) of function */ PetscFunctionBegin; PetscCall(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)); tao->niter=0; if (tao->XL && tao->XU) { /* Check x0 <= XU */ PetscReal val; PetscCall(VecCopy(tao->solution,mfqP->Xhist[0])); PetscCall(VecAXPY(mfqP->Xhist[0],-1.0,tao->XU)); PetscCall(VecMax(mfqP->Xhist[0],NULL,&val)); PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 > upper bound"); /* Check x0 >= xl */ PetscCall(VecCopy(tao->XL,mfqP->Xhist[0])); PetscCall(VecAXPY(mfqP->Xhist[0],-1.0,tao->solution)); PetscCall(VecMax(mfqP->Xhist[0],NULL,&val)); PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 < lower bound"); /* Check x0 + delta < XU -- should be able to get around this eventually */ PetscCall(VecSet(mfqP->Xhist[0],mfqP->delta)); PetscCall(VecAXPY(mfqP->Xhist[0],1.0,tao->solution)); PetscCall(VecAXPY(mfqP->Xhist[0],-1.0,tao->XU)); PetscCall(VecMax(mfqP->Xhist[0],NULL,&val)); PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 + delta > upper bound"); } blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; for (i=0;in*mfqP->n*mfqP->m;++i) mfqP->H[i]=0; PetscCall(VecCopy(tao->solution,mfqP->Xhist[0])); /* This provides enough information to approximate the gradient of the objective */ /* using a forward difference scheme. */ PetscCall(PetscInfo(tao,"Initialize simplex; delta = %10.9e\n",(double)mfqP->delta)); PetscCall(pounders_feval(tao,mfqP->Xhist[0],mfqP->Fhist[0],&mfqP->Fres[0])); mfqP->minindex = 0; minnorm = mfqP->Fres[0]; PetscCall(VecGetOwnershipRange(mfqP->Xhist[0],&low,&high)); for (i=1;in+1;++i) { PetscCall(VecCopy(mfqP->Xhist[0],mfqP->Xhist[i])); if (i-1 >= low && i-1 < high) { PetscCall(VecGetArray(mfqP->Xhist[i],&x)); x[i-1-low] += mfqP->delta; PetscCall(VecRestoreArray(mfqP->Xhist[i],&x)); } CHKMEMQ; PetscCall(pounders_feval(tao,mfqP->Xhist[i],mfqP->Fhist[i],&mfqP->Fres[i])); if (mfqP->Fres[i] < minnorm) { mfqP->minindex = i; minnorm = mfqP->Fres[i]; } } PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution)); PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex],tao->ls_res)); PetscCall(PetscInfo(tao,"Finalize simplex; minnorm = %10.9e\n",(double)minnorm)); /* 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; PetscCall(PetscInfo(tao,"Build matrix: %D\n",(PetscInt)mfqP->size)); if (1 == mfqP->size) { PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); for (i=0;in;i++) mfqP->xmin[i] = xmint[i]; PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin)); for (i=0;in+1;i++) { if (i == mfqP->minindex) continue; PetscCall(VecGetArray(mfqP->Xhist[i],&x)); for (j=0;jn;j++) { mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; } PetscCall(VecRestoreArray(mfqP->Xhist[i],&x)); PetscCall(VecGetArray(mfqP->Fhist[i],&f)); for (j=0;jm;j++) { mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; } PetscCall(VecRestoreArray(mfqP->Fhist[i],&f)); mfqP->model_indices[ii++] = i; } for (j=0;jm;j++) { mfqP->C[j] = fmin[j]; } PetscCall(VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin)); } else { PetscCall(VecSet(mfqP->localxmin,0)); PetscCall(VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD)); PetscCall(VecGetArrayRead(mfqP->localxmin,&xmint)); for (i=0;in;i++) mfqP->xmin[i] = xmint[i]; PetscCall(VecRestoreArrayRead(mfqP->localxmin,&xmint)); PetscCall(VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD)); PetscCall(VecGetArrayRead(mfqP->localfmin,&fmin)); for (i=0;in+1;i++) { if (i == mfqP->minindex) continue; PetscCall(VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecGetArray(mfqP->localx,&x)); for (j=0;jn;j++) { mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; } PetscCall(VecRestoreArray(mfqP->localx,&x)); PetscCall(VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecGetArray(mfqP->localf,&f)); for (j=0;jm;j++) { mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; } PetscCall(VecRestoreArray(mfqP->localf,&f)); mfqP->model_indices[ii++] = i; } for (j=0;jm;j++) { mfqP->C[j] = fmin[j]; } PetscCall(VecRestoreArrayRead(mfqP->localfmin,&fmin)); } /* 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) */ blasncopy = blasn; PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasncopy,&info)); PetscCall(PetscInfo(tao,"Linear solve return: %D\n",(PetscInt)info)); PetscCall(pounders_update_res(tao)); valid = PETSC_TRUE; PetscCall(VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES)); PetscCall(VecAssemblyBegin(tao->gradient)); PetscCall(VecAssemblyEnd(tao->gradient)); PetscCall(VecNorm(tao->gradient,NORM_2,&gnorm)); gnorm *= mfqP->delta; PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution)); tao->reason = TAO_CONTINUE_ITERATING; PetscCall(TaoLogConvergenceHistory(tao,minnorm,gnorm,0.0,tao->ksp_its)); PetscCall(TaoMonitor(tao,tao->niter,minnorm,gnorm,0.0,step)); PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP)); mfqP->nHist = mfqP->n+1; mfqP->nmodelpoints = mfqP->n+1; PetscCall(PetscInfo(tao,"Initial gradient: %20.19e\n",(double)gnorm)); while (tao->reason == TAO_CONTINUE_ITERATING) { PetscReal gnm = 1e-4; /* Call general purpose update function */ if (tao->ops->update) { PetscCall((*tao->ops->update)(tao, tao->niter, tao->user_update)); } tao->niter++; /* Solve the subproblem min{Q(s): ||s|| <= 1.0} */ PetscCall(gqtwrap(tao,&gnm,&mdec)); /* Evaluate the function at the new point */ for (i=0;in;i++) { mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; } PetscCall(VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist])); PetscCall(VecDuplicate(tao->ls_res,&mfqP->Fhist[mfqP->nHist])); PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES)); PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist])); PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist])); PetscCall(pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[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++) { mfqP->Gres[i] += mfqP->work2[i]; } mfqP->minindex = mfqP->nHist-1; minnorm = mfqP->Fres[mfqP->minindex]; PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex],tao->ls_res)); /* Change current center */ PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); for (i=0;in;i++) { mfqP->xmin[i] = xmint[i]; } PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); } /* Evaluate at a model-improving point if necessary */ if (valid == PETSC_FALSE) { mfqP->q_is_I = 1; mfqP->nmodelpoints = 0; PetscCall(affpoints(mfqP,mfqP->xmin,mfqP->c1)); if (mfqP->nmodelpoints < mfqP->n) { PetscCall(PetscInfo(tao,"Model not valid -- model-improving\n")); PetscCall(modelimprove(tao,mfqP,1)); } } /* 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; PetscCall(PetscInfo(tao,"Affine Points: xmin = %20.19e, c1 = %20.19e\n",(double)*mfqP->xmin,(double)mfqP->c1)); PetscCall(affpoints(mfqP,mfqP->xmin,mfqP->c1)); if (mfqP->nmodelpoints == mfqP->n) { valid = PETSC_TRUE; } else { valid = PETSC_FALSE; PetscCall(PetscInfo(tao,"Affine Points: xmin = %20.19e, c2 = %20.19e\n",(double)*mfqP->xmin,(double)mfqP->c2)); PetscCall(affpoints(mfqP,mfqP->xmin,mfqP->c2)); if (mfqP->n > mfqP->nmodelpoints) { PetscCall(PetscInfo(tao,"Model not valid -- adding geometry points\n")); PetscCall(modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints)); } } for (i=mfqP->nmodelpoints;i>0;i--) { mfqP->model_indices[i] = mfqP->model_indices[i-1]; } mfqP->nmodelpoints++; mfqP->model_indices[0] = mfqP->minindex; PetscCall(morepoints(mfqP)); for (i=0;inmodelpoints;i++) { PetscCall(VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x)); for (j=0;jn;j++) { mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; } PetscCall(VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x)); PetscCall(VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f)); 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]; } } PetscStackCallBLAS("BLASdot",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]); } PetscCall(VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f)); } /* Update the quadratic model */ PetscCall(PetscInfo(tao,"Get Quad, size: %D, points: %D\n",mfqP->n,mfqP->nmodelpoints)); PetscCall(getquadpounders(mfqP)); PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin)); 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)^2 + 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 */ PetscCall(pounders_update_res(tao)); /* Export solution and gradient residual to TAO */ PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution)); PetscCall(VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES)); PetscCall(VecAssemblyBegin(tao->gradient)); PetscCall(VecAssemblyEnd(tao->gradient)); PetscCall(VecNorm(tao->gradient,NORM_2,&gnorm)); gnorm *= mfqP->delta; /* final criticality test */ PetscCall(TaoLogConvergenceHistory(tao,minnorm,gnorm,0.0,tao->ksp_its)); PetscCall(TaoMonitor(tao,tao->niter,minnorm,gnorm,0.0,step)); PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP)); /* 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) { PetscCall(PetscInfo(tao,"Identical model used in successive iterations\n")); tao->reason = TAO_CONVERGED_STEPTOL; } } PetscFunctionReturn(0); } static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscInt i,j; IS isfloc,isfglob,isxloc,isxglob; PetscFunctionBegin; if (!tao->gradient) PetscCall(VecDuplicate(tao->solution,&tao->gradient)); if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution,&tao->stepdirection)); PetscCall(VecGetSize(tao->solution,&mfqP->n)); PetscCall(VecGetSize(tao->ls_res,&mfqP->m)); 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); PetscCall(PetscMalloc1(tao->max_funcs+100,&mfqP->Xhist)); PetscCall(PetscMalloc1(tao->max_funcs+100,&mfqP->Fhist)); for (i=0;in+1;i++) { PetscCall(VecDuplicate(tao->solution,&mfqP->Xhist[i])); PetscCall(VecDuplicate(tao->ls_res,&mfqP->Fhist[i])); } PetscCall(VecDuplicate(tao->solution,&mfqP->workxvec)); PetscCall(VecDuplicate(tao->ls_res,&mfqP->workfvec)); mfqP->nHist = 0; PetscCall(PetscMalloc1(tao->max_funcs+100,&mfqP->Fres)); PetscCall(PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES)); PetscCall(PetscMalloc1(mfqP->n,&mfqP->work)); PetscCall(PetscMalloc1(mfqP->n,&mfqP->work2)); PetscCall(PetscMalloc1(mfqP->n,&mfqP->work3)); PetscCall(PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork)); PetscCall(PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega)); PetscCall(PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta)); PetscCall(PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha)); PetscCall(PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H)); PetscCall(PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q)); PetscCall(PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp)); PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L)); PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp)); PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save)); PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N)); PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M)); PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z)); PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->tau)); PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp)); mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); PetscCall(PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork)); PetscCall(PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork)); PetscCall(PetscMalloc1(mfqP->n,&mfqP->xmin)); PetscCall(PetscMalloc1(mfqP->m,&mfqP->C)); PetscCall(PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff)); PetscCall(PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp)); PetscCall(PetscMalloc1(mfqP->n,&mfqP->Gres)); PetscCall(PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres)); PetscCall(PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints)); PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->model_indices)); PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices)); PetscCall(PetscMalloc1(mfqP->n,&mfqP->Xsubproblem)); PetscCall(PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel)); PetscCall(PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel)); PetscCall(PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices)); PetscCall(PetscMalloc1(mfqP->n,&mfqP->iwork)); PetscCall(PetscMalloc1(mfqP->m*mfqP->m,&mfqP->w)); for (i=0;im;i++) { for (j=0;jm;j++) { if (i==j) { mfqP->w[i+mfqP->m*j]=1.0; } else { mfqP->w[i+mfqP->m*j]=0.0; } } } for (i=0;im,mfqP->n);i++) { mfqP->indices[i] = i; } PetscCallMPI(MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size)); if (mfqP->size > 1) { PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx)); PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin)); PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf)); PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin)); PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc)); PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob)); PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc)); PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob)); PetscCall(VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx)); PetscCall(VecScatterCreate(tao->ls_res,isfglob,mfqP->localf,isfloc,&mfqP->scatterf)); PetscCall(ISDestroy(&isxloc)); PetscCall(ISDestroy(&isxglob)); PetscCall(ISDestroy(&isfloc)); PetscCall(ISDestroy(&isfglob)); } if (!mfqP->usegqt) { KSP ksp; PC pc; PetscCall(VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx)); PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl)); PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subb)); PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subxu)); PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subpdel)); PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subndel)); PetscCall(TaoCreate(PETSC_COMM_SELF,&mfqP->subtao)); PetscCall(PetscObjectIncrementTabLevel((PetscObject)mfqP->subtao, (PetscObject)tao, 1)); PetscCall(TaoSetType(mfqP->subtao,TAOBNTR)); PetscCall(TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_")); PetscCall(TaoSetSolution(mfqP->subtao,mfqP->subx)); PetscCall(TaoSetObjectiveAndGradient(mfqP->subtao,NULL,pounders_fg,(void*)mfqP)); PetscCall(TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits)); PetscCall(TaoSetFromOptions(mfqP->subtao)); PetscCall(TaoGetKSP(mfqP->subtao,&ksp)); if (ksp) { PetscCall(KSPGetPC(ksp,&pc)); PetscCall(PCSetType(pc,PCNONE)); } PetscCall(TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu)); PetscCall(MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH)); PetscCall(TaoSetHessian(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP)); } PetscFunctionReturn(0); } static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscInt i; PetscFunctionBegin; if (!mfqP->usegqt) { PetscCall(TaoDestroy(&mfqP->subtao)); PetscCall(VecDestroy(&mfqP->subx)); PetscCall(VecDestroy(&mfqP->subxl)); PetscCall(VecDestroy(&mfqP->subxu)); PetscCall(VecDestroy(&mfqP->subb)); PetscCall(VecDestroy(&mfqP->subpdel)); PetscCall(VecDestroy(&mfqP->subndel)); PetscCall(MatDestroy(&mfqP->subH)); } PetscCall(PetscFree(mfqP->Fres)); PetscCall(PetscFree(mfqP->RES)); PetscCall(PetscFree(mfqP->work)); PetscCall(PetscFree(mfqP->work2)); PetscCall(PetscFree(mfqP->work3)); PetscCall(PetscFree(mfqP->mwork)); PetscCall(PetscFree(mfqP->omega)); PetscCall(PetscFree(mfqP->beta)); PetscCall(PetscFree(mfqP->alpha)); PetscCall(PetscFree(mfqP->H)); PetscCall(PetscFree(mfqP->Q)); PetscCall(PetscFree(mfqP->Q_tmp)); PetscCall(PetscFree(mfqP->L)); PetscCall(PetscFree(mfqP->L_tmp)); PetscCall(PetscFree(mfqP->L_save)); PetscCall(PetscFree(mfqP->N)); PetscCall(PetscFree(mfqP->M)); PetscCall(PetscFree(mfqP->Z)); PetscCall(PetscFree(mfqP->tau)); PetscCall(PetscFree(mfqP->tau_tmp)); PetscCall(PetscFree(mfqP->npmaxwork)); PetscCall(PetscFree(mfqP->npmaxiwork)); PetscCall(PetscFree(mfqP->xmin)); PetscCall(PetscFree(mfqP->C)); PetscCall(PetscFree(mfqP->Fdiff)); PetscCall(PetscFree(mfqP->Disp)); PetscCall(PetscFree(mfqP->Gres)); PetscCall(PetscFree(mfqP->Hres)); PetscCall(PetscFree(mfqP->Gpoints)); PetscCall(PetscFree(mfqP->model_indices)); PetscCall(PetscFree(mfqP->last_model_indices)); PetscCall(PetscFree(mfqP->Xsubproblem)); PetscCall(PetscFree(mfqP->Gdel)); PetscCall(PetscFree(mfqP->Hdel)); PetscCall(PetscFree(mfqP->indices)); PetscCall(PetscFree(mfqP->iwork)); PetscCall(PetscFree(mfqP->w)); for (i=0;inHist;i++) { PetscCall(VecDestroy(&mfqP->Xhist[i])); PetscCall(VecDestroy(&mfqP->Fhist[i])); } PetscCall(VecDestroy(&mfqP->workxvec)); PetscCall(VecDestroy(&mfqP->workfvec)); PetscCall(PetscFree(mfqP->Xhist)); PetscCall(PetscFree(mfqP->Fhist)); if (mfqP->size > 1) { PetscCall(VecDestroy(&mfqP->localx)); PetscCall(VecDestroy(&mfqP->localxmin)); PetscCall(VecDestroy(&mfqP->localf)); PetscCall(VecDestroy(&mfqP->localfmin)); } PetscCall(PetscFree(tao->data)); PetscFunctionReturn(0); } static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionItems *PetscOptionsObject,Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; PetscFunctionBegin; PetscOptionsHeadBegin(PetscOptionsObject,"POUNDERS method for least-squares optimization"); PetscCall(PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL)); mfqP->delta = mfqP->delta0; PetscCall(PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL)); PetscCall(PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL)); PetscOptionsHeadEnd(); PetscFunctionReturn(0); } static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscBool isascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii)); if (isascii) { PetscCall(PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0)); PetscCall(PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta)); PetscCall(PetscViewerASCIIPrintf(viewer, "model points: %D\n",mfqP->nmodelpoints)); if (mfqP->usegqt) { PetscCall(PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n")); } else { PetscCall(TaoView(mfqP->subtao, viewer)); } } 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*/ PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 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; PetscCall(PetscNewLog(tao,&mfqP)); 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; mfqP->npmax = PETSC_DEFAULT; mfqP->delta0 = 0.1; mfqP->delta = 0.1; mfqP->deltamax=1e3; mfqP->deltamin=1e-6; mfqP->c2 = 10.0; 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->usegqt = PETSC_FALSE; mfqP->gqt_rtol = 0.001; mfqP->gqt_maxits = 50; mfqP->workxvec = NULL; PetscFunctionReturn(0); }