1aaa7dc30SBarry Smith #include <../src/tao/leastsquares/impls/pounders/pounders.h> 2a7e14dcfSSatish Balay 3a7e14dcfSSatish Balay #undef __FUNCT__ 4a7e14dcfSSatish Balay #define __FUNCT__ "pounders_h" 5ffad9901SBarry Smith static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) 6a7e14dcfSSatish Balay { 7a7e14dcfSSatish Balay PetscFunctionBegin; 8a7e14dcfSSatish Balay PetscFunctionReturn(0); 9a7e14dcfSSatish Balay } 10a7e14dcfSSatish Balay #undef __FUNCT__ 11a7e14dcfSSatish Balay #define __FUNCT__ "pounders_fg" 12441846f8SBarry Smith static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) 13a7e14dcfSSatish Balay { 14a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; 15a7e14dcfSSatish Balay PetscReal d1,d2; 16a7e14dcfSSatish Balay PetscErrorCode ierr; 17f06e3bfaSBarry Smith 18a7e14dcfSSatish Balay PetscFunctionBegin; 19a7e14dcfSSatish Balay /* g = A*x (add b later)*/ 20a7e14dcfSSatish Balay ierr = MatMult(mfqP->subH,x,g);CHKERRQ(ierr); 21a7e14dcfSSatish Balay 22a7e14dcfSSatish Balay /* f = 1/2 * x'*(Ax) + b'*x */ 23a7e14dcfSSatish Balay ierr = VecDot(x,g,&d1);CHKERRQ(ierr); 24a7e14dcfSSatish Balay ierr = VecDot(mfqP->subb,x,&d2);CHKERRQ(ierr); 25a7e14dcfSSatish Balay *f = 0.5 *d1 + d2; 26a7e14dcfSSatish Balay 27a7e14dcfSSatish Balay /* now g = g + b */ 28a7e14dcfSSatish Balay ierr = VecAXPY(g, 1.0, mfqP->subb);CHKERRQ(ierr); 29a7e14dcfSSatish Balay PetscFunctionReturn(0); 30a7e14dcfSSatish Balay } 31f06e3bfaSBarry Smith 32a7e14dcfSSatish Balay #undef __FUNCT__ 33a7e14dcfSSatish Balay #define __FUNCT__ "gqtwrap" 34441846f8SBarry Smith PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin) 35a7e14dcfSSatish Balay { 36a7e14dcfSSatish Balay PetscErrorCode ierr; 376f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 386f4723b1SBarry Smith PetscReal atol=1.0e-5; 396f4723b1SBarry Smith #else 40a7e14dcfSSatish Balay PetscReal atol=1.0e-10; 416f4723b1SBarry Smith #endif 42a7e14dcfSSatish Balay PetscInt info,its; 43a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 44a7e14dcfSSatish Balay 45a7e14dcfSSatish Balay PetscFunctionBegin; 46a7e14dcfSSatish Balay if (! mfqP->usegqt) { 47a7e14dcfSSatish Balay PetscReal maxval; 48a7e14dcfSSatish Balay PetscInt i,j; 49a7e14dcfSSatish Balay 50a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 51a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->subb);CHKERRQ(ierr); 52a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->subb);CHKERRQ(ierr); 53a7e14dcfSSatish Balay 54a7e14dcfSSatish Balay ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr); 55a7e14dcfSSatish Balay 56a7e14dcfSSatish Balay ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr); 57a7e14dcfSSatish Balay ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr); 58a7e14dcfSSatish Balay 59a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 60a7e14dcfSSatish Balay for (j=i;j<mfqP->n;j++) { 61a7e14dcfSSatish Balay mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; 62a7e14dcfSSatish Balay } 63a7e14dcfSSatish Balay } 64a7e14dcfSSatish Balay ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES); 65a7e14dcfSSatish Balay ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 66a7e14dcfSSatish Balay ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 67a7e14dcfSSatish Balay 68a7e14dcfSSatish Balay ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr); 69a7e14dcfSSatish Balay ierr = TaoSetTolerances(mfqP->subtao,PETSC_DEFAULT,PETSC_DEFAULT,*gnorm,*gnorm,PETSC_DEFAULT);CHKERRQ(ierr); 70a7e14dcfSSatish Balay /* enforce bound constraints -- experimental */ 71a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 72a7e14dcfSSatish Balay ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr); 73a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr); 74a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr); 75a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr); 76a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr); 77a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr); 78a7e14dcfSSatish Balay 79a7e14dcfSSatish Balay ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr); 80a7e14dcfSSatish Balay ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr); 81a7e14dcfSSatish Balay } else { 82a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr); 83a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr); 84a7e14dcfSSatish Balay } 85a7e14dcfSSatish Balay /* Make sure xu > xl */ 86a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 87a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 886c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 89f06e3bfaSBarry Smith if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem"); 90a7e14dcfSSatish Balay /* Make sure xu > tao->solution > xl */ 91a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 92a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 936c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 94f06e3bfaSBarry Smith if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem"); 95a7e14dcfSSatish Balay 96a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 97a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 986c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 99f06e3bfaSBarry Smith if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem"); 100a7e14dcfSSatish Balay 101a7e14dcfSSatish Balay ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr); 1026c23d075SBarry Smith ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr); 103a7e14dcfSSatish Balay 104a7e14dcfSSatish Balay /* test bounds post-solution*/ 105a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 106a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 1076c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 108a7e14dcfSSatish Balay if (maxval > 1e-5) { 109955c1f14SBarry Smith ierr = PetscInfo(tao,"subproblem solution < lower bound\n");CHKERRQ(ierr); 110a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 111a7e14dcfSSatish Balay } 112a7e14dcfSSatish Balay 113a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 114a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 1156c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 116a7e14dcfSSatish Balay if (maxval > 1e-5) { 117955c1f14SBarry Smith ierr = PetscInfo(tao,"subproblem solution > upper bound\n"); 118a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 119a7e14dcfSSatish Balay } 120a7e14dcfSSatish Balay } else { 121f06e3bfaSBarry Smith 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); 122a7e14dcfSSatish Balay } 123a7e14dcfSSatish Balay *qmin *= -1; 124a7e14dcfSSatish Balay PetscFunctionReturn(0); 125a7e14dcfSSatish Balay } 126a7e14dcfSSatish Balay 127a7e14dcfSSatish Balay #undef __FUNCT__ 128a7e14dcfSSatish Balay #define __FUNCT__ "phi2eval" 129f06e3bfaSBarry Smith PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) 130f06e3bfaSBarry Smith { 131a7e14dcfSSatish Balay /* 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] */ 132a7e14dcfSSatish Balay PetscInt i,j,k; 133a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 134f06e3bfaSBarry Smith 135a7e14dcfSSatish Balay PetscFunctionBegin; 136a7e14dcfSSatish Balay j=0; 137a7e14dcfSSatish Balay for (i=0;i<n;i++) { 138a7e14dcfSSatish Balay phi[j] = 0.5 * x[i]*x[i]; 139a7e14dcfSSatish Balay j++; 140a7e14dcfSSatish Balay for (k=i+1;k<n;k++) { 141a7e14dcfSSatish Balay phi[j] = x[i]*x[k]/sqrt2; 142a7e14dcfSSatish Balay j++; 143a7e14dcfSSatish Balay } 144a7e14dcfSSatish Balay } 145a7e14dcfSSatish Balay PetscFunctionReturn(0); 146a7e14dcfSSatish Balay } 147a7e14dcfSSatish Balay 148a7e14dcfSSatish Balay #undef __FUNCT__ 149a7e14dcfSSatish Balay #define __FUNCT__ "getquadpounders" 150f06e3bfaSBarry Smith PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) 151f06e3bfaSBarry Smith { 152a7e14dcfSSatish Balay /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' 153a7e14dcfSSatish Balay that satisfies the interpolation conditions Q(X[:,j]) = f(j) 154a7e14dcfSSatish Balay for j=1,...,m and with a Hessian matrix of least Frobenius norm */ 155a7e14dcfSSatish Balay 156a7e14dcfSSatish Balay /* NB --we are ignoring c */ 157a7e14dcfSSatish Balay PetscInt i,j,k,num,np = mfqP->nmodelpoints; 158a7e14dcfSSatish Balay PetscReal one = 1.0,zero=0.0,negone=-1.0; 159a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax; 160a7e14dcfSSatish Balay PetscBLASInt blasnplus1 = mfqP->n+1; 161a7e14dcfSSatish Balay PetscBLASInt blasnp = np; 162a7e14dcfSSatish Balay PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; 163a7e14dcfSSatish Balay PetscBLASInt blasint2 = np - mfqP->n-1; 164f06e3bfaSBarry Smith PetscBLASInt info,ione=1; 165a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 166a7e14dcfSSatish Balay 167a7e14dcfSSatish Balay PetscFunctionBegin; 168a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->m;i++) { 169a7e14dcfSSatish Balay mfqP->Gdel[i] = 0; 170a7e14dcfSSatish Balay } 171a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) { 172a7e14dcfSSatish Balay mfqP->Hdel[i] = 0; 173a7e14dcfSSatish Balay } 174a7e14dcfSSatish Balay 175a7e14dcfSSatish Balay /* factor M */ 1761f4a0ff5SJason Sarich PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info)); 177f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %d\n",info); 178a7e14dcfSSatish Balay 179a7e14dcfSSatish Balay if (np == mfqP->n+1) { 180a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax-mfqP->n-1;i++) { 181a7e14dcfSSatish Balay mfqP->omega[i]=0.0; 182a7e14dcfSSatish Balay } 183a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) { 184a7e14dcfSSatish Balay mfqP->beta[i]=0.0; 185a7e14dcfSSatish Balay } 186a7e14dcfSSatish Balay } else { 187a7e14dcfSSatish Balay /* Let Ltmp = (L'*L) */ 1880cbffdbaSBarry Smith 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)); 189a7e14dcfSSatish Balay 190a7e14dcfSSatish Balay /* factor Ltmp */ 1910cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info)); 192f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %d\n",info); 193a7e14dcfSSatish Balay } 194a7e14dcfSSatish Balay 195a7e14dcfSSatish Balay for (k=0;k<mfqP->m;k++) { 196a7e14dcfSSatish Balay if (np != mfqP->n+1) { 197a7e14dcfSSatish Balay /* Solve L'*L*Omega = Z' * RESk*/ 1980cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione)); 1990cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info)); 200f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %d\n",info); 201a7e14dcfSSatish Balay 202a7e14dcfSSatish Balay /* Beta = L*Omega */ 2030cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione)); 204a7e14dcfSSatish Balay } 205a7e14dcfSSatish Balay 206a7e14dcfSSatish Balay /* solve M'*Alpha = RESk - N'*Beta */ 2070cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione)); 2080cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info)); 209f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %d\n",info); 210a7e14dcfSSatish Balay 211a7e14dcfSSatish Balay /* Gdel(:,k) = Alpha(2:n+1) */ 212a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 213a7e14dcfSSatish Balay mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; 214a7e14dcfSSatish Balay } 215a7e14dcfSSatish Balay 216a7e14dcfSSatish Balay /* Set Hdels */ 217a7e14dcfSSatish Balay num=0; 218a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 219a7e14dcfSSatish Balay /* H[i,i,k] = Beta(num) */ 220a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; 221a7e14dcfSSatish Balay num++; 222a7e14dcfSSatish Balay for (j=i+1;j<mfqP->n;j++) { 223a7e14dcfSSatish Balay /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ 224a7e14dcfSSatish Balay mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 225a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 226a7e14dcfSSatish Balay num++; 227a7e14dcfSSatish Balay } 228a7e14dcfSSatish Balay } 229a7e14dcfSSatish Balay } 230a7e14dcfSSatish Balay PetscFunctionReturn(0); 231a7e14dcfSSatish Balay } 232a7e14dcfSSatish Balay 233a7e14dcfSSatish Balay #undef __FUNCT__ 234a7e14dcfSSatish Balay #define __FUNCT__ "morepoints" 235f06e3bfaSBarry Smith PetscErrorCode morepoints(TAO_POUNDERS *mfqP) 236f06e3bfaSBarry Smith { 237a7e14dcfSSatish Balay /* Assumes mfqP->model_indices[0] is minimum index 238a7e14dcfSSatish Balay Finishes adding points to mfqP->model_indices (up to npmax) 239a7e14dcfSSatish Balay Computes L,Z,M,N 240a7e14dcfSSatish Balay np is actual number of points in model (should equal npmax?) */ 241a7e14dcfSSatish Balay PetscInt point,i,j,offset; 242a7e14dcfSSatish Balay PetscInt reject; 243f06e3bfaSBarry Smith PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; 2445e081366SBarry Smith const PetscReal *x; 2455e081366SBarry Smith PetscReal normd; 246a7e14dcfSSatish Balay PetscErrorCode ierr; 247a7e14dcfSSatish Balay 248f06e3bfaSBarry Smith PetscFunctionBegin; 249a7e14dcfSSatish Balay /* Initialize M,N */ 250a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 2515e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 252a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*i] = 1.0; 253a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 254a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 255a7e14dcfSSatish Balay } 2565e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 257a7e14dcfSSatish Balay ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]);CHKERRQ(ierr); 258a7e14dcfSSatish Balay } 259a7e14dcfSSatish Balay 260a7e14dcfSSatish Balay /* Now we add points until we have npmax starting with the most recent ones */ 261a7e14dcfSSatish Balay point = mfqP->nHist-1; 262a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 263a7e14dcfSSatish Balay while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { 264a7e14dcfSSatish Balay /* Reject any points already in the model */ 265a7e14dcfSSatish Balay reject = 0; 266a7e14dcfSSatish Balay for (j=0;j<mfqP->n+1;j++) { 267a7e14dcfSSatish Balay if (point == mfqP->model_indices[j]) { 268a7e14dcfSSatish Balay reject = 1; 269a7e14dcfSSatish Balay break; 270a7e14dcfSSatish Balay } 271a7e14dcfSSatish Balay } 272a7e14dcfSSatish Balay 273a7e14dcfSSatish Balay /* Reject if norm(d) >c2 */ 274a7e14dcfSSatish Balay if (!reject) { 275a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec);CHKERRQ(ierr); 276a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 277a7e14dcfSSatish Balay ierr = VecNorm(mfqP->workxvec,NORM_2,&normd);CHKERRQ(ierr); 278a7e14dcfSSatish Balay normd /= mfqP->delta; 279a7e14dcfSSatish Balay if (normd > mfqP->c2) { 280a7e14dcfSSatish Balay reject =1; 281a7e14dcfSSatish Balay } 282a7e14dcfSSatish Balay } 283f06e3bfaSBarry Smith if (reject){ 284a7e14dcfSSatish Balay point--; 285a7e14dcfSSatish Balay continue; 286a7e14dcfSSatish Balay } 287a7e14dcfSSatish Balay 2885e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 289a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; 290a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 291a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 292a7e14dcfSSatish Balay } 2935e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 294a7e14dcfSSatish Balay ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]);CHKERRQ(ierr); 295a7e14dcfSSatish Balay 296a7e14dcfSSatish Balay /* Update QR factorization */ 297a7e14dcfSSatish Balay /* Copy M' to Q_tmp */ 298a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 299a7e14dcfSSatish Balay for (j=0;j<mfqP->npmax;j++) { 300a7e14dcfSSatish Balay mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; 301a7e14dcfSSatish Balay } 302a7e14dcfSSatish Balay } 303a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints+1; 304a7e14dcfSSatish Balay /* Q_tmp,R = qr(M') */ 305a7e14dcfSSatish Balay blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); 3060cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info)); 307f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %d\n",info); 308a7e14dcfSSatish Balay 309a7e14dcfSSatish Balay /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ 310a7e14dcfSSatish Balay /* L = N*Qtmp */ 311a7e14dcfSSatish Balay blasint2 = mfqP->n * (mfqP->n+1) / 2; 312a7e14dcfSSatish Balay /* Copy N to L_tmp */ 313a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) { 314a7e14dcfSSatish Balay mfqP->L_tmp[i]= mfqP->N[i]; 315a7e14dcfSSatish Balay } 316a7e14dcfSSatish Balay /* Copy L_save to L_tmp */ 317a7e14dcfSSatish Balay 318a7e14dcfSSatish Balay /* L_tmp = N*Qtmp' */ 3190cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info)); 320f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 321a7e14dcfSSatish Balay 322a7e14dcfSSatish Balay /* Copy L_tmp to L_save */ 323a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 324a7e14dcfSSatish Balay mfqP->L_save[i] = mfqP->L_tmp[i]; 325a7e14dcfSSatish Balay } 326a7e14dcfSSatish Balay 327a7e14dcfSSatish Balay /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ 328a7e14dcfSSatish Balay blasint = mfqP->nmodelpoints - mfqP->n; 3290cbffdbaSBarry Smith 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)); 330f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %d\n",info); 331a7e14dcfSSatish Balay 332a7e14dcfSSatish Balay if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { 333a7e14dcfSSatish Balay /* accept point */ 334a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = point; 335a7e14dcfSSatish Balay /* Copy Q_tmp to Q */ 336a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax* mfqP->npmax;i++) { 337a7e14dcfSSatish Balay mfqP->Q[i] = mfqP->Q_tmp[i]; 338a7e14dcfSSatish Balay } 339a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++){ 340a7e14dcfSSatish Balay mfqP->tau[i] = mfqP->tau_tmp[i]; 341a7e14dcfSSatish Balay } 342a7e14dcfSSatish Balay mfqP->nmodelpoints++; 3431f4a0ff5SJason Sarich blasnp = mfqP->nmodelpoints; 344a7e14dcfSSatish Balay 345a7e14dcfSSatish Balay /* Copy L_save to L */ 346a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 347a7e14dcfSSatish Balay mfqP->L[i] = mfqP->L_save[i]; 348a7e14dcfSSatish Balay } 349a7e14dcfSSatish Balay } 350a7e14dcfSSatish Balay point--; 351a7e14dcfSSatish Balay } 352a7e14dcfSSatish Balay 353a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints; 354a7e14dcfSSatish Balay /* Copy Q(:,n+2:np) to Z */ 355a7e14dcfSSatish Balay /* First set Q_tmp to I */ 356a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax*mfqP->npmax;i++) { 357a7e14dcfSSatish Balay mfqP->Q_tmp[i] = 0.0; 358a7e14dcfSSatish Balay } 359a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++) { 360a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; 361a7e14dcfSSatish Balay } 362a7e14dcfSSatish Balay 363a7e14dcfSSatish Balay /* Q_tmp = I * Q */ 3640cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info)); 365f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 366a7e14dcfSSatish Balay 367a7e14dcfSSatish Balay /* Copy Q_tmp(:,n+2:np) to Z) */ 368a7e14dcfSSatish Balay offset = mfqP->npmax * (mfqP->n+1); 369a7e14dcfSSatish Balay for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) { 370a7e14dcfSSatish Balay mfqP->Z[i-offset] = mfqP->Q_tmp[i]; 371a7e14dcfSSatish Balay } 372a7e14dcfSSatish Balay 373a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n + 1) { 374a7e14dcfSSatish Balay /* Set L to I_{n+1} */ 375a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 376a7e14dcfSSatish Balay mfqP->L[i] = 0.0; 377a7e14dcfSSatish Balay } 378a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 379a7e14dcfSSatish Balay mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; 380a7e14dcfSSatish Balay } 381a7e14dcfSSatish Balay } 382a7e14dcfSSatish Balay PetscFunctionReturn(0); 383a7e14dcfSSatish Balay } 384a7e14dcfSSatish Balay 385a7e14dcfSSatish Balay #undef __FUNCT__ 386a7e14dcfSSatish Balay #define __FUNCT__ "addpoint" 387a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ 388441846f8SBarry Smith PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) 389a7e14dcfSSatish Balay { 390a7e14dcfSSatish Balay PetscErrorCode ierr; 391f06e3bfaSBarry Smith 392a7e14dcfSSatish Balay PetscFunctionBegin; 393a7e14dcfSSatish Balay /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ 394a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 395a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES);CHKERRQ(ierr); 396a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 397a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 398a7e14dcfSSatish Balay ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 399a7e14dcfSSatish Balay 400a7e14dcfSSatish Balay /* Project into feasible region */ 401a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 402f06e3bfaSBarry Smith ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 403a7e14dcfSSatish Balay } 404a7e14dcfSSatish Balay 405a7e14dcfSSatish Balay /* Compute value of new vector */ 406a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 407a7e14dcfSSatish Balay CHKMEMQ; 408a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 409a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 410f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 411a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 412a7e14dcfSSatish Balay 413a7e14dcfSSatish Balay /* Add new vector to model */ 414a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; 415a7e14dcfSSatish Balay mfqP->nmodelpoints++; 416a7e14dcfSSatish Balay mfqP->nHist++; 417a7e14dcfSSatish Balay PetscFunctionReturn(0); 418a7e14dcfSSatish Balay } 419a7e14dcfSSatish Balay 420a7e14dcfSSatish Balay #undef __FUNCT__ 421a7e14dcfSSatish Balay #define __FUNCT__ "modelimprove" 422441846f8SBarry Smith PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) 423f06e3bfaSBarry Smith { 424a7e14dcfSSatish Balay /* modeld = Q(:,np+1:n)' */ 425a7e14dcfSSatish Balay PetscErrorCode ierr; 426a7e14dcfSSatish Balay PetscInt i,j,minindex=0; 427e270355aSBarry Smith PetscReal dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY; 428a7e14dcfSSatish Balay PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; 429a7e14dcfSSatish Balay PetscBLASInt blas1=1,blasnmax = mfqP->nmax; 430f06e3bfaSBarry Smith 431a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 432a7e14dcfSSatish Balay /* Qtmp = I(n x n) */ 433a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 434a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 435a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; 436a7e14dcfSSatish Balay } 437a7e14dcfSSatish Balay } 438a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 439a7e14dcfSSatish Balay mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; 440a7e14dcfSSatish Balay } 441a7e14dcfSSatish Balay 442a7e14dcfSSatish Balay /* Qtmp = Q * I */ 4430cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info)); 444a7e14dcfSSatish Balay 445a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i<mfqP->n;i++) { 446a7e14dcfSSatish Balay dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1); 447a7e14dcfSSatish Balay if (dp>0.0) { /* Model says use the other direction! */ 448a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 449a7e14dcfSSatish Balay mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; 450a7e14dcfSSatish Balay } 451a7e14dcfSSatish Balay } 452a7e14dcfSSatish Balay /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ 453a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 454a7e14dcfSSatish Balay mfqP->work2[j] = mfqP->Gres[j]; 455a7e14dcfSSatish Balay } 4560cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1)); 457f06e3bfaSBarry Smith mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1); 458a7e14dcfSSatish Balay if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { 459a7e14dcfSSatish Balay minindex=i; 460a7e14dcfSSatish Balay minvalue = mfqP->work[i]; 461a7e14dcfSSatish Balay } 462a7e14dcfSSatish Balay if (addallpoints != 0) { 463a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,i);CHKERRQ(ierr); 464a7e14dcfSSatish Balay } 465a7e14dcfSSatish Balay } 466a7e14dcfSSatish Balay if (!addallpoints) { 467a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,minindex);CHKERRQ(ierr); 468a7e14dcfSSatish Balay } 469a7e14dcfSSatish Balay PetscFunctionReturn(0); 470a7e14dcfSSatish Balay } 471a7e14dcfSSatish Balay 472a7e14dcfSSatish Balay 473a7e14dcfSSatish Balay #undef __FUNCT__ 474a7e14dcfSSatish Balay #define __FUNCT__ "affpoints" 475f06e3bfaSBarry Smith PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c) 476f06e3bfaSBarry Smith { 477a7e14dcfSSatish Balay PetscInt i,j; 478a7e14dcfSSatish Balay PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; 479a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; 480a7e14dcfSSatish Balay PetscReal proj,normd; 4815e081366SBarry Smith const PetscReal *x; 482a7e14dcfSSatish Balay PetscErrorCode ierr; 483a7e14dcfSSatish Balay 484f06e3bfaSBarry Smith PetscFunctionBegin; 485a7e14dcfSSatish Balay for (i=mfqP->nHist-1;i>=0;i--) { 4865e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 487a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 488a7e14dcfSSatish Balay mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; 489a7e14dcfSSatish Balay } 4905e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 4910cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione)); 492a7e14dcfSSatish Balay normd = BLASnrm2_(&blasn,mfqP->work,&ione); 493a7e14dcfSSatish Balay if (normd <= c*c) { 49429c6e7daSBarry Smith blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0); 495a7e14dcfSSatish Balay if (!mfqP->q_is_I) { 496a7e14dcfSSatish Balay /* project D onto null */ 497a7e14dcfSSatish Balay blask=(mfqP->nmodelpoints); 4980cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info)); 499f06e3bfaSBarry Smith if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %d\n",info); 500a7e14dcfSSatish Balay } 501a7e14dcfSSatish Balay proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione); 502a7e14dcfSSatish Balay 503a7e14dcfSSatish Balay if (proj >= mfqP->theta1) { /* add this index to model */ 504a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints]=i; 505a7e14dcfSSatish Balay mfqP->nmodelpoints++; 5060cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione)); 507a7e14dcfSSatish Balay blask=mfqP->npmax*(mfqP->nmodelpoints); 5080cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione)); 509a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 510a7e14dcfSSatish Balay blasmaxmn = PetscMax(mfqP->m,mfqP->n); 5110cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info)); 512f06e3bfaSBarry Smith if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %d\n",info); 513a7e14dcfSSatish Balay mfqP->q_is_I = 0; 514a7e14dcfSSatish Balay } 515a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 516a7e14dcfSSatish Balay break; 517a7e14dcfSSatish Balay } 518a7e14dcfSSatish Balay } 519a7e14dcfSSatish Balay } 520babe810cSJason Sarich 521a7e14dcfSSatish Balay PetscFunctionReturn(0); 522a7e14dcfSSatish Balay } 523f06e3bfaSBarry Smith 524a7e14dcfSSatish Balay #undef __FUNCT__ 525a7e14dcfSSatish Balay #define __FUNCT__ "TaoSolve_POUNDERS" 526441846f8SBarry Smith static PetscErrorCode TaoSolve_POUNDERS(Tao tao) 527a7e14dcfSSatish Balay { 528a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 529a7e14dcfSSatish Balay PetscInt i,ii,j,k,l,iter=0; 530a7e14dcfSSatish Balay PetscReal step=1.0; 531e4cb33bbSBarry Smith TaoConvergedReason reason = TAO_CONTINUE_ITERATING; 532a7e14dcfSSatish Balay PetscInt low,high; 533a7e14dcfSSatish Balay PetscReal minnorm; 5345e081366SBarry Smith PetscReal *x,*f; 5355e081366SBarry Smith const PetscReal *xmint,*fmin; 536a7e14dcfSSatish Balay PetscReal cres,deltaold; 537a7e14dcfSSatish Balay PetscReal gnorm; 538a7e14dcfSSatish Balay PetscBLASInt info,ione=1,iblas; 539ff2b74efSJason Sarich PetscBool valid,same; 540a7e14dcfSSatish Balay PetscReal mdec, rho, normxsp; 541a7e14dcfSSatish Balay PetscReal one=1.0,zero=0.0,ratio; 542a7e14dcfSSatish Balay PetscBLASInt blasm,blasn,blasnpmax,blasn2; 543a7e14dcfSSatish Balay PetscErrorCode ierr; 544a7bbbda8SBarry Smith static PetscBool set = PETSC_FALSE; 545a7e14dcfSSatish Balay 546a7e14dcfSSatish Balay /* n = # of parameters 547a7e14dcfSSatish Balay m = dimension (components) of function */ 548a7e14dcfSSatish Balay PetscFunctionBegin; 549a7bbbda8SBarry Smith ierr = PetscCitationsRegister("@article{UNEDF0,\n" 550a7bbbda8SBarry Smith "title = {Nuclear energy density optimization},\n" 551a7bbbda8SBarry Smith "author = {Kortelainen, M. and Lesinski, T. and Mor\'e, J. and Nazarewicz, W.\n" 552a7bbbda8SBarry Smith " and Sarich, J. and Schunck, N. and Stoitsov, M. V. and Wild, S. },\n" 553a7bbbda8SBarry Smith "journal = {Phys. Rev. C},\n" 554a7bbbda8SBarry Smith "volume = {82},\n" 555a7bbbda8SBarry Smith "number = {2},\n" 556a7bbbda8SBarry Smith "pages = {024313},\n" 557a7bbbda8SBarry Smith "numpages = {18},\n" 558a7bbbda8SBarry Smith "year = {2010},\n" 559a7bbbda8SBarry Smith "month = {Aug},\n" 560a7bbbda8SBarry Smith "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set); 561a7e14dcfSSatish Balay if (tao->XL && tao->XU) { 562a7e14dcfSSatish Balay /* Check x0 <= XU */ 563a7e14dcfSSatish Balay PetscReal val; 564a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 565a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 5666c23d075SBarry Smith ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 567f06e3bfaSBarry Smith if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound"); 568a7e14dcfSSatish Balay 569a7e14dcfSSatish Balay /* Check x0 >= xl */ 570a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->Xhist[0]);CHKERRQ(ierr); 571a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution);CHKERRQ(ierr); 5726c23d075SBarry Smith ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 573f06e3bfaSBarry Smith if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound"); 574f06e3bfaSBarry Smith 575a7e14dcfSSatish Balay /* Check x0 + delta < XU -- should be able to get around this eventually */ 576a7e14dcfSSatish Balay 577a7e14dcfSSatish Balay ierr = VecSet(mfqP->Xhist[0],mfqP->delta);CHKERRQ(ierr); 578a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution);CHKERRQ(ierr); 579a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 5806c23d075SBarry Smith ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 581f06e3bfaSBarry Smith if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound"); 582a7e14dcfSSatish Balay } 583a7e14dcfSSatish Balay 584a7e14dcfSSatish Balay CHKMEMQ; 585a7e14dcfSSatish Balay blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; 586a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0; 587a7e14dcfSSatish Balay 588a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 589a7e14dcfSSatish Balay CHKMEMQ; 590a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,tao->solution,mfqP->Fhist[0]);CHKERRQ(ierr); 591a7e14dcfSSatish Balay 592a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[0],NORM_2,&mfqP->Fres[0]);CHKERRQ(ierr); 593f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[0])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 594a7e14dcfSSatish Balay mfqP->Fres[0]*=mfqP->Fres[0]; 595a7e14dcfSSatish Balay mfqP->minindex = 0; 596a7e14dcfSSatish Balay minnorm = mfqP->Fres[0]; 597ff2b74efSJason Sarich 598a7e14dcfSSatish Balay ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high);CHKERRQ(ierr); 599a7e14dcfSSatish Balay for (i=1;i<mfqP->n+1;i++) { 600a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[i]);CHKERRQ(ierr); 601a7e14dcfSSatish Balay if (i-1 >= low && i-1 < high) { 602a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 603a7e14dcfSSatish Balay x[i-1-low] += mfqP->delta; 604a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 605a7e14dcfSSatish Balay } 606a7e14dcfSSatish Balay CHKMEMQ; 607a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[i],mfqP->Fhist[i]);CHKERRQ(ierr); 608a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[i],NORM_2,&mfqP->Fres[i]);CHKERRQ(ierr); 609f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[i])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 610a7e14dcfSSatish Balay mfqP->Fres[i]*=mfqP->Fres[i]; 611a7e14dcfSSatish Balay if (mfqP->Fres[i] < minnorm) { 612a7e14dcfSSatish Balay mfqP->minindex = i; 613a7e14dcfSSatish Balay minnorm = mfqP->Fres[i]; 614a7e14dcfSSatish Balay } 615a7e14dcfSSatish Balay } 616a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 617a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 618a7e14dcfSSatish Balay /* Gather mpi vecs to one big local vec */ 619a7e14dcfSSatish Balay 620a7e14dcfSSatish Balay /* Begin serial code */ 621a7e14dcfSSatish Balay 622a7e14dcfSSatish Balay /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 623a7e14dcfSSatish Balay /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 624a7e14dcfSSatish Balay /* (Column oriented for blas calls) */ 625a7e14dcfSSatish Balay ii=0; 626a7e14dcfSSatish Balay 627f40bd260SBarry Smith if (mfqP->size == 1) { 6285e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 629a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 6305e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 6315e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 632a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 633a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 634a7e14dcfSSatish Balay 635a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 636a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 637a7e14dcfSSatish Balay mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 638a7e14dcfSSatish Balay } 639a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 640a7e14dcfSSatish Balay 641a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 642a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 643a7e14dcfSSatish Balay mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 644a7e14dcfSSatish Balay } 645a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 646a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 647a7e14dcfSSatish Balay 648a7e14dcfSSatish Balay } 649a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 650a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 651a7e14dcfSSatish Balay } 6525e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 653a7e14dcfSSatish Balay } else { 654a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 655a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 6565e081366SBarry Smith ierr = VecGetArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 657a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 6585e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 659a7e14dcfSSatish Balay 660a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 661a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 6625e081366SBarry Smith ierr = VecGetArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 663a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 664a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 665a7e14dcfSSatish Balay 666a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 667f06e3bfaSBarry Smith ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 668f06e3bfaSBarry Smith ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 669a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localx,&x);CHKERRQ(ierr); 670a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 671a7e14dcfSSatish Balay mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 672a7e14dcfSSatish Balay } 673a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localx,&x);CHKERRQ(ierr); 674a7e14dcfSSatish Balay 675f06e3bfaSBarry Smith ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 676f06e3bfaSBarry Smith ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 677a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localf,&f);CHKERRQ(ierr); 678a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 679a7e14dcfSSatish Balay mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j]; 680a7e14dcfSSatish Balay } 681a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localf,&f);CHKERRQ(ierr); 682a7e14dcfSSatish Balay } 683a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 684a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 685a7e14dcfSSatish Balay } 6865e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 687a7e14dcfSSatish Balay } 688a7e14dcfSSatish Balay 689a7e14dcfSSatish Balay /* Determine the initial quadratic models */ 690a7e14dcfSSatish Balay /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ 691a7e14dcfSSatish Balay /* D (nxn) Fdiff (nxm) => G (nxm) */ 692a7e14dcfSSatish Balay blasn2 = blasn; 6930cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasn2,&info)); 694f06e3bfaSBarry Smith ierr = PetscInfo1(tao,"gesv returned %d\n",info);CHKERRQ(ierr); 695a7e14dcfSSatish Balay 696a7e14dcfSSatish Balay cres = minnorm; 697a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' G (nxm) Fk (m) */ 6980cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); 699a7e14dcfSSatish Balay 700a7e14dcfSSatish Balay /* Hres = G*G' */ 7010cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn)); 702a7e14dcfSSatish Balay 703a7e14dcfSSatish Balay valid = PETSC_TRUE; 704a7e14dcfSSatish Balay 705a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 706a7e14dcfSSatish Balay ierr = VecAssemblyBegin(tao->gradient); 707a7e14dcfSSatish Balay ierr = VecAssemblyEnd(tao->gradient); 708a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 709a7e14dcfSSatish Balay gnorm *= mfqP->delta; 710a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 711a7e14dcfSSatish Balay ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 712a7e14dcfSSatish Balay mfqP->nHist = mfqP->n+1; 713a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 714a7e14dcfSSatish Balay 715a7e14dcfSSatish Balay while (reason == TAO_CONTINUE_ITERATING) { 716a7e14dcfSSatish Balay PetscReal gnm = 1e-4; 717a7e14dcfSSatish Balay iter++; 718a7e14dcfSSatish Balay /* Solve the subproblem min{Q(s): ||s|| <= delta} */ 719a7e14dcfSSatish Balay ierr = gqtwrap(tao,&gnm,&mdec);CHKERRQ(ierr); 720a7e14dcfSSatish Balay /* Evaluate the function at the new point */ 721a7e14dcfSSatish Balay 722a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 723a7e14dcfSSatish Balay mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; 724a7e14dcfSSatish Balay } 725a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 726a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 727a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES);CHKERRQ(ierr); 728a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 729a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 730a7e14dcfSSatish Balay 731a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 732a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 733f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 734a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 735a7e14dcfSSatish Balay rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; 736a7e14dcfSSatish Balay mfqP->nHist++; 737a7e14dcfSSatish Balay 738a7e14dcfSSatish Balay /* Update the center */ 739a7e14dcfSSatish Balay if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { 740a7e14dcfSSatish Balay /* Update model to reflect new base point */ 741a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 742a7e14dcfSSatish Balay mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; 743a7e14dcfSSatish Balay } 744a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 745a7e14dcfSSatish Balay /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; 746a7e14dcfSSatish Balay G(:,j) = G(:,j) + H(:,:,j)*work' */ 747a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 748a7e14dcfSSatish Balay mfqP->work2[k]=0.0; 749a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 750a7e14dcfSSatish Balay mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; 751a7e14dcfSSatish Balay } 752a7e14dcfSSatish Balay } 753a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 754a7e14dcfSSatish Balay mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); 755a7e14dcfSSatish Balay mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; 756a7e14dcfSSatish Balay } 757a7e14dcfSSatish Balay } 758a7e14dcfSSatish Balay /* Cres += work*Gres + .5*work*Hres*work'; 759a7e14dcfSSatish Balay Gres += Hres*work'; */ 760a7e14dcfSSatish Balay 7610cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione)); 762babe810cSJason Sarich for (i=0;i<mfqP->n;i++) { 763a7e14dcfSSatish Balay cres += mfqP->work[i]*(mfqP->Gres[i] + 0.5*mfqP->work2[i]); 764a7e14dcfSSatish Balay mfqP->Gres[i] += mfqP->work2[i]; 765a7e14dcfSSatish Balay } 766a7e14dcfSSatish Balay mfqP->minindex = mfqP->nHist-1; 767a7e14dcfSSatish Balay minnorm = mfqP->Fres[mfqP->minindex]; 768ff2b74efSJason Sarich ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 769a7e14dcfSSatish Balay /* Change current center */ 7705e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 771a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 772a7e14dcfSSatish Balay mfqP->xmin[i] = xmint[i]; 773a7e14dcfSSatish Balay } 7745e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 775a7e14dcfSSatish Balay } 776a7e14dcfSSatish Balay 777a7e14dcfSSatish Balay /* Evaluate at a model-improving point if necessary */ 778a7e14dcfSSatish Balay if (valid == PETSC_FALSE) { 779a7e14dcfSSatish Balay mfqP->q_is_I = 1; 7808a35fac9SJason Sarich mfqP->nmodelpoints = 0; 781a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 782a7e14dcfSSatish Balay if (mfqP->nmodelpoints < mfqP->n) { 783955c1f14SBarry Smith ierr = PetscInfo(tao,"Model not valid -- model-improving\n");CHKERRQ(ierr); 784a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,1);CHKERRQ(ierr); 785a7e14dcfSSatish Balay } 786a7e14dcfSSatish Balay } 787a7e14dcfSSatish Balay 788a7e14dcfSSatish Balay /* Update the trust region radius */ 789a7e14dcfSSatish Balay deltaold = mfqP->delta; 790a7e14dcfSSatish Balay normxsp = 0; 791a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 792a7e14dcfSSatish Balay normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; 793a7e14dcfSSatish Balay } 794a7e14dcfSSatish Balay normxsp = PetscSqrtReal(normxsp); 795a7e14dcfSSatish Balay if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { 796a7e14dcfSSatish Balay mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); 797a7e14dcfSSatish Balay } else if (valid == PETSC_TRUE) { 798a7e14dcfSSatish Balay mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); 799a7e14dcfSSatish Balay } 800a7e14dcfSSatish Balay 801a7e14dcfSSatish Balay /* Compute the next interpolation set */ 802a7e14dcfSSatish Balay mfqP->q_is_I = 1; 803a7e14dcfSSatish Balay mfqP->nmodelpoints=0; 804a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 805a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 806a7e14dcfSSatish Balay valid = PETSC_TRUE; 807a7e14dcfSSatish Balay } else { 808a7e14dcfSSatish Balay valid = PETSC_FALSE; 809a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2);CHKERRQ(ierr); 810a7e14dcfSSatish Balay if (mfqP->n > mfqP->nmodelpoints) { 811955c1f14SBarry Smith ierr = PetscInfo(tao,"Model not valid -- adding geometry points\n");CHKERRQ(ierr); 812a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints);CHKERRQ(ierr); 813a7e14dcfSSatish Balay } 814a7e14dcfSSatish Balay } 815a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i>0;i--) { 816a7e14dcfSSatish Balay mfqP->model_indices[i] = mfqP->model_indices[i-1]; 817a7e14dcfSSatish Balay } 818a7e14dcfSSatish Balay mfqP->nmodelpoints++; 819a7e14dcfSSatish Balay mfqP->model_indices[0] = mfqP->minindex; 820a7e14dcfSSatish Balay ierr = morepoints(mfqP);CHKERRQ(ierr); 821a7e14dcfSSatish Balay for (i=0;i<mfqP->nmodelpoints;i++) { 822a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 823a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 824a7e14dcfSSatish Balay mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; 825a7e14dcfSSatish Balay } 826a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 827a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 828a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 829a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 830a7e14dcfSSatish Balay mfqP->work[k]=0.0; 831a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 832a7e14dcfSSatish Balay mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; 833a7e14dcfSSatish Balay } 834a7e14dcfSSatish Balay } 835a7e14dcfSSatish Balay 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]; 836a7e14dcfSSatish Balay } 837a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 838a7e14dcfSSatish Balay } 839a7e14dcfSSatish Balay 840a7e14dcfSSatish Balay /* Update the quadratic model */ 841a7e14dcfSSatish Balay ierr = getquadpounders(mfqP);CHKERRQ(ierr); 8425e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 8430cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione)); 844a7e14dcfSSatish Balay /* G = G*(delta/deltaold) + Gdel */ 845a7e14dcfSSatish Balay ratio = mfqP->delta/deltaold; 846a7e14dcfSSatish Balay iblas = blasm*blasn; 8470cbffdbaSBarry Smith PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione)); 8480cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione)); 849a7e14dcfSSatish Balay /* H = H*(delta/deltaold) + Hdel */ 850a7e14dcfSSatish Balay iblas = blasm*blasn*blasn; 851a7e14dcfSSatish Balay ratio *= ratio; 8520cbffdbaSBarry Smith PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione)); 8530cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione)); 854a7e14dcfSSatish Balay 855a7e14dcfSSatish Balay /* Get residuals */ 856a7e14dcfSSatish Balay cres = mfqP->Fres[mfqP->minindex]; 857a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' */ 8580cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); 859a7e14dcfSSatish Balay /* Hres = sum i=1..m {F(xkin,i)*H(:,:,i)} + G*G' */ 8600cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn)); 861a7e14dcfSSatish Balay 862a7e14dcfSSatish Balay iblas = mfqP->n*mfqP->n; 863a7e14dcfSSatish Balay 864a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 8650cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&fmin[j],&mfqP->H[j],&blasm,mfqP->Hres,&ione)); 866a7e14dcfSSatish Balay } 867a7e14dcfSSatish Balay 868a7e14dcfSSatish Balay /* Export solution and gradient residual to TAO */ 869a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 870a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 871a7e14dcfSSatish Balay ierr = VecAssemblyBegin(tao->gradient); 872a7e14dcfSSatish Balay ierr = VecAssemblyEnd(tao->gradient); 873a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 874a7e14dcfSSatish Balay gnorm *= mfqP->delta; 875a7e14dcfSSatish Balay /* final criticality test */ 876a7e14dcfSSatish Balay ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 877ff2b74efSJason Sarich /* test for repeated model */ 878c9376581SJason Sarich if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) { 879c9376581SJason Sarich same = PETSC_TRUE; 880c9376581SJason Sarich } else { 881c9376581SJason Sarich same = PETSC_FALSE; 882c9376581SJason Sarich } 883ff2b74efSJason Sarich for (i=0;i<mfqP->nmodelpoints;i++) { 884c9376581SJason Sarich if (same) { 885c9376581SJason Sarich if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) { 886c9376581SJason Sarich same = PETSC_TRUE; 887c9376581SJason Sarich } else { 888c9376581SJason Sarich same = PETSC_FALSE; 889c9376581SJason Sarich } 890c9376581SJason Sarich } 891ff2b74efSJason Sarich mfqP->last_model_indices[i] = mfqP->model_indices[i]; 892ff2b74efSJason Sarich } 893ff2b74efSJason Sarich mfqP->last_nmodelpoints = mfqP->nmodelpoints; 894ff2b74efSJason Sarich if (same && mfqP->delta == deltaold) { 895955c1f14SBarry Smith ierr = PetscInfo(tao,"Identical model used in successive iterations\n");CHKERRQ(ierr); 896ff2b74efSJason Sarich reason = TAO_CONVERGED_STEPTOL; 8975d72676cSJason Sarich tao->reason = TAO_CONVERGED_STEPTOL; 898ff2b74efSJason Sarich } 899a7e14dcfSSatish Balay } 900a7e14dcfSSatish Balay PetscFunctionReturn(0); 901a7e14dcfSSatish Balay } 902a7e14dcfSSatish Balay 903a7e14dcfSSatish Balay #undef __FUNCT__ 904a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetUp_POUNDERS" 905441846f8SBarry Smith static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) 906a7e14dcfSSatish Balay { 907a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 908a7e14dcfSSatish Balay PetscInt i; 909a7e14dcfSSatish Balay IS isfloc,isfglob,isxloc,isxglob; 910a7e14dcfSSatish Balay PetscErrorCode ierr; 911a7e14dcfSSatish Balay 912a7e14dcfSSatish Balay PetscFunctionBegin; 913a7e14dcfSSatish Balay if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); } 914a7e14dcfSSatish Balay if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); } 915a7e14dcfSSatish Balay ierr = VecGetSize(tao->solution,&mfqP->n);CHKERRQ(ierr); 916a7e14dcfSSatish Balay ierr = VecGetSize(tao->sep_objective,&mfqP->m);CHKERRQ(ierr); 917a7e14dcfSSatish Balay mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); 918a7e14dcfSSatish Balay if (mfqP->npmax == PETSC_DEFAULT) { 919a7e14dcfSSatish Balay mfqP->npmax = 2*mfqP->n + 1; 920a7e14dcfSSatish Balay } 921a7e14dcfSSatish Balay mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); 922a7e14dcfSSatish Balay mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); 923a7e14dcfSSatish Balay 924854ce69bSBarry Smith ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Xhist);CHKERRQ(ierr); 925854ce69bSBarry Smith ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fhist);CHKERRQ(ierr); 926a7e14dcfSSatish Balay for (i=0;i<mfqP->n +1;i++) { 927a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]);CHKERRQ(ierr); 928a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]);CHKERRQ(ierr); 929a7e14dcfSSatish Balay } 930a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->workxvec);CHKERRQ(ierr); 931a7e14dcfSSatish Balay mfqP->nHist = 0; 932a7e14dcfSSatish Balay 933854ce69bSBarry Smith ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fres);CHKERRQ(ierr); 9340e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES);CHKERRQ(ierr); 9350e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->work);CHKERRQ(ierr); 9360e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->work2);CHKERRQ(ierr); 9370e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->work3);CHKERRQ(ierr); 9380e660641SBarry Smith ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork);CHKERRQ(ierr); 939854ce69bSBarry Smith ierr = PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega);CHKERRQ(ierr); 940854ce69bSBarry Smith ierr = PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta);CHKERRQ(ierr); 941854ce69bSBarry Smith ierr = PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha);CHKERRQ(ierr); 942a7e14dcfSSatish Balay 9430e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H);CHKERRQ(ierr); 9440e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q);CHKERRQ(ierr); 9450e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp);CHKERRQ(ierr); 9460e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L);CHKERRQ(ierr); 9470e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp);CHKERRQ(ierr); 9480e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save);CHKERRQ(ierr); 9490e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N);CHKERRQ(ierr); 9500e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M);CHKERRQ(ierr); 9510e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z);CHKERRQ(ierr); 9520e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau);CHKERRQ(ierr); 9530e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp);CHKERRQ(ierr); 954a7e14dcfSSatish Balay mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); 9550e660641SBarry Smith ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork);CHKERRQ(ierr); 9560e660641SBarry Smith ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork);CHKERRQ(ierr); 9570e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->xmin);CHKERRQ(ierr); 9580e660641SBarry Smith ierr = PetscMalloc1(mfqP->m,&mfqP->C);CHKERRQ(ierr); 9590e660641SBarry Smith ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff);CHKERRQ(ierr); 9600e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp);CHKERRQ(ierr); 9610e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->Gres);CHKERRQ(ierr); 9620e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres);CHKERRQ(ierr); 9630e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints);CHKERRQ(ierr); 9640e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax,&mfqP->model_indices);CHKERRQ(ierr); 965ff2b74efSJason Sarich ierr = PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices);CHKERRQ(ierr); 9660e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->Xsubproblem);CHKERRQ(ierr); 9670e660641SBarry Smith ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel);CHKERRQ(ierr); 9680e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel);CHKERRQ(ierr); 9690e660641SBarry Smith ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices);CHKERRQ(ierr); 9700e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->iwork);CHKERRQ(ierr); 971a7e14dcfSSatish Balay for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) { 972a7e14dcfSSatish Balay mfqP->indices[i] = i; 973a7e14dcfSSatish Balay } 974f40bd260SBarry Smith ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size);CHKERRQ(ierr); 975f40bd260SBarry Smith if (mfqP->size > 1) { 976a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx);CHKERRQ(ierr); 977a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin);CHKERRQ(ierr); 978a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf);CHKERRQ(ierr); 979a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin);CHKERRQ(ierr); 980a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc);CHKERRQ(ierr); 981a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob);CHKERRQ(ierr); 982a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc);CHKERRQ(ierr); 983a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob);CHKERRQ(ierr); 984a7e14dcfSSatish Balay 985a7e14dcfSSatish Balay 986a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx);CHKERRQ(ierr); 987a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf);CHKERRQ(ierr); 988a7e14dcfSSatish Balay 989a7e14dcfSSatish Balay ierr = ISDestroy(&isxloc);CHKERRQ(ierr); 990a7e14dcfSSatish Balay ierr = ISDestroy(&isxglob);CHKERRQ(ierr); 991a7e14dcfSSatish Balay ierr = ISDestroy(&isfloc);CHKERRQ(ierr); 992a7e14dcfSSatish Balay ierr = ISDestroy(&isfglob);CHKERRQ(ierr); 993a7e14dcfSSatish Balay } 994a7e14dcfSSatish Balay 995a7e14dcfSSatish Balay if (!mfqP->usegqt) { 996a7e14dcfSSatish Balay KSP ksp; 997a7e14dcfSSatish Balay PC pc; 998a7e14dcfSSatish Balay ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx);CHKERRQ(ierr); 999a7e14dcfSSatish Balay ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl);CHKERRQ(ierr); 1000a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subb);CHKERRQ(ierr); 1001a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu);CHKERRQ(ierr); 1002a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel);CHKERRQ(ierr); 1003a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel);CHKERRQ(ierr); 1004a7e14dcfSSatish Balay ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao);CHKERRQ(ierr); 100558417fe7SBarry Smith ierr = TaoSetType(mfqP->subtao,TAOTRON);CHKERRQ(ierr); 1006a7e14dcfSSatish Balay ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_");CHKERRQ(ierr); 1007a7e14dcfSSatish Balay ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx);CHKERRQ(ierr); 1008a7e14dcfSSatish Balay ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP);CHKERRQ(ierr); 1009a7e14dcfSSatish Balay ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits);CHKERRQ(ierr); 1010ff2b74efSJason Sarich ierr = TaoSetFromOptions(mfqP->subtao);CHKERRQ(ierr); 1011a7e14dcfSSatish Balay ierr = TaoGetKSP(mfqP->subtao,&ksp);CHKERRQ(ierr); 1012a7e14dcfSSatish Balay if (ksp) { 1013a7e14dcfSSatish Balay ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr); 1014a7e14dcfSSatish Balay ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr); 1015a7e14dcfSSatish Balay } 1016a7e14dcfSSatish Balay ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu);CHKERRQ(ierr); 1017a7e14dcfSSatish Balay ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH);CHKERRQ(ierr); 1018a7e14dcfSSatish Balay ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP);CHKERRQ(ierr); 1019a7e14dcfSSatish Balay } 1020a7e14dcfSSatish Balay PetscFunctionReturn(0); 1021a7e14dcfSSatish Balay } 1022a7e14dcfSSatish Balay 1023a7e14dcfSSatish Balay #undef __FUNCT__ 1024a7e14dcfSSatish Balay #define __FUNCT__ "TaoDestroy_POUNDERS" 1025441846f8SBarry Smith static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) 1026a7e14dcfSSatish Balay { 1027a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1028a7e14dcfSSatish Balay PetscInt i; 1029a7e14dcfSSatish Balay PetscErrorCode ierr; 1030a7e14dcfSSatish Balay 1031a7e14dcfSSatish Balay PetscFunctionBegin; 1032a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1033a7e14dcfSSatish Balay ierr = TaoDestroy(&mfqP->subtao);CHKERRQ(ierr); 1034a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subx);CHKERRQ(ierr); 1035a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxl);CHKERRQ(ierr); 1036a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxu);CHKERRQ(ierr); 1037a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subb);CHKERRQ(ierr); 1038a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subpdel);CHKERRQ(ierr); 1039a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subndel);CHKERRQ(ierr); 1040a7e14dcfSSatish Balay ierr = MatDestroy(&mfqP->subH);CHKERRQ(ierr); 1041a7e14dcfSSatish Balay } 1042a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fres);CHKERRQ(ierr); 1043a7e14dcfSSatish Balay ierr = PetscFree(mfqP->RES);CHKERRQ(ierr); 1044a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work);CHKERRQ(ierr); 1045a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work2);CHKERRQ(ierr); 1046a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work3);CHKERRQ(ierr); 1047a7e14dcfSSatish Balay ierr = PetscFree(mfqP->mwork);CHKERRQ(ierr); 1048a7e14dcfSSatish Balay ierr = PetscFree(mfqP->omega);CHKERRQ(ierr); 1049a7e14dcfSSatish Balay ierr = PetscFree(mfqP->beta);CHKERRQ(ierr); 1050a7e14dcfSSatish Balay ierr = PetscFree(mfqP->alpha);CHKERRQ(ierr); 1051a7e14dcfSSatish Balay ierr = PetscFree(mfqP->H);CHKERRQ(ierr); 1052a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q);CHKERRQ(ierr); 1053a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q_tmp);CHKERRQ(ierr); 1054a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L);CHKERRQ(ierr); 1055a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_tmp);CHKERRQ(ierr); 1056a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_save);CHKERRQ(ierr); 1057a7e14dcfSSatish Balay ierr = PetscFree(mfqP->N);CHKERRQ(ierr); 1058a7e14dcfSSatish Balay ierr = PetscFree(mfqP->M);CHKERRQ(ierr); 1059a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Z);CHKERRQ(ierr); 1060a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau);CHKERRQ(ierr); 1061a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau_tmp);CHKERRQ(ierr); 1062a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxwork);CHKERRQ(ierr); 1063a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxiwork);CHKERRQ(ierr); 1064a7e14dcfSSatish Balay ierr = PetscFree(mfqP->xmin);CHKERRQ(ierr); 1065a7e14dcfSSatish Balay ierr = PetscFree(mfqP->C);CHKERRQ(ierr); 1066a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fdiff);CHKERRQ(ierr); 1067a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Disp);CHKERRQ(ierr); 1068a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gres);CHKERRQ(ierr); 1069a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hres);CHKERRQ(ierr); 1070a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gpoints);CHKERRQ(ierr); 1071a7e14dcfSSatish Balay ierr = PetscFree(mfqP->model_indices);CHKERRQ(ierr); 1072ff2b74efSJason Sarich ierr = PetscFree(mfqP->last_model_indices);CHKERRQ(ierr); 1073a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xsubproblem);CHKERRQ(ierr); 1074a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gdel);CHKERRQ(ierr); 1075a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hdel);CHKERRQ(ierr); 1076a7e14dcfSSatish Balay ierr = PetscFree(mfqP->indices);CHKERRQ(ierr); 1077a7e14dcfSSatish Balay ierr = PetscFree(mfqP->iwork);CHKERRQ(ierr); 1078a7e14dcfSSatish Balay 1079a7e14dcfSSatish Balay for (i=0;i<mfqP->nHist;i++) { 1080a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Xhist[i]);CHKERRQ(ierr); 1081a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Fhist[i]);CHKERRQ(ierr); 1082a7e14dcfSSatish Balay } 1083a7e14dcfSSatish Balay if (mfqP->workxvec) { 1084a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->workxvec);CHKERRQ(ierr); 1085a7e14dcfSSatish Balay } 1086a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xhist);CHKERRQ(ierr); 1087a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fhist);CHKERRQ(ierr); 1088a7e14dcfSSatish Balay 1089f40bd260SBarry Smith if (mfqP->size > 1) { 1090a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localx);CHKERRQ(ierr); 1091a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localxmin);CHKERRQ(ierr); 1092a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localf);CHKERRQ(ierr); 1093a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localfmin);CHKERRQ(ierr); 1094a7e14dcfSSatish Balay } 1095a7e14dcfSSatish Balay ierr = PetscFree(tao->data);CHKERRQ(ierr); 1096a7e14dcfSSatish Balay PetscFunctionReturn(0); 1097a7e14dcfSSatish Balay } 1098a7e14dcfSSatish Balay 1099a7e14dcfSSatish Balay #undef __FUNCT__ 1100a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetFromOptions_POUNDERS" 1101*1a1499c8SBarry Smith static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionsObjectType *PetscOptionsObject,Tao tao) 1102a7e14dcfSSatish Balay { 1103a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1104a7e14dcfSSatish Balay PetscErrorCode ierr; 1105a7e14dcfSSatish Balay 1106a7e14dcfSSatish Balay PetscFunctionBegin; 1107*1a1499c8SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"POUNDERS method for least-squares optimization");CHKERRQ(ierr); 110894ae4db5SBarry Smith ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL);CHKERRQ(ierr); 1109ff2b74efSJason Sarich mfqP->delta = mfqP->delta0; 1110a7e14dcfSSatish Balay mfqP->npmax = PETSC_DEFAULT; 111194ae4db5SBarry Smith ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL);CHKERRQ(ierr); 1112a7e14dcfSSatish Balay mfqP->usegqt = PETSC_FALSE; 111394ae4db5SBarry Smith ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL);CHKERRQ(ierr); 1114a7e14dcfSSatish Balay ierr = PetscOptionsTail();CHKERRQ(ierr); 1115a7e14dcfSSatish Balay PetscFunctionReturn(0); 1116a7e14dcfSSatish Balay } 1117a7e14dcfSSatish Balay 1118a7e14dcfSSatish Balay #undef __FUNCT__ 1119a7e14dcfSSatish Balay #define __FUNCT__ "TaoView_POUNDERS" 1120441846f8SBarry Smith static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) 1121a7e14dcfSSatish Balay { 1122a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 1123a7e14dcfSSatish Balay PetscBool isascii; 1124a7e14dcfSSatish Balay PetscErrorCode ierr; 1125a7e14dcfSSatish Balay 1126a7e14dcfSSatish Balay PetscFunctionBegin; 1127a7e14dcfSSatish Balay ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 1128a7e14dcfSSatish Balay if (isascii) { 1129a7e14dcfSSatish Balay ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); 1130ff2b74efSJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",mfqP->delta0);CHKERRQ(ierr); 1131ff2b74efSJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "final delta: %g\n",mfqP->delta);CHKERRQ(ierr); 1132ff2b74efSJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "model points: %d\n",mfqP->nmodelpoints);CHKERRQ(ierr); 1133a7e14dcfSSatish Balay if (mfqP->usegqt) { 1134ff2b74efSJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n");CHKERRQ(ierr); 1135a7e14dcfSSatish Balay } else { 1136ff2b74efSJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: %s\n",((PetscObject)mfqP->subtao)->type_name);CHKERRQ(ierr); 1137a7e14dcfSSatish Balay } 1138a7e14dcfSSatish Balay ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); 1139a7e14dcfSSatish Balay } 1140a7e14dcfSSatish Balay PetscFunctionReturn(0); 1141a7e14dcfSSatish Balay } 11421eb8069cSJason Sarich /*MC 11431eb8069cSJason Sarich TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares 11441eb8069cSJason Sarich 11451eb8069cSJason Sarich Options Database Keys: 11461eb8069cSJason Sarich + -tao_pounders_delta - initial step length 11471eb8069cSJason Sarich . -tao_pounders_npmax - maximum number of points in model 11481eb8069cSJason Sarich - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON 11491eb8069cSJason Sarich 11501eb8069cSJason Sarich Level: beginner 11511eb8069cSJason Sarich 11521eb8069cSJason Sarich M*/ 1153a7e14dcfSSatish Balay 1154a7e14dcfSSatish Balay #undef __FUNCT__ 1155a7e14dcfSSatish Balay #define __FUNCT__ "TaoCreate_POUNDERS" 1156728e0ed0SBarry Smith PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) 1157a7e14dcfSSatish Balay { 1158a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1159a7e14dcfSSatish Balay PetscErrorCode ierr; 1160a7e14dcfSSatish Balay 1161a7e14dcfSSatish Balay PetscFunctionBegin; 1162a7e14dcfSSatish Balay tao->ops->setup = TaoSetUp_POUNDERS; 1163a7e14dcfSSatish Balay tao->ops->solve = TaoSolve_POUNDERS; 1164a7e14dcfSSatish Balay tao->ops->view = TaoView_POUNDERS; 1165a7e14dcfSSatish Balay tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; 1166a7e14dcfSSatish Balay tao->ops->destroy = TaoDestroy_POUNDERS; 1167a7e14dcfSSatish Balay 11683c9e27cfSGeoffrey Irving ierr = PetscNewLog(tao,&mfqP);CHKERRQ(ierr); 1169a7e14dcfSSatish Balay tao->data = (void*)mfqP; 1170a7e14dcfSSatish Balay tao->max_it = 2000; 1171a7e14dcfSSatish Balay tao->max_funcs = 4000; 11726f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 11736f4723b1SBarry Smith tao->fatol = 1e-4; 11746f4723b1SBarry Smith tao->frtol = 1e-4; 11756f4723b1SBarry Smith mfqP->deltamin=1e-3; 11766f4723b1SBarry Smith #else 1177a7e14dcfSSatish Balay tao->fatol = 1e-8; 1178a7e14dcfSSatish Balay tao->frtol = 1e-8; 11796f4723b1SBarry Smith mfqP->deltamin=1e-6; 11806f4723b1SBarry Smith #endif 1181ff2b74efSJason Sarich mfqP->delta0 = 0.1; 1182a7e14dcfSSatish Balay mfqP->delta = 0.1; 1183a7e14dcfSSatish Balay mfqP->deltamax=1e3; 1184a7e14dcfSSatish Balay mfqP->c2 = 100.0; 1185a7e14dcfSSatish Balay mfqP->theta1=1e-5; 1186a7e14dcfSSatish Balay mfqP->theta2=1e-4; 1187a7e14dcfSSatish Balay mfqP->gamma0=0.5; 1188a7e14dcfSSatish Balay mfqP->gamma1=2.0; 1189a7e14dcfSSatish Balay mfqP->eta0 = 0.0; 1190a7e14dcfSSatish Balay mfqP->eta1 = 0.1; 1191a7e14dcfSSatish Balay mfqP->gqt_rtol = 0.001; 1192a7e14dcfSSatish Balay mfqP->gqt_maxits = 50; 1193a7e14dcfSSatish Balay mfqP->workxvec = 0; 1194a7e14dcfSSatish Balay PetscFunctionReturn(0); 1195a7e14dcfSSatish Balay } 1196728e0ed0SBarry Smith 1197a7e14dcfSSatish Balay 1198