xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision 1a1499c8e13c12f02cf4c59cfd6b0cfcce01ae9b)
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