xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision 1baa6e3354bfe224b33a0c158f482508792a8a6e)
1aaa7dc30SBarry Smith #include <../src/tao/leastsquares/impls/pounders/pounders.h>
2a7e14dcfSSatish Balay 
3ffad9901SBarry Smith static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx)
4a7e14dcfSSatish Balay {
5a7e14dcfSSatish Balay   PetscFunctionBegin;
6a7e14dcfSSatish Balay   PetscFunctionReturn(0);
7a7e14dcfSSatish Balay }
8ca88a2e0STodd Munson 
9441846f8SBarry Smith static PetscErrorCode  pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx)
10a7e14dcfSSatish Balay {
11a7e14dcfSSatish Balay   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)ctx;
12a7e14dcfSSatish Balay   PetscReal      d1,d2;
13f06e3bfaSBarry Smith 
14a7e14dcfSSatish Balay   PetscFunctionBegin;
15a7e14dcfSSatish Balay   /* g = A*x  (add b later)*/
169566063dSJacob Faibussowitsch   PetscCall(MatMult(mfqP->subH,x,g));
17a7e14dcfSSatish Balay 
18a7e14dcfSSatish Balay   /* f = 1/2 * x'*(Ax) + b'*x  */
199566063dSJacob Faibussowitsch   PetscCall(VecDot(x,g,&d1));
209566063dSJacob Faibussowitsch   PetscCall(VecDot(mfqP->subb,x,&d2));
21a7e14dcfSSatish Balay   *f = 0.5 *d1 + d2;
22a7e14dcfSSatish Balay 
23a7e14dcfSSatish Balay   /* now  g = g + b */
249566063dSJacob Faibussowitsch   PetscCall(VecAXPY(g, 1.0, mfqP->subb));
25a7e14dcfSSatish Balay   PetscFunctionReturn(0);
26a7e14dcfSSatish Balay }
27ca88a2e0STodd Munson 
28125ddc8aSJason Sarich static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum)
29125ddc8aSJason Sarich {
30125ddc8aSJason Sarich   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
31125ddc8aSJason Sarich   PetscInt       i,row,col;
32125ddc8aSJason Sarich   PetscReal      fr,fc;
33691b26d3SBarry Smith 
34125ddc8aSJason Sarich   PetscFunctionBegin;
359566063dSJacob Faibussowitsch   PetscCall(TaoComputeResidual(tao,x,F));
36737f463aSAlp Dener   if (tao->res_weights_v) {
379566063dSJacob Faibussowitsch     PetscCall(VecPointwiseMult(mfqP->workfvec,tao->res_weights_v,F));
389566063dSJacob Faibussowitsch     PetscCall(VecDot(mfqP->workfvec,mfqP->workfvec,fsum));
39737f463aSAlp Dener   } else if (tao->res_weights_w) {
40125ddc8aSJason Sarich     *fsum=0;
41737f463aSAlp Dener     for (i=0;i<tao->res_weights_n;i++) {
42737f463aSAlp Dener       row=tao->res_weights_rows[i];
43737f463aSAlp Dener       col=tao->res_weights_cols[i];
449566063dSJacob Faibussowitsch       PetscCall(VecGetValues(F,1,&row,&fr));
459566063dSJacob Faibussowitsch       PetscCall(VecGetValues(F,1,&col,&fc));
46737f463aSAlp Dener       *fsum += tao->res_weights_w[i]*fc*fr;
47125ddc8aSJason Sarich     }
48125ddc8aSJason Sarich   } else {
499566063dSJacob Faibussowitsch     PetscCall(VecDot(F,F,fsum));
50125ddc8aSJason Sarich   }
519566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao,"Least-squares residual norm: %20.19e\n",(double)*fsum));
523c859ba3SBarry Smith   PetscCheck(!PetscIsInfOrNanReal(*fsum),PETSC_COMM_SELF,PETSC_ERR_USER, "User provided compute function generated Inf or NaN");
53125ddc8aSJason Sarich   PetscFunctionReturn(0);
54125ddc8aSJason Sarich }
55f06e3bfaSBarry Smith 
56691b26d3SBarry Smith static PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin)
57a7e14dcfSSatish Balay {
586f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
596f4723b1SBarry Smith   PetscReal      atol=1.0e-5;
606f4723b1SBarry Smith #else
61a7e14dcfSSatish Balay   PetscReal      atol=1.0e-10;
626f4723b1SBarry Smith #endif
63a7e14dcfSSatish Balay   PetscInt       info,its;
64a7e14dcfSSatish Balay   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
65a7e14dcfSSatish Balay 
66a7e14dcfSSatish Balay   PetscFunctionBegin;
67a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
68a7e14dcfSSatish Balay     PetscReal maxval;
69a7e14dcfSSatish Balay     PetscInt  i,j;
70a7e14dcfSSatish Balay 
719566063dSJacob Faibussowitsch     PetscCall(VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES));
729566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(mfqP->subb));
739566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(mfqP->subb));
74a7e14dcfSSatish Balay 
759566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subx,0.0));
76a7e14dcfSSatish Balay 
779566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subndel,-1.0));
789566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subpdel,+1.0));
79a7e14dcfSSatish Balay 
80ce902467SBarry Smith     /* Complete the lower triangle of the Hessian matrix */
81a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
82ce902467SBarry Smith       for (j=i+1;j<mfqP->n;j++) {
83a7e14dcfSSatish Balay         mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i];
84a7e14dcfSSatish Balay       }
85a7e14dcfSSatish Balay     }
869566063dSJacob Faibussowitsch     PetscCall(MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES));
879566063dSJacob Faibussowitsch     PetscCall(MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY));
889566063dSJacob Faibussowitsch     PetscCall(MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY));
89a7e14dcfSSatish Balay 
909566063dSJacob Faibussowitsch     PetscCall(TaoResetStatistics(mfqP->subtao));
919566063dSJacob Faibussowitsch     /* PetscCall(TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT)); */
92a7e14dcfSSatish Balay     /* enforce bound constraints -- experimental */
93a7e14dcfSSatish Balay     if (tao->XU && tao->XL) {
949566063dSJacob Faibussowitsch       PetscCall(VecCopy(tao->XU,mfqP->subxu));
959566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->subxu,-1.0,tao->solution));
969566063dSJacob Faibussowitsch       PetscCall(VecScale(mfqP->subxu,1.0/mfqP->delta));
979566063dSJacob Faibussowitsch       PetscCall(VecCopy(tao->XL,mfqP->subxl));
989566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->subxl,-1.0,tao->solution));
999566063dSJacob Faibussowitsch       PetscCall(VecScale(mfqP->subxl,1.0/mfqP->delta));
100a7e14dcfSSatish Balay 
1019566063dSJacob Faibussowitsch       PetscCall(VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel));
1029566063dSJacob Faibussowitsch       PetscCall(VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel));
103a7e14dcfSSatish Balay     } else {
1049566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->subpdel,mfqP->subxu));
1059566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->subndel,mfqP->subxl));
106a7e14dcfSSatish Balay     }
107a7e14dcfSSatish Balay     /* Make sure xu > xl */
1089566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl,mfqP->subpdel));
1099566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu));
1109566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel,NULL,&maxval));
1113c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"upper bound < lower bound in subproblem");
112a7e14dcfSSatish Balay     /* Make sure xu > tao->solution > xl */
1139566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl,mfqP->subpdel));
1149566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subx));
1159566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel,NULL,&maxval));
1163c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"initial guess < lower bound in subproblem");
117a7e14dcfSSatish Balay 
1189566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subx,mfqP->subpdel));
1199566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu));
1209566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel,NULL,&maxval));
1213c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"initial guess > upper bound in subproblem");
122a7e14dcfSSatish Balay 
1239566063dSJacob Faibussowitsch     PetscCall(TaoSolve(mfqP->subtao));
1249566063dSJacob Faibussowitsch     PetscCall(TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL));
125a7e14dcfSSatish Balay 
126a7e14dcfSSatish Balay     /* test bounds post-solution*/
1279566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl,mfqP->subpdel));
1289566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subx));
1299566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel,NULL,&maxval));
130a7e14dcfSSatish Balay     if (maxval > 1e-5) {
1319566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao,"subproblem solution < lower bound\n"));
132a7e14dcfSSatish Balay       tao->reason = TAO_DIVERGED_TR_REDUCTION;
133a7e14dcfSSatish Balay     }
134a7e14dcfSSatish Balay 
1359566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subx,mfqP->subpdel));
1369566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu));
1379566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel,NULL,&maxval));
138a7e14dcfSSatish Balay     if (maxval > 1e-5) {
1399566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao,"subproblem solution > upper bound\n"));
140a7e14dcfSSatish Balay       tao->reason = TAO_DIVERGED_TR_REDUCTION;
141a7e14dcfSSatish Balay     }
142a7e14dcfSSatish Balay   } else {
143f06e3bfaSBarry 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);
144a7e14dcfSSatish Balay   }
145a7e14dcfSSatish Balay   *qmin *= -1;
146a7e14dcfSSatish Balay   PetscFunctionReturn(0);
147a7e14dcfSSatish Balay }
148a7e14dcfSSatish Balay 
149125ddc8aSJason Sarich static PetscErrorCode pounders_update_res(Tao tao)
150125ddc8aSJason Sarich {
151125ddc8aSJason Sarich   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
152125ddc8aSJason Sarich   PetscInt       i,row,col;
153125ddc8aSJason Sarich   PetscBLASInt   blasn=mfqP->n,blasn2=blasn*blasn,blasm=mfqP->m,ione=1;
1546c95174dSJason Sarich   PetscReal      zero=0.0,one=1.0,wii,factor;
155125ddc8aSJason Sarich 
156691b26d3SBarry Smith   PetscFunctionBegin;
157125ddc8aSJason Sarich   for (i=0;i<mfqP->n;i++) {
158125ddc8aSJason Sarich     mfqP->Gres[i]=0;
159125ddc8aSJason Sarich   }
160125ddc8aSJason Sarich   for (i=0;i<mfqP->n*mfqP->n;i++) {
161125ddc8aSJason Sarich     mfqP->Hres[i]=0;
162125ddc8aSJason Sarich   }
163125ddc8aSJason Sarich 
164125ddc8aSJason Sarich   /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */
165737f463aSAlp Dener   if (tao->res_weights_v) {
1666c95174dSJason Sarich     /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */
167125ddc8aSJason Sarich     for (i=0;i<mfqP->m;i++) {
1689566063dSJacob Faibussowitsch       PetscCall(VecGetValues(tao->res_weights_v,1,&i,&factor));
1696c95174dSJason Sarich       factor=factor*mfqP->C[i];
170fe2b0638SAlp Dener       PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*i],&ione,mfqP->Gres,&ione));
171125ddc8aSJason Sarich     }
172125ddc8aSJason Sarich 
173125ddc8aSJason Sarich     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
1746c95174dSJason Sarich     /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi')*/
175125ddc8aSJason Sarich     for (i=0;i<mfqP->m;i++) {
1769566063dSJacob Faibussowitsch       PetscCall(VecGetValues(tao->res_weights_v,1,&i,&wii));
177125ddc8aSJason Sarich       if (tao->niter>1) {
178125ddc8aSJason Sarich         factor=wii*mfqP->C[i];
1796c95174dSJason Sarich         /* add wii * ci * Hi */
18094e8dccaSTodd Munson         PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasm,mfqP->Hres,&ione));
181125ddc8aSJason Sarich       }
1826c95174dSJason Sarich       /* add wii * gi * gi' */
183fe2b0638SAlp Dener       PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&wii,&mfqP->Fdiff[blasn*i],&blasn,&mfqP->Fdiff[blasn*i],&blasn,&one,mfqP->Hres,&blasn));
184125ddc8aSJason Sarich     }
185737f463aSAlp Dener   } else if (tao->res_weights_w) {
186ce902467SBarry Smith     /* General case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */
187737f463aSAlp Dener     for (i=0;i<tao->res_weights_n;i++) {
188737f463aSAlp Dener       row=tao->res_weights_rows[i];
189737f463aSAlp Dener       col=tao->res_weights_cols[i];
190ce902467SBarry Smith 
191737f463aSAlp Dener       factor = tao->res_weights_w[i]*mfqP->C[col]/2.0;
192ce902467SBarry Smith       PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*row],&ione,mfqP->Gres,&ione));
193737f463aSAlp Dener       factor = tao->res_weights_w[i]*mfqP->C[row]/2.0;
194ce902467SBarry Smith       PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*col],&ione,mfqP->Gres,&ione));
195ce902467SBarry Smith     }
196ce902467SBarry Smith 
197ce902467SBarry Smith     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
1986c95174dSJason Sarich     /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
199737f463aSAlp Dener     for (i=0;i<tao->res_weights_n;i++) {
200737f463aSAlp Dener       row=tao->res_weights_rows[i];
201737f463aSAlp Dener       col=tao->res_weights_cols[i];
202737f463aSAlp Dener       factor=tao->res_weights_w[i]/2.0;
203125ddc8aSJason Sarich       /* add wij * gi gj' + wij * gj gi' */
204fe2b0638SAlp Dener       PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*row],&blasn,&mfqP->Fdiff[blasn*col],&blasn,&one,mfqP->Hres,&blasn));
205fe2b0638SAlp Dener       PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*col],&blasn,&mfqP->Fdiff[blasn*row],&blasn,&one,mfqP->Hres,&blasn));
206125ddc8aSJason Sarich     }
207125ddc8aSJason Sarich     if (tao->niter > 1) {
208737f463aSAlp Dener       for (i=0;i<tao->res_weights_n;i++) {
209737f463aSAlp Dener         row=tao->res_weights_rows[i];
210737f463aSAlp Dener         col=tao->res_weights_cols[i];
211125ddc8aSJason Sarich 
212125ddc8aSJason Sarich         /* add  wij*cj*Hi */
213737f463aSAlp Dener         factor = tao->res_weights_w[i]*mfqP->C[col]/2.0;
214fe2b0638SAlp Dener         PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[row],&blasm,mfqP->Hres,&ione));
215125ddc8aSJason Sarich 
216125ddc8aSJason Sarich         /* add wij*ci*Hj */
217737f463aSAlp Dener         factor = tao->res_weights_w[i]*mfqP->C[row]/2.0;
218fe2b0638SAlp Dener         PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[col],&blasm,mfqP->Hres,&ione));
219125ddc8aSJason Sarich       }
220125ddc8aSJason Sarich     }
221125ddc8aSJason Sarich   } else {
222ce902467SBarry Smith     /* Default: Gres= sum_i[cigi] = G*c' */
2239566063dSJacob Faibussowitsch     PetscCall(PetscInfo(tao,"Identity weights\n"));
224ce902467SBarry Smith     PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione));
225ce902467SBarry Smith 
226ce902467SBarry Smith     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
2276c95174dSJason Sarich     /*  Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)}  */
2286c95174dSJason Sarich     PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff, &blasn,&zero,mfqP->Hres,&blasn));
229125ddc8aSJason Sarich 
230125ddc8aSJason Sarich     /* sum(F(xkin,i)*H(:,:,i)) */
231125ddc8aSJason Sarich     if (tao->niter>1) {
232125ddc8aSJason Sarich       for (i=0;i<mfqP->m;i++) {
2336c95174dSJason Sarich         factor = mfqP->C[i];
234fedd2e4cSTodd Munson         PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasm,mfqP->Hres,&ione));
235125ddc8aSJason Sarich       }
236125ddc8aSJason Sarich     }
237125ddc8aSJason Sarich   }
238125ddc8aSJason Sarich   PetscFunctionReturn(0);
239125ddc8aSJason Sarich }
240ca88a2e0STodd Munson 
241691b26d3SBarry Smith static PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi)
242f06e3bfaSBarry Smith {
243a7e14dcfSSatish 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] */
244a7e14dcfSSatish Balay   PetscInt  i,j,k;
245a7e14dcfSSatish Balay   PetscReal sqrt2 = PetscSqrtReal(2.0);
246f06e3bfaSBarry Smith 
247a7e14dcfSSatish Balay   PetscFunctionBegin;
248a7e14dcfSSatish Balay   j=0;
249a7e14dcfSSatish Balay   for (i=0;i<n;i++) {
250a7e14dcfSSatish Balay     phi[j] = 0.5 * x[i]*x[i];
251a7e14dcfSSatish Balay     j++;
252a7e14dcfSSatish Balay     for (k=i+1;k<n;k++) {
253a7e14dcfSSatish Balay       phi[j]  = x[i]*x[k]/sqrt2;
254a7e14dcfSSatish Balay       j++;
255a7e14dcfSSatish Balay     }
256a7e14dcfSSatish Balay   }
257a7e14dcfSSatish Balay   PetscFunctionReturn(0);
258a7e14dcfSSatish Balay }
259a7e14dcfSSatish Balay 
260691b26d3SBarry Smith static PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP)
261f06e3bfaSBarry Smith {
262a7e14dcfSSatish Balay /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x'
263a7e14dcfSSatish Balay    that satisfies the interpolation conditions Q(X[:,j]) = f(j)
264a7e14dcfSSatish Balay    for j=1,...,m and with a Hessian matrix of least Frobenius norm */
265a7e14dcfSSatish Balay 
266a7e14dcfSSatish Balay     /* NB --we are ignoring c */
267a7e14dcfSSatish Balay   PetscInt     i,j,k,num,np = mfqP->nmodelpoints;
268a7e14dcfSSatish Balay   PetscReal    one = 1.0,zero=0.0,negone=-1.0;
269a7e14dcfSSatish Balay   PetscBLASInt blasnpmax = mfqP->npmax;
270a7e14dcfSSatish Balay   PetscBLASInt blasnplus1 = mfqP->n+1;
271a7e14dcfSSatish Balay   PetscBLASInt blasnp = np;
272a7e14dcfSSatish Balay   PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2;
273a7e14dcfSSatish Balay   PetscBLASInt blasint2 = np - mfqP->n-1;
274f06e3bfaSBarry Smith   PetscBLASInt info,ione=1;
275a7e14dcfSSatish Balay   PetscReal    sqrt2 = PetscSqrtReal(2.0);
276a7e14dcfSSatish Balay 
277a7e14dcfSSatish Balay   PetscFunctionBegin;
278a7e14dcfSSatish Balay   for (i=0;i<mfqP->n*mfqP->m;i++) {
279a7e14dcfSSatish Balay     mfqP->Gdel[i] = 0;
280a7e14dcfSSatish Balay   }
281a7e14dcfSSatish Balay   for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) {
282a7e14dcfSSatish Balay     mfqP->Hdel[i] = 0;
283a7e14dcfSSatish Balay   }
284a7e14dcfSSatish Balay 
285a7e14dcfSSatish Balay     /* factor M */
2861f4a0ff5SJason Sarich   PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info));
28763a3b9bcSJacob Faibussowitsch   PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine getrf returned with value %" PetscBLASInt_FMT,info);
288a7e14dcfSSatish Balay 
289a7e14dcfSSatish Balay   if (np == mfqP->n+1) {
290a7e14dcfSSatish Balay     for (i=0;i<mfqP->npmax-mfqP->n-1;i++) {
291a7e14dcfSSatish Balay       mfqP->omega[i]=0.0;
292a7e14dcfSSatish Balay     }
293a7e14dcfSSatish Balay     for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) {
294a7e14dcfSSatish Balay       mfqP->beta[i]=0.0;
295a7e14dcfSSatish Balay     }
296a7e14dcfSSatish Balay   } else {
297a7e14dcfSSatish Balay     /* Let Ltmp = (L'*L) */
2980cbffdbaSBarry 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));
299a7e14dcfSSatish Balay 
300a7e14dcfSSatish Balay     /* factor Ltmp */
3010cbffdbaSBarry Smith     PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info));
30263a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine potrf returned with value %" PetscBLASInt_FMT,info);
303a7e14dcfSSatish Balay   }
304a7e14dcfSSatish Balay 
305a7e14dcfSSatish Balay   for (k=0;k<mfqP->m;k++) {
306a7e14dcfSSatish Balay     if (np != mfqP->n+1) {
307a7e14dcfSSatish Balay       /* Solve L'*L*Omega = Z' * RESk*/
3080cbffdbaSBarry Smith       PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione));
3090cbffdbaSBarry Smith       PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info));
31063a3b9bcSJacob Faibussowitsch       PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine potrs returned with value %" PetscBLASInt_FMT,info);
311a7e14dcfSSatish Balay 
312a7e14dcfSSatish Balay       /* Beta = L*Omega */
3130cbffdbaSBarry Smith       PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione));
314a7e14dcfSSatish Balay     }
315a7e14dcfSSatish Balay 
316a7e14dcfSSatish Balay     /* solve M'*Alpha = RESk - N'*Beta */
3170cbffdbaSBarry Smith     PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione));
3180cbffdbaSBarry Smith     PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info));
31963a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine getrs returned with value %" PetscBLASInt_FMT,info);
320a7e14dcfSSatish Balay 
321a7e14dcfSSatish Balay     /* Gdel(:,k) = Alpha(2:n+1) */
322a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
323a7e14dcfSSatish Balay       mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1];
324a7e14dcfSSatish Balay     }
325a7e14dcfSSatish Balay 
326a7e14dcfSSatish Balay     /* Set Hdels */
327a7e14dcfSSatish Balay     num=0;
328a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
329a7e14dcfSSatish Balay       /* H[i,i,k] = Beta(num) */
330a7e14dcfSSatish Balay       mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num];
331a7e14dcfSSatish Balay       num++;
332a7e14dcfSSatish Balay       for (j=i+1;j<mfqP->n;j++) {
333a7e14dcfSSatish Balay         /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */
334a7e14dcfSSatish Balay         mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2;
335a7e14dcfSSatish Balay         mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2;
336a7e14dcfSSatish Balay         num++;
337a7e14dcfSSatish Balay       }
338a7e14dcfSSatish Balay     }
339a7e14dcfSSatish Balay   }
340a7e14dcfSSatish Balay   PetscFunctionReturn(0);
341a7e14dcfSSatish Balay }
342a7e14dcfSSatish Balay 
343691b26d3SBarry Smith static PetscErrorCode morepoints(TAO_POUNDERS *mfqP)
344f06e3bfaSBarry Smith {
345a7e14dcfSSatish Balay   /* Assumes mfqP->model_indices[0]  is minimum index
346a7e14dcfSSatish Balay    Finishes adding points to mfqP->model_indices (up to npmax)
347a7e14dcfSSatish Balay    Computes L,Z,M,N
348a7e14dcfSSatish Balay    np is actual number of points in model (should equal npmax?) */
349a7e14dcfSSatish Balay   PetscInt        point,i,j,offset;
350a7e14dcfSSatish Balay   PetscInt        reject;
351f06e3bfaSBarry Smith   PetscBLASInt    blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn;
3525e081366SBarry Smith   const PetscReal *x;
3535e081366SBarry Smith   PetscReal       normd;
354a7e14dcfSSatish Balay 
355f06e3bfaSBarry Smith   PetscFunctionBegin;
356a7e14dcfSSatish Balay   /* Initialize M,N */
357a7e14dcfSSatish Balay   for (i=0;i<mfqP->n+1;i++) {
3589566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x));
359a7e14dcfSSatish Balay     mfqP->M[(mfqP->n+1)*i] = 1.0;
360a7e14dcfSSatish Balay     for (j=0;j<mfqP->n;j++) {
361a7e14dcfSSatish Balay       mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j]  - mfqP->xmin[j]) / mfqP->delta;
362a7e14dcfSSatish Balay     }
3639566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x));
3649566063dSJacob Faibussowitsch     PetscCall(phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]));
365a7e14dcfSSatish Balay   }
366a7e14dcfSSatish Balay 
367a7e14dcfSSatish Balay   /* Now we add points until we have npmax starting with the most recent ones */
368a7e14dcfSSatish Balay   point = mfqP->nHist-1;
369a7e14dcfSSatish Balay   mfqP->nmodelpoints = mfqP->n+1;
370a7e14dcfSSatish Balay   while (mfqP->nmodelpoints < mfqP->npmax && point>=0) {
371a7e14dcfSSatish Balay     /* Reject any points already in the model */
372a7e14dcfSSatish Balay     reject = 0;
373a7e14dcfSSatish Balay     for (j=0;j<mfqP->n+1;j++) {
374a7e14dcfSSatish Balay       if (point == mfqP->model_indices[j]) {
375a7e14dcfSSatish Balay         reject = 1;
376a7e14dcfSSatish Balay         break;
377a7e14dcfSSatish Balay       }
378a7e14dcfSSatish Balay     }
379a7e14dcfSSatish Balay 
380a7e14dcfSSatish Balay     /* Reject if norm(d) >c2 */
381a7e14dcfSSatish Balay     if (!reject) {
3829566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->Xhist[point],mfqP->workxvec));
3839566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]));
3849566063dSJacob Faibussowitsch       PetscCall(VecNorm(mfqP->workxvec,NORM_2,&normd));
385a7e14dcfSSatish Balay       normd /= mfqP->delta;
386a7e14dcfSSatish Balay       if (normd > mfqP->c2) {
387a7e14dcfSSatish Balay         reject =1;
388a7e14dcfSSatish Balay       }
389a7e14dcfSSatish Balay     }
390f06e3bfaSBarry Smith     if (reject) {
391a7e14dcfSSatish Balay       point--;
392a7e14dcfSSatish Balay       continue;
393a7e14dcfSSatish Balay     }
394a7e14dcfSSatish Balay 
3959566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[point],&x));
396a7e14dcfSSatish Balay     mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0;
397a7e14dcfSSatish Balay     for (j=0;j<mfqP->n;j++) {
398a7e14dcfSSatish Balay       mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j]  - mfqP->xmin[j]) / mfqP->delta;
399a7e14dcfSSatish Balay     }
4009566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[point],&x));
4019566063dSJacob Faibussowitsch     PetscCall(phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]));
402a7e14dcfSSatish Balay 
403a7e14dcfSSatish Balay     /* Update QR factorization */
404a7e14dcfSSatish Balay     /* Copy M' to Q_tmp */
405a7e14dcfSSatish Balay     for (i=0;i<mfqP->n+1;i++) {
406a7e14dcfSSatish Balay       for (j=0;j<mfqP->npmax;j++) {
407a7e14dcfSSatish Balay         mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j];
408a7e14dcfSSatish Balay       }
409a7e14dcfSSatish Balay     }
410a7e14dcfSSatish Balay     blasnp = mfqP->nmodelpoints+1;
411a7e14dcfSSatish Balay     /* Q_tmp,R = qr(M') */
412a7e14dcfSSatish Balay     blasmaxmn=PetscMax(mfqP->m,mfqP->n+1);
4130cbffdbaSBarry Smith     PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info));
41463a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine geqrf returned with value %" PetscBLASInt_FMT,info);
415a7e14dcfSSatish Balay 
416a7e14dcfSSatish Balay     /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */
417a7e14dcfSSatish Balay     /* L = N*Qtmp */
418a7e14dcfSSatish Balay     blasint2 = mfqP->n * (mfqP->n+1) / 2;
419a7e14dcfSSatish Balay     /* Copy N to L_tmp */
420a7e14dcfSSatish Balay     for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) {
421a7e14dcfSSatish Balay       mfqP->L_tmp[i]= mfqP->N[i];
422a7e14dcfSSatish Balay     }
423a7e14dcfSSatish Balay     /* Copy L_save to L_tmp */
424a7e14dcfSSatish Balay 
425a7e14dcfSSatish Balay     /* L_tmp = N*Qtmp' */
4260cbffdbaSBarry Smith     PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info));
42763a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine ormqr returned with value %" PetscBLASInt_FMT,info);
428a7e14dcfSSatish Balay 
429a7e14dcfSSatish Balay     /* Copy L_tmp to L_save */
430a7e14dcfSSatish Balay     for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
431a7e14dcfSSatish Balay       mfqP->L_save[i] = mfqP->L_tmp[i];
432a7e14dcfSSatish Balay     }
433a7e14dcfSSatish Balay 
434a7e14dcfSSatish Balay     /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */
435a7e14dcfSSatish Balay     blasint = mfqP->nmodelpoints - mfqP->n;
4369566063dSJacob Faibussowitsch     PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF));
4370cbffdbaSBarry 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));
4389566063dSJacob Faibussowitsch     PetscCall(PetscFPTrapPop());
43963a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine gesvd returned with value %" PetscBLASInt_FMT,info);
440a7e14dcfSSatish Balay 
441a7e14dcfSSatish Balay     if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) {
442a7e14dcfSSatish Balay       /* accept point */
443a7e14dcfSSatish Balay       mfqP->model_indices[mfqP->nmodelpoints] = point;
444a7e14dcfSSatish Balay       /* Copy Q_tmp to Q */
445a7e14dcfSSatish Balay       for (i=0;i<mfqP->npmax* mfqP->npmax;i++) {
446a7e14dcfSSatish Balay         mfqP->Q[i] = mfqP->Q_tmp[i];
447a7e14dcfSSatish Balay       }
448a7e14dcfSSatish Balay       for (i=0;i<mfqP->npmax;i++) {
449a7e14dcfSSatish Balay         mfqP->tau[i] = mfqP->tau_tmp[i];
450a7e14dcfSSatish Balay       }
451a7e14dcfSSatish Balay       mfqP->nmodelpoints++;
4521f4a0ff5SJason Sarich       blasnp = mfqP->nmodelpoints;
453a7e14dcfSSatish Balay 
454a7e14dcfSSatish Balay       /* Copy L_save to L */
455a7e14dcfSSatish Balay       for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
456a7e14dcfSSatish Balay         mfqP->L[i] = mfqP->L_save[i];
457a7e14dcfSSatish Balay       }
458a7e14dcfSSatish Balay     }
459a7e14dcfSSatish Balay     point--;
460a7e14dcfSSatish Balay   }
461a7e14dcfSSatish Balay 
462a7e14dcfSSatish Balay   blasnp = mfqP->nmodelpoints;
463a7e14dcfSSatish Balay   /* Copy Q(:,n+2:np) to Z */
464a7e14dcfSSatish Balay   /* First set Q_tmp to I */
465a7e14dcfSSatish Balay   for (i=0;i<mfqP->npmax*mfqP->npmax;i++) {
466a7e14dcfSSatish Balay     mfqP->Q_tmp[i] = 0.0;
467a7e14dcfSSatish Balay   }
468a7e14dcfSSatish Balay   for (i=0;i<mfqP->npmax;i++) {
469a7e14dcfSSatish Balay     mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0;
470a7e14dcfSSatish Balay   }
471a7e14dcfSSatish Balay 
472a7e14dcfSSatish Balay   /* Q_tmp = I * Q */
4730cbffdbaSBarry Smith   PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info));
47463a3b9bcSJacob Faibussowitsch   PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine ormqr returned with value %" PetscBLASInt_FMT,info);
475a7e14dcfSSatish Balay 
476a7e14dcfSSatish Balay   /* Copy Q_tmp(:,n+2:np) to Z) */
477a7e14dcfSSatish Balay   offset = mfqP->npmax * (mfqP->n+1);
478a7e14dcfSSatish Balay   for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) {
479a7e14dcfSSatish Balay     mfqP->Z[i-offset] = mfqP->Q_tmp[i];
480a7e14dcfSSatish Balay   }
481a7e14dcfSSatish Balay 
482a7e14dcfSSatish Balay   if (mfqP->nmodelpoints == mfqP->n + 1) {
483a7e14dcfSSatish Balay     /* Set L to I_{n+1} */
484a7e14dcfSSatish Balay     for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
485a7e14dcfSSatish Balay       mfqP->L[i] = 0.0;
486a7e14dcfSSatish Balay     }
487a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
488a7e14dcfSSatish Balay       mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0;
489a7e14dcfSSatish Balay     }
490a7e14dcfSSatish Balay   }
491a7e14dcfSSatish Balay   PetscFunctionReturn(0);
492a7e14dcfSSatish Balay }
493a7e14dcfSSatish Balay 
494a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */
495691b26d3SBarry Smith static PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index)
496a7e14dcfSSatish Balay {
497a7e14dcfSSatish Balay   PetscFunctionBegin;
498a7e14dcfSSatish Balay   /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/
4999566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]));
5009566063dSJacob Faibussowitsch   PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES));
5019566063dSJacob Faibussowitsch   PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
5029566063dSJacob Faibussowitsch   PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
5039566063dSJacob Faibussowitsch   PetscCall(VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]));
504a7e14dcfSSatish Balay 
505a7e14dcfSSatish Balay   /* Project into feasible region */
506a7e14dcfSSatish Balay   if (tao->XU && tao->XL) {
5079566063dSJacob Faibussowitsch     PetscCall(VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]));
508a7e14dcfSSatish Balay   }
509a7e14dcfSSatish Balay 
510a7e14dcfSSatish Balay   /* Compute value of new vector */
5119566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]));
512a7e14dcfSSatish Balay   CHKMEMQ;
5139566063dSJacob Faibussowitsch   PetscCall(pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]));
514a7e14dcfSSatish Balay 
515a7e14dcfSSatish Balay   /* Add new vector to model */
516a7e14dcfSSatish Balay   mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist;
517a7e14dcfSSatish Balay   mfqP->nmodelpoints++;
518a7e14dcfSSatish Balay   mfqP->nHist++;
519a7e14dcfSSatish Balay   PetscFunctionReturn(0);
520a7e14dcfSSatish Balay }
521a7e14dcfSSatish Balay 
522691b26d3SBarry Smith static PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints)
523f06e3bfaSBarry Smith {
524a7e14dcfSSatish Balay   /* modeld = Q(:,np+1:n)' */
525a7e14dcfSSatish Balay   PetscInt       i,j,minindex=0;
526e270355aSBarry Smith   PetscReal      dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY;
527a7e14dcfSSatish Balay   PetscBLASInt   blasn=mfqP->n,  blasnpmax = mfqP->npmax, blask,info;
528a7e14dcfSSatish Balay   PetscBLASInt   blas1=1,blasnmax = mfqP->nmax;
529f06e3bfaSBarry Smith 
530362febeeSStefano Zampini   PetscFunctionBegin;
531a7e14dcfSSatish Balay   blask = mfqP->nmodelpoints;
532a7e14dcfSSatish Balay   /* Qtmp = I(n x n) */
533a7e14dcfSSatish Balay   for (i=0;i<mfqP->n;i++) {
534a7e14dcfSSatish Balay     for (j=0;j<mfqP->n;j++) {
535a7e14dcfSSatish Balay       mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0;
536a7e14dcfSSatish Balay     }
537a7e14dcfSSatish Balay   }
538a7e14dcfSSatish Balay   for (j=0;j<mfqP->n;j++) {
539a7e14dcfSSatish Balay     mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0;
540a7e14dcfSSatish Balay   }
541a7e14dcfSSatish Balay 
542a7e14dcfSSatish Balay   /* Qtmp = Q * I */
5430cbffdbaSBarry Smith   PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info));
544a7e14dcfSSatish Balay 
545a7e14dcfSSatish Balay   for (i=mfqP->nmodelpoints;i<mfqP->n;i++) {
54673cf7048SBarry Smith     PetscStackCallBLAS("BLASdot",dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1));
547a7e14dcfSSatish Balay     if (dp>0.0) { /* Model says use the other direction! */
548a7e14dcfSSatish Balay       for (j=0;j<mfqP->n;j++) {
549a7e14dcfSSatish Balay         mfqP->Q_tmp[i*mfqP->npmax+j] *= -1;
550a7e14dcfSSatish Balay       }
551a7e14dcfSSatish Balay     }
552a7e14dcfSSatish Balay     /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */
553a7e14dcfSSatish Balay     for (j=0;j<mfqP->n;j++) {
554a7e14dcfSSatish Balay       mfqP->work2[j] = mfqP->Gres[j];
555a7e14dcfSSatish Balay     }
5560cbffdbaSBarry Smith     PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1));
55773cf7048SBarry Smith     PetscStackCallBLAS("BLASdot",mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1));
558a7e14dcfSSatish Balay     if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) {
559a7e14dcfSSatish Balay       minindex=i;
560a7e14dcfSSatish Balay       minvalue = mfqP->work[i];
561a7e14dcfSSatish Balay     }
562a7e14dcfSSatish Balay     if (addallpoints != 0) {
5639566063dSJacob Faibussowitsch       PetscCall(addpoint(tao,mfqP,i));
564a7e14dcfSSatish Balay     }
565a7e14dcfSSatish Balay   }
566a7e14dcfSSatish Balay   if (!addallpoints) {
5679566063dSJacob Faibussowitsch     PetscCall(addpoint(tao,mfqP,minindex));
568a7e14dcfSSatish Balay   }
569a7e14dcfSSatish Balay   PetscFunctionReturn(0);
570a7e14dcfSSatish Balay }
571a7e14dcfSSatish Balay 
572691b26d3SBarry Smith static PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c)
573f06e3bfaSBarry Smith {
574a7e14dcfSSatish Balay   PetscInt        i,j;
575a7e14dcfSSatish Balay   PetscBLASInt    blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info;
576a7e14dcfSSatish Balay   PetscBLASInt    blasnpmax = mfqP->npmax,blasmaxmn;
577a7e14dcfSSatish Balay   PetscReal       proj,normd;
5785e081366SBarry Smith   const PetscReal *x;
579a7e14dcfSSatish Balay 
580f06e3bfaSBarry Smith   PetscFunctionBegin;
581a7e14dcfSSatish Balay   for (i=mfqP->nHist-1;i>=0;i--) {
5829566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[i],&x));
583a7e14dcfSSatish Balay     for (j=0;j<mfqP->n;j++) {
584a7e14dcfSSatish Balay       mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta;
585a7e14dcfSSatish Balay     }
5869566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[i],&x));
5870cbffdbaSBarry Smith     PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione));
58873cf7048SBarry Smith     PetscStackCallBLAS("BLASnrm2",normd = BLASnrm2_(&blasn,mfqP->work,&ione));
589a8bd9cb3STodd Munson     if (normd <= c) {
59029c6e7daSBarry Smith       blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0);
591a7e14dcfSSatish Balay       if (!mfqP->q_is_I) {
592a7e14dcfSSatish Balay         /* project D onto null */
593a7e14dcfSSatish Balay         blask=(mfqP->nmodelpoints);
5940cbffdbaSBarry Smith         PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info));
59563a3b9bcSJacob Faibussowitsch         PetscCheck(info >= 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"ormqr returned value %" PetscBLASInt_FMT,info);
596a7e14dcfSSatish Balay       }
59773cf7048SBarry Smith       PetscStackCallBLAS("BLASnrm2",proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione));
598a7e14dcfSSatish Balay 
599a7e14dcfSSatish Balay       if (proj >= mfqP->theta1) { /* add this index to model */
600a7e14dcfSSatish Balay         mfqP->model_indices[mfqP->nmodelpoints]=i;
601a7e14dcfSSatish Balay         mfqP->nmodelpoints++;
6020cbffdbaSBarry Smith         PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione));
603a7e14dcfSSatish Balay         blask=mfqP->npmax*(mfqP->nmodelpoints);
6040cbffdbaSBarry Smith         PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione));
605a7e14dcfSSatish Balay         blask = mfqP->nmodelpoints;
606a7e14dcfSSatish Balay         blasmaxmn = PetscMax(mfqP->m,mfqP->n);
6070cbffdbaSBarry Smith         PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info));
60863a3b9bcSJacob Faibussowitsch         PetscCheck(info >= 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"geqrf returned value %" PetscBLASInt_FMT,info);
609a7e14dcfSSatish Balay         mfqP->q_is_I = 0;
610a7e14dcfSSatish Balay       }
611a7e14dcfSSatish Balay       if (mfqP->nmodelpoints == mfqP->n)  {
612a7e14dcfSSatish Balay         break;
613a7e14dcfSSatish Balay       }
614a7e14dcfSSatish Balay     }
615a7e14dcfSSatish Balay   }
616babe810cSJason Sarich 
617a7e14dcfSSatish Balay   PetscFunctionReturn(0);
618a7e14dcfSSatish Balay }
619f06e3bfaSBarry Smith 
620441846f8SBarry Smith static PetscErrorCode TaoSolve_POUNDERS(Tao tao)
621a7e14dcfSSatish Balay {
622a7e14dcfSSatish Balay   TAO_POUNDERS       *mfqP = (TAO_POUNDERS *)tao->data;
6238931d482SJason Sarich   PetscInt           i,ii,j,k,l;
624a7e14dcfSSatish Balay   PetscReal          step=1.0;
625a7e14dcfSSatish Balay   PetscInt           low,high;
626a7e14dcfSSatish Balay   PetscReal          minnorm;
6275e081366SBarry Smith   PetscReal          *x,*f;
6285e081366SBarry Smith   const PetscReal    *xmint,*fmin;
629bd026e97SJed Brown   PetscReal          deltaold;
630a7e14dcfSSatish Balay   PetscReal          gnorm;
631a7e14dcfSSatish Balay   PetscBLASInt       info,ione=1,iblas;
632ff2b74efSJason Sarich   PetscBool          valid,same;
633a7e14dcfSSatish Balay   PetscReal          mdec, rho, normxsp;
634a7e14dcfSSatish Balay   PetscReal          one=1.0,zero=0.0,ratio;
635125ddc8aSJason Sarich   PetscBLASInt       blasm,blasn,blasncopy,blasnpmax;
636a7bbbda8SBarry Smith   static PetscBool   set = PETSC_FALSE;
637a7e14dcfSSatish Balay 
638a7e14dcfSSatish Balay   /* n = # of parameters
639a7e14dcfSSatish Balay      m = dimension (components) of function  */
640a7e14dcfSSatish Balay   PetscFunctionBegin;
6419566063dSJacob Faibussowitsch   PetscCall(PetscCitationsRegister("@article{UNEDF0,\n"
642a7bbbda8SBarry Smith                                  "title = {Nuclear energy density optimization},\n"
643a7bbbda8SBarry Smith                                 "author = {Kortelainen, M.  and Lesinski, T.  and Mor\'e, J.  and Nazarewicz, W.\n"
644a7bbbda8SBarry Smith                                 "          and Sarich, J.  and Schunck, N.  and Stoitsov, M. V. and Wild, S. },\n"
645a7bbbda8SBarry Smith                                 "journal = {Phys. Rev. C},\n"
646a7bbbda8SBarry Smith                                 "volume = {82},\n"
647a7bbbda8SBarry Smith                                 "number = {2},\n"
648a7bbbda8SBarry Smith                                 "pages = {024313},\n"
649a7bbbda8SBarry Smith                                 "numpages = {18},\n"
650a7bbbda8SBarry Smith                                 "year = {2010},\n"
651a7bbbda8SBarry Smith                                 "month = {Aug},\n"
652b122ec5aSJacob Faibussowitsch                                  "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set));
653e6d4cb7fSJason Sarich   tao->niter=0;
654a7e14dcfSSatish Balay   if (tao->XL && tao->XU) {
655a7e14dcfSSatish Balay     /* Check x0 <= XU */
656a7e14dcfSSatish Balay     PetscReal val;
657ce902467SBarry Smith 
6589566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->solution,mfqP->Xhist[0]));
6599566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0],-1.0,tao->XU));
6609566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0],NULL,&val));
6613c859ba3SBarry Smith     PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 > upper bound");
662a7e14dcfSSatish Balay 
663a7e14dcfSSatish Balay     /* Check x0 >= xl */
6649566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->XL,mfqP->Xhist[0]));
6659566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0],-1.0,tao->solution));
6669566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0],NULL,&val));
6673c859ba3SBarry Smith     PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 < lower bound");
668f06e3bfaSBarry Smith 
669a7e14dcfSSatish Balay     /* Check x0 + delta < XU  -- should be able to get around this eventually */
670a7e14dcfSSatish Balay 
6719566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->Xhist[0],mfqP->delta));
6729566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0],1.0,tao->solution));
6739566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0],-1.0,tao->XU));
6749566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0],NULL,&val));
6753c859ba3SBarry Smith     PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 + delta > upper bound");
676a7e14dcfSSatish Balay   }
677a7e14dcfSSatish Balay 
678a7e14dcfSSatish Balay   blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax;
679ce902467SBarry Smith   for (i=0;i<mfqP->n*mfqP->n*mfqP->m;++i) mfqP->H[i]=0;
680a7e14dcfSSatish Balay 
6819566063dSJacob Faibussowitsch   PetscCall(VecCopy(tao->solution,mfqP->Xhist[0]));
682ce902467SBarry Smith 
683ce902467SBarry Smith   /* This provides enough information to approximate the gradient of the objective */
684ce902467SBarry Smith   /* using a forward difference scheme. */
685ce902467SBarry Smith 
6869566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao,"Initialize simplex; delta = %10.9e\n",(double)mfqP->delta));
6879566063dSJacob Faibussowitsch   PetscCall(pounders_feval(tao,mfqP->Xhist[0],mfqP->Fhist[0],&mfqP->Fres[0]));
688a7e14dcfSSatish Balay   mfqP->minindex = 0;
689a7e14dcfSSatish Balay   minnorm = mfqP->Fres[0];
690ff2b74efSJason Sarich 
6919566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(mfqP->Xhist[0],&low,&high));
692805332fbSTodd Munson   for (i=1;i<mfqP->n+1;++i) {
6939566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->Xhist[0],mfqP->Xhist[i]));
694ce902467SBarry Smith 
695a7e14dcfSSatish Balay     if (i-1 >= low && i-1 < high) {
6969566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[i],&x));
697a7e14dcfSSatish Balay       x[i-1-low] += mfqP->delta;
6989566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[i],&x));
699a7e14dcfSSatish Balay     }
700a7e14dcfSSatish Balay     CHKMEMQ;
7019566063dSJacob Faibussowitsch     PetscCall(pounders_feval(tao,mfqP->Xhist[i],mfqP->Fhist[i],&mfqP->Fres[i]));
702a7e14dcfSSatish Balay     if (mfqP->Fres[i] < minnorm) {
703a7e14dcfSSatish Balay       mfqP->minindex = i;
704a7e14dcfSSatish Balay       minnorm = mfqP->Fres[i];
705a7e14dcfSSatish Balay     }
706a7e14dcfSSatish Balay   }
7079566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution));
7089566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex],tao->ls_res));
7099566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao,"Finalize simplex; minnorm = %10.9e\n",(double)minnorm));
710ce902467SBarry Smith 
711a7e14dcfSSatish Balay   /* Gather mpi vecs to one big local vec */
712a7e14dcfSSatish Balay 
713a7e14dcfSSatish Balay   /* Begin serial code */
714a7e14dcfSSatish Balay 
715a7e14dcfSSatish Balay   /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
716a7e14dcfSSatish Balay   /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
717a7e14dcfSSatish Balay   /* (Column oriented for blas calls) */
718a7e14dcfSSatish Balay   ii=0;
719a7e14dcfSSatish Balay 
72063a3b9bcSJacob Faibussowitsch   PetscCall(PetscInfo(tao,"Build matrix: %" PetscInt_FMT "\n",(PetscInt)mfqP->size));
721805332fbSTodd Munson   if (1 == mfqP->size) {
7229566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint));
723a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i];
7249566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint));
7259566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin));
726a7e14dcfSSatish Balay     for (i=0;i<mfqP->n+1;i++) {
727a7e14dcfSSatish Balay       if (i == mfqP->minindex) continue;
728a7e14dcfSSatish Balay 
7299566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[i],&x));
730a7e14dcfSSatish Balay       for (j=0;j<mfqP->n;j++) {
731a7e14dcfSSatish Balay         mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta;
732a7e14dcfSSatish Balay       }
7339566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[i],&x));
734a7e14dcfSSatish Balay 
7359566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Fhist[i],&f));
736a7e14dcfSSatish Balay       for (j=0;j<mfqP->m;j++) {
737a7e14dcfSSatish Balay         mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j];
738a7e14dcfSSatish Balay       }
7399566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Fhist[i],&f));
74094e8dccaSTodd Munson 
741a7e14dcfSSatish Balay       mfqP->model_indices[ii++] = i;
742a7e14dcfSSatish Balay     }
743a7e14dcfSSatish Balay     for (j=0;j<mfqP->m;j++) {
744a7e14dcfSSatish Balay       mfqP->C[j] = fmin[j];
745a7e14dcfSSatish Balay     }
7469566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin));
747a7e14dcfSSatish Balay   } else {
7489566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->localxmin,0));
7499566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD));
7509566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD));
751ce902467SBarry Smith 
7529566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->localxmin,&xmint));
753a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i];
7549566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->localxmin,&xmint));
755a7e14dcfSSatish Balay 
7569566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD));
7579566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD));
7589566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->localfmin,&fmin));
759a7e14dcfSSatish Balay     for (i=0;i<mfqP->n+1;i++) {
760a7e14dcfSSatish Balay       if (i == mfqP->minindex) continue;
761a7e14dcfSSatish Balay 
7629566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD));
7639566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD));
7649566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->localx,&x));
765a7e14dcfSSatish Balay       for (j=0;j<mfqP->n;j++) {
76694e8dccaSTodd Munson         mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta;
767a7e14dcfSSatish Balay       }
7689566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->localx,&x));
769a7e14dcfSSatish Balay 
7709566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD));
7719566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD));
7729566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->localf,&f));
773a7e14dcfSSatish Balay       for (j=0;j<mfqP->m;j++) {
77494e8dccaSTodd Munson         mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j];
775a7e14dcfSSatish Balay       }
7769566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->localf,&f));
77794e8dccaSTodd Munson 
77894e8dccaSTodd Munson       mfqP->model_indices[ii++] = i;
779a7e14dcfSSatish Balay     }
780a7e14dcfSSatish Balay     for (j=0;j<mfqP->m;j++) {
781a7e14dcfSSatish Balay       mfqP->C[j] = fmin[j];
782a7e14dcfSSatish Balay     }
7839566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->localfmin,&fmin));
784a7e14dcfSSatish Balay   }
785a7e14dcfSSatish Balay 
786a7e14dcfSSatish Balay   /* Determine the initial quadratic models */
787a7e14dcfSSatish Balay   /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */
788a7e14dcfSSatish Balay   /* D (nxn) Fdiff (nxm)  => G (nxm) */
789125ddc8aSJason Sarich   blasncopy = blasn;
790125ddc8aSJason Sarich   PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasncopy,&info));
79163a3b9bcSJacob Faibussowitsch   PetscCall(PetscInfo(tao,"Linear solve return: %" PetscInt_FMT "\n",(PetscInt)info));
792a7e14dcfSSatish Balay 
7939566063dSJacob Faibussowitsch   PetscCall(pounders_update_res(tao));
794a7e14dcfSSatish Balay 
795a7e14dcfSSatish Balay   valid = PETSC_TRUE;
796a7e14dcfSSatish Balay 
7979566063dSJacob Faibussowitsch   PetscCall(VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES));
7989566063dSJacob Faibussowitsch   PetscCall(VecAssemblyBegin(tao->gradient));
7999566063dSJacob Faibussowitsch   PetscCall(VecAssemblyEnd(tao->gradient));
8009566063dSJacob Faibussowitsch   PetscCall(VecNorm(tao->gradient,NORM_2,&gnorm));
801a7e14dcfSSatish Balay   gnorm *= mfqP->delta;
8029566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution));
803763847b4SAlp Dener 
804763847b4SAlp Dener   tao->reason = TAO_CONTINUE_ITERATING;
8059566063dSJacob Faibussowitsch   PetscCall(TaoLogConvergenceHistory(tao,minnorm,gnorm,0.0,tao->ksp_its));
8069566063dSJacob Faibussowitsch   PetscCall(TaoMonitor(tao,tao->niter,minnorm,gnorm,0.0,step));
8079566063dSJacob Faibussowitsch   PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP));
808763847b4SAlp Dener 
809a7e14dcfSSatish Balay   mfqP->nHist = mfqP->n+1;
810a7e14dcfSSatish Balay   mfqP->nmodelpoints = mfqP->n+1;
8119566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao,"Initial gradient: %20.19e\n",(double)gnorm));
812a7e14dcfSSatish Balay 
813763847b4SAlp Dener   while (tao->reason == TAO_CONTINUE_ITERATING) {
814a7e14dcfSSatish Balay     PetscReal gnm = 1e-4;
815e1e80dc8SAlp Dener     /* Call general purpose update function */
816*1baa6e33SBarry Smith     if (tao->ops->update) PetscCall((*tao->ops->update)(tao, tao->niter, tao->user_update));
8178931d482SJason Sarich     tao->niter++;
818ce902467SBarry Smith     /* Solve the subproblem min{Q(s): ||s|| <= 1.0} */
8199566063dSJacob Faibussowitsch     PetscCall(gqtwrap(tao,&gnm,&mdec));
820a7e14dcfSSatish Balay     /* Evaluate the function at the new point */
821a7e14dcfSSatish Balay 
822a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
823a7e14dcfSSatish Balay         mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i];
824a7e14dcfSSatish Balay     }
8259566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]));
8269566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->ls_res,&mfqP->Fhist[mfqP->nHist]));
8279566063dSJacob Faibussowitsch     PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES));
8289566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
8299566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
830a7e14dcfSSatish Balay 
8319566063dSJacob Faibussowitsch     PetscCall(pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]));
832125ddc8aSJason Sarich 
833a7e14dcfSSatish Balay     rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec;
834a7e14dcfSSatish Balay     mfqP->nHist++;
835a7e14dcfSSatish Balay 
836a7e14dcfSSatish Balay     /* Update the center */
837a7e14dcfSSatish Balay     if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) {
838a7e14dcfSSatish Balay       /* Update model to reflect new base point */
839a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) {
840a7e14dcfSSatish Balay         mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta;
841a7e14dcfSSatish Balay       }
842a7e14dcfSSatish Balay       for (j=0;j<mfqP->m;j++) {
843a7e14dcfSSatish Balay         /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work';
844a7e14dcfSSatish Balay          G(:,j) = G(:,j) + H(:,:,j)*work' */
845a7e14dcfSSatish Balay         for (k=0;k<mfqP->n;k++) {
846a7e14dcfSSatish Balay           mfqP->work2[k]=0.0;
847a7e14dcfSSatish Balay           for (l=0;l<mfqP->n;l++) {
848a7e14dcfSSatish Balay             mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l];
849a7e14dcfSSatish Balay           }
850a7e14dcfSSatish Balay         }
851a7e14dcfSSatish Balay         for (i=0;i<mfqP->n;i++) {
852a7e14dcfSSatish Balay           mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]);
853a7e14dcfSSatish Balay           mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i];
854a7e14dcfSSatish Balay         }
855a7e14dcfSSatish Balay       }
856a7e14dcfSSatish Balay       /* Cres += work*Gres + .5*work*Hres*work';
857a7e14dcfSSatish Balay        Gres += Hres*work'; */
858a7e14dcfSSatish Balay 
8590cbffdbaSBarry Smith       PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione));
860babe810cSJason Sarich       for (i=0;i<mfqP->n;i++) {
861a7e14dcfSSatish Balay         mfqP->Gres[i] += mfqP->work2[i];
862a7e14dcfSSatish Balay       }
863a7e14dcfSSatish Balay       mfqP->minindex = mfqP->nHist-1;
864a7e14dcfSSatish Balay       minnorm = mfqP->Fres[mfqP->minindex];
8659566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex],tao->ls_res));
866a7e14dcfSSatish Balay       /* Change current center */
8679566063dSJacob Faibussowitsch       PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint));
868a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) {
869a7e14dcfSSatish Balay         mfqP->xmin[i] = xmint[i];
870a7e14dcfSSatish Balay       }
8719566063dSJacob Faibussowitsch       PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint));
872a7e14dcfSSatish Balay     }
873a7e14dcfSSatish Balay 
874a7e14dcfSSatish Balay     /* Evaluate at a model-improving point if necessary */
875a7e14dcfSSatish Balay     if (valid == PETSC_FALSE) {
876a7e14dcfSSatish Balay       mfqP->q_is_I = 1;
8778a35fac9SJason Sarich       mfqP->nmodelpoints = 0;
8789566063dSJacob Faibussowitsch       PetscCall(affpoints(mfqP,mfqP->xmin,mfqP->c1));
879a7e14dcfSSatish Balay       if (mfqP->nmodelpoints < mfqP->n) {
8809566063dSJacob Faibussowitsch         PetscCall(PetscInfo(tao,"Model not valid -- model-improving\n"));
8819566063dSJacob Faibussowitsch         PetscCall(modelimprove(tao,mfqP,1));
882a7e14dcfSSatish Balay       }
883a7e14dcfSSatish Balay     }
884a7e14dcfSSatish Balay 
885a7e14dcfSSatish Balay     /* Update the trust region radius */
886a7e14dcfSSatish Balay     deltaold = mfqP->delta;
887a7e14dcfSSatish Balay     normxsp = 0;
888a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
889a7e14dcfSSatish Balay       normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i];
890a7e14dcfSSatish Balay     }
891a7e14dcfSSatish Balay     normxsp = PetscSqrtReal(normxsp);
892a7e14dcfSSatish Balay     if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) {
893a7e14dcfSSatish Balay       mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax);
894a7e14dcfSSatish Balay     } else if (valid == PETSC_TRUE) {
895a7e14dcfSSatish Balay       mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin);
896a7e14dcfSSatish Balay     }
897a7e14dcfSSatish Balay 
898a7e14dcfSSatish Balay     /* Compute the next interpolation set */
899a7e14dcfSSatish Balay     mfqP->q_is_I = 1;
900a7e14dcfSSatish Balay     mfqP->nmodelpoints=0;
9019566063dSJacob Faibussowitsch     PetscCall(PetscInfo(tao,"Affine Points: xmin = %20.19e, c1 = %20.19e\n",(double)*mfqP->xmin,(double)mfqP->c1));
9029566063dSJacob Faibussowitsch     PetscCall(affpoints(mfqP,mfqP->xmin,mfqP->c1));
903a7e14dcfSSatish Balay     if (mfqP->nmodelpoints == mfqP->n) {
904a7e14dcfSSatish Balay       valid = PETSC_TRUE;
905a7e14dcfSSatish Balay     } else {
906a7e14dcfSSatish Balay       valid = PETSC_FALSE;
9079566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao,"Affine Points: xmin = %20.19e, c2 = %20.19e\n",(double)*mfqP->xmin,(double)mfqP->c2));
9089566063dSJacob Faibussowitsch       PetscCall(affpoints(mfqP,mfqP->xmin,mfqP->c2));
909a7e14dcfSSatish Balay       if (mfqP->n > mfqP->nmodelpoints) {
9109566063dSJacob Faibussowitsch         PetscCall(PetscInfo(tao,"Model not valid -- adding geometry points\n"));
9119566063dSJacob Faibussowitsch         PetscCall(modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints));
912a7e14dcfSSatish Balay       }
913a7e14dcfSSatish Balay     }
914a7e14dcfSSatish Balay     for (i=mfqP->nmodelpoints;i>0;i--) {
915a7e14dcfSSatish Balay       mfqP->model_indices[i] = mfqP->model_indices[i-1];
916a7e14dcfSSatish Balay     }
917a7e14dcfSSatish Balay     mfqP->nmodelpoints++;
918a7e14dcfSSatish Balay     mfqP->model_indices[0] = mfqP->minindex;
9199566063dSJacob Faibussowitsch     PetscCall(morepoints(mfqP));
920a7e14dcfSSatish Balay     for (i=0;i<mfqP->nmodelpoints;i++) {
9219566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x));
922a7e14dcfSSatish Balay       for (j=0;j<mfqP->n;j++) {
923a7e14dcfSSatish Balay         mfqP->Disp[i + mfqP->npmax*j] = (x[j]  - mfqP->xmin[j]) / deltaold;
924a7e14dcfSSatish Balay       }
9259566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x));
9269566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f));
927a7e14dcfSSatish Balay       for (j=0;j<mfqP->m;j++) {
928a7e14dcfSSatish Balay         for (k=0;k<mfqP->n;k++)  {
929a7e14dcfSSatish Balay           mfqP->work[k]=0.0;
930a7e14dcfSSatish Balay           for (l=0;l<mfqP->n;l++) {
931a7e14dcfSSatish Balay             mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l];
932a7e14dcfSSatish Balay           }
933a7e14dcfSSatish Balay         }
93473cf7048SBarry Smith         PetscStackCallBLAS("BLASdot",mfqP->RES[j*mfqP->npmax + i] = -mfqP->C[j] - BLASdot_(&blasn,&mfqP->Fdiff[j*mfqP->n],&ione,&mfqP->Disp[i],&blasnpmax) - 0.5*BLASdot_(&blasn,mfqP->work,&ione,&mfqP->Disp[i],&blasnpmax) + f[j]);
935a7e14dcfSSatish Balay       }
9369566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f));
937a7e14dcfSSatish Balay     }
938a7e14dcfSSatish Balay 
939a7e14dcfSSatish Balay     /* Update the quadratic model */
94063a3b9bcSJacob Faibussowitsch     PetscCall(PetscInfo(tao,"Get Quad, size: %" PetscInt_FMT ", points: %" PetscInt_FMT "\n",mfqP->n,mfqP->nmodelpoints));
9419566063dSJacob Faibussowitsch     PetscCall(getquadpounders(mfqP));
9429566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin));
9430cbffdbaSBarry Smith     PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione));
944a7e14dcfSSatish Balay     /* G = G*(delta/deltaold) + Gdel */
945a7e14dcfSSatish Balay     ratio = mfqP->delta/deltaold;
946a7e14dcfSSatish Balay     iblas = blasm*blasn;
9470cbffdbaSBarry Smith     PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione));
9480cbffdbaSBarry Smith     PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione));
949125ddc8aSJason Sarich     /* H = H*(delta/deltaold)^2 + Hdel */
950a7e14dcfSSatish Balay     iblas = blasm*blasn*blasn;
951a7e14dcfSSatish Balay     ratio *= ratio;
9520cbffdbaSBarry Smith     PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione));
9530cbffdbaSBarry Smith     PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione));
954a7e14dcfSSatish Balay 
955a7e14dcfSSatish Balay     /* Get residuals */
9569566063dSJacob Faibussowitsch     PetscCall(pounders_update_res(tao));
957a7e14dcfSSatish Balay 
958a7e14dcfSSatish Balay     /* Export solution and gradient residual to TAO */
9599566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution));
9609566063dSJacob Faibussowitsch     PetscCall(VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES));
9619566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(tao->gradient));
9629566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(tao->gradient));
9639566063dSJacob Faibussowitsch     PetscCall(VecNorm(tao->gradient,NORM_2,&gnorm));
964a7e14dcfSSatish Balay     gnorm *= mfqP->delta;
965a7e14dcfSSatish Balay     /*  final criticality test */
9669566063dSJacob Faibussowitsch     PetscCall(TaoLogConvergenceHistory(tao,minnorm,gnorm,0.0,tao->ksp_its));
9679566063dSJacob Faibussowitsch     PetscCall(TaoMonitor(tao,tao->niter,minnorm,gnorm,0.0,step));
9689566063dSJacob Faibussowitsch     PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP));
969ff2b74efSJason Sarich     /* test for repeated model */
970c9376581SJason Sarich     if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) {
971c9376581SJason Sarich       same = PETSC_TRUE;
972c9376581SJason Sarich     } else {
973c9376581SJason Sarich       same = PETSC_FALSE;
974c9376581SJason Sarich     }
975ff2b74efSJason Sarich     for (i=0;i<mfqP->nmodelpoints;i++) {
976c9376581SJason Sarich       if (same) {
977c9376581SJason Sarich         if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) {
978c9376581SJason Sarich           same = PETSC_TRUE;
979c9376581SJason Sarich         } else {
980c9376581SJason Sarich           same = PETSC_FALSE;
981c9376581SJason Sarich         }
982c9376581SJason Sarich       }
983ff2b74efSJason Sarich       mfqP->last_model_indices[i] = mfqP->model_indices[i];
984ff2b74efSJason Sarich     }
985ff2b74efSJason Sarich     mfqP->last_nmodelpoints = mfqP->nmodelpoints;
986ff2b74efSJason Sarich     if (same && mfqP->delta == deltaold) {
9879566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao,"Identical model used in successive iterations\n"));
9885d72676cSJason Sarich       tao->reason = TAO_CONVERGED_STEPTOL;
989ff2b74efSJason Sarich     }
990a7e14dcfSSatish Balay   }
991a7e14dcfSSatish Balay   PetscFunctionReturn(0);
992a7e14dcfSSatish Balay }
993a7e14dcfSSatish Balay 
994441846f8SBarry Smith static PetscErrorCode TaoSetUp_POUNDERS(Tao tao)
995a7e14dcfSSatish Balay {
996a7e14dcfSSatish Balay   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
997125ddc8aSJason Sarich   PetscInt       i,j;
998a7e14dcfSSatish Balay   IS             isfloc,isfglob,isxloc,isxglob;
999a7e14dcfSSatish Balay 
1000a7e14dcfSSatish Balay   PetscFunctionBegin;
10019566063dSJacob Faibussowitsch   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution,&tao->gradient));
10029566063dSJacob Faibussowitsch   if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution,&tao->stepdirection));
10039566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->solution,&mfqP->n));
10049566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->ls_res,&mfqP->m));
1005a7e14dcfSSatish Balay   mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n);
1006a7e14dcfSSatish Balay   if (mfqP->npmax == PETSC_DEFAULT) {
1007a7e14dcfSSatish Balay     mfqP->npmax = 2*mfqP->n + 1;
1008a7e14dcfSSatish Balay   }
1009a7e14dcfSSatish Balay   mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax);
1010a7e14dcfSSatish Balay   mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2);
1011a7e14dcfSSatish Balay 
10129566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs+100,&mfqP->Xhist));
10139566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs+100,&mfqP->Fhist));
1014a7e14dcfSSatish Balay   for (i=0;i<mfqP->n+1;i++) {
10159566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution,&mfqP->Xhist[i]));
10169566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->ls_res,&mfqP->Fhist[i]));
1017a7e14dcfSSatish Balay   }
10189566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(tao->solution,&mfqP->workxvec));
10199566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(tao->ls_res,&mfqP->workfvec));
1020a7e14dcfSSatish Balay   mfqP->nHist = 0;
1021a7e14dcfSSatish Balay 
10229566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs+100,&mfqP->Fres));
10239566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES));
10249566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n,&mfqP->work));
10259566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n,&mfqP->work2));
10269566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n,&mfqP->work3));
10279566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork));
10289566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega));
10299566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta));
10309566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha));
1031a7e14dcfSSatish Balay 
10329566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H));
10339566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q));
10349566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp));
10359566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L));
10369566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp));
10379566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save));
10389566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N));
10399566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M));
10409566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z));
10419566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->tau));
10429566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp));
1043a7e14dcfSSatish Balay   mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2);
10449566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork));
10459566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork));
10469566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n,&mfqP->xmin));
10479566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m,&mfqP->C));
10489566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff));
10499566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp));
10509566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n,&mfqP->Gres));
10519566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres));
10529566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints));
10539566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->model_indices));
10549566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices));
10559566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n,&mfqP->Xsubproblem));
10569566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel));
10579566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel));
10589566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices));
10599566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n,&mfqP->iwork));
10609566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m*mfqP->m,&mfqP->w));
1061125ddc8aSJason Sarich   for (i=0;i<mfqP->m;i++) {
1062125ddc8aSJason Sarich     for (j=0;j<mfqP->m;j++) {
1063125ddc8aSJason Sarich       if (i==j) {
1064125ddc8aSJason Sarich         mfqP->w[i+mfqP->m*j]=1.0;
1065125ddc8aSJason Sarich       } else {
1066125ddc8aSJason Sarich         mfqP->w[i+mfqP->m*j]=0.0;
1067125ddc8aSJason Sarich       }
1068125ddc8aSJason Sarich     }
1069125ddc8aSJason Sarich   }
1070a7e14dcfSSatish Balay   for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) {
1071a7e14dcfSSatish Balay     mfqP->indices[i] = i;
1072a7e14dcfSSatish Balay   }
10739566063dSJacob Faibussowitsch   PetscCallMPI(MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size));
1074f40bd260SBarry Smith   if (mfqP->size > 1) {
10759566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx));
10769566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin));
10779566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf));
10789566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin));
10799566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc));
10809566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob));
10819566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc));
10829566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob));
1083a7e14dcfSSatish Balay 
10849566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx));
10859566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(tao->ls_res,isfglob,mfqP->localf,isfloc,&mfqP->scatterf));
1086a7e14dcfSSatish Balay 
10879566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isxloc));
10889566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isxglob));
10899566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isfloc));
10909566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isfglob));
1091a7e14dcfSSatish Balay   }
1092a7e14dcfSSatish Balay 
1093a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
1094a7e14dcfSSatish Balay     KSP       ksp;
1095a7e14dcfSSatish Balay     PC        pc;
10969566063dSJacob Faibussowitsch     PetscCall(VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx));
10979566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl));
10989566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subb));
10999566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subxu));
11009566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subpdel));
11019566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl,&mfqP->subndel));
11029566063dSJacob Faibussowitsch     PetscCall(TaoCreate(PETSC_COMM_SELF,&mfqP->subtao));
11039566063dSJacob Faibussowitsch     PetscCall(PetscObjectIncrementTabLevel((PetscObject)mfqP->subtao, (PetscObject)tao, 1));
11049566063dSJacob Faibussowitsch     PetscCall(TaoSetType(mfqP->subtao,TAOBNTR));
11059566063dSJacob Faibussowitsch     PetscCall(TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_"));
11069566063dSJacob Faibussowitsch     PetscCall(TaoSetSolution(mfqP->subtao,mfqP->subx));
11079566063dSJacob Faibussowitsch     PetscCall(TaoSetObjectiveAndGradient(mfqP->subtao,NULL,pounders_fg,(void*)mfqP));
11089566063dSJacob Faibussowitsch     PetscCall(TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits));
11099566063dSJacob Faibussowitsch     PetscCall(TaoSetFromOptions(mfqP->subtao));
11109566063dSJacob Faibussowitsch     PetscCall(TaoGetKSP(mfqP->subtao,&ksp));
1111a7e14dcfSSatish Balay     if (ksp) {
11129566063dSJacob Faibussowitsch       PetscCall(KSPGetPC(ksp,&pc));
11139566063dSJacob Faibussowitsch       PetscCall(PCSetType(pc,PCNONE));
1114a7e14dcfSSatish Balay     }
11159566063dSJacob Faibussowitsch     PetscCall(TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu));
11169566063dSJacob Faibussowitsch     PetscCall(MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH));
11179566063dSJacob Faibussowitsch     PetscCall(TaoSetHessian(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP));
1118a7e14dcfSSatish Balay   }
1119a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1120a7e14dcfSSatish Balay }
1121a7e14dcfSSatish Balay 
1122441846f8SBarry Smith static PetscErrorCode TaoDestroy_POUNDERS(Tao tao)
1123a7e14dcfSSatish Balay {
1124a7e14dcfSSatish Balay   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
1125a7e14dcfSSatish Balay   PetscInt       i;
1126a7e14dcfSSatish Balay 
1127a7e14dcfSSatish Balay   PetscFunctionBegin;
1128a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
11299566063dSJacob Faibussowitsch     PetscCall(TaoDestroy(&mfqP->subtao));
11309566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subx));
11319566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subxl));
11329566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subxu));
11339566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subb));
11349566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subpdel));
11359566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subndel));
11369566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&mfqP->subH));
1137a7e14dcfSSatish Balay   }
11389566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fres));
11399566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->RES));
11409566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work));
11419566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work2));
11429566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work3));
11439566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->mwork));
11449566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->omega));
11459566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->beta));
11469566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->alpha));
11479566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->H));
11489566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Q));
11499566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Q_tmp));
11509566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L));
11519566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L_tmp));
11529566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L_save));
11539566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->N));
11549566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->M));
11559566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Z));
11569566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->tau));
11579566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->tau_tmp));
11589566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->npmaxwork));
11599566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->npmaxiwork));
11609566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->xmin));
11619566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->C));
11629566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fdiff));
11639566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Disp));
11649566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gres));
11659566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Hres));
11669566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gpoints));
11679566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->model_indices));
11689566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->last_model_indices));
11699566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Xsubproblem));
11709566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gdel));
11719566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Hdel));
11729566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->indices));
11739566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->iwork));
11749566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->w));
1175a7e14dcfSSatish Balay   for (i=0;i<mfqP->nHist;i++) {
11769566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->Xhist[i]));
11779566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->Fhist[i]));
1178a7e14dcfSSatish Balay   }
11799566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&mfqP->workxvec));
11809566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&mfqP->workfvec));
11819566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Xhist));
11829566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fhist));
1183a7e14dcfSSatish Balay 
1184f40bd260SBarry Smith   if (mfqP->size > 1) {
11859566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localx));
11869566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localxmin));
11879566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localf));
11889566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localfmin));
1189a7e14dcfSSatish Balay   }
11909566063dSJacob Faibussowitsch   PetscCall(PetscFree(tao->data));
1191a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1192a7e14dcfSSatish Balay }
1193a7e14dcfSSatish Balay 
11944416b707SBarry Smith static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionItems *PetscOptionsObject,Tao tao)
1195a7e14dcfSSatish Balay {
1196a7e14dcfSSatish Balay   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
1197a7e14dcfSSatish Balay 
1198a7e14dcfSSatish Balay   PetscFunctionBegin;
1199d0609cedSBarry Smith   PetscOptionsHeadBegin(PetscOptionsObject,"POUNDERS method for least-squares optimization");
12009566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL));
1201ff2b74efSJason Sarich   mfqP->delta = mfqP->delta0;
12029566063dSJacob Faibussowitsch   PetscCall(PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL));
12039566063dSJacob Faibussowitsch   PetscCall(PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL));
1204d0609cedSBarry Smith   PetscOptionsHeadEnd();
1205a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1206a7e14dcfSSatish Balay }
1207a7e14dcfSSatish Balay 
1208441846f8SBarry Smith static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer)
1209a7e14dcfSSatish Balay {
1210a7e14dcfSSatish Balay   TAO_POUNDERS   *mfqP = (TAO_POUNDERS *)tao->data;
1211a7e14dcfSSatish Balay   PetscBool      isascii;
1212a7e14dcfSSatish Balay 
1213a7e14dcfSSatish Balay   PetscFunctionBegin;
12149566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii));
1215a7e14dcfSSatish Balay   if (isascii) {
12169566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0));
12179566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta));
121863a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "model points: %" PetscInt_FMT "\n",mfqP->nmodelpoints));
1219a7e14dcfSSatish Balay     if (mfqP->usegqt) {
12209566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n"));
1221a7e14dcfSSatish Balay     } else {
12229566063dSJacob Faibussowitsch       PetscCall(TaoView(mfqP->subtao, viewer));
1223a7e14dcfSSatish Balay     }
1224a7e14dcfSSatish Balay   }
1225a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1226a7e14dcfSSatish Balay }
12271eb8069cSJason Sarich /*MC
12281eb8069cSJason Sarich   TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares
12291eb8069cSJason Sarich 
12301eb8069cSJason Sarich   Options Database Keys:
12311eb8069cSJason Sarich + -tao_pounders_delta - initial step length
12321eb8069cSJason Sarich . -tao_pounders_npmax - maximum number of points in model
12331eb8069cSJason Sarich - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON
12341eb8069cSJason Sarich 
12351eb8069cSJason Sarich   Level: beginner
12361eb8069cSJason Sarich 
12371eb8069cSJason Sarich M*/
1238a7e14dcfSSatish Balay 
1239728e0ed0SBarry Smith PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao)
1240a7e14dcfSSatish Balay {
1241a7e14dcfSSatish Balay   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
1242a7e14dcfSSatish Balay 
1243a7e14dcfSSatish Balay   PetscFunctionBegin;
1244a7e14dcfSSatish Balay   tao->ops->setup = TaoSetUp_POUNDERS;
1245a7e14dcfSSatish Balay   tao->ops->solve = TaoSolve_POUNDERS;
1246a7e14dcfSSatish Balay   tao->ops->view = TaoView_POUNDERS;
1247a7e14dcfSSatish Balay   tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS;
1248a7e14dcfSSatish Balay   tao->ops->destroy = TaoDestroy_POUNDERS;
1249a7e14dcfSSatish Balay 
12509566063dSJacob Faibussowitsch   PetscCall(PetscNewLog(tao,&mfqP));
1251a7e14dcfSSatish Balay   tao->data = (void*)mfqP;
12526552cf8aSJason Sarich   /* Override default settings (unless already changed) */
12536552cf8aSJason Sarich   if (!tao->max_it_changed) tao->max_it = 2000;
12546552cf8aSJason Sarich   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
1255f553c655STodd Munson   mfqP->npmax = PETSC_DEFAULT;
1256ff2b74efSJason Sarich   mfqP->delta0 = 0.1;
1257a7e14dcfSSatish Balay   mfqP->delta = 0.1;
1258a7e14dcfSSatish Balay   mfqP->deltamax=1e3;
1259125ddc8aSJason Sarich   mfqP->deltamin=1e-6;
1260a8bd9cb3STodd Munson   mfqP->c2 = 10.0;
1261a7e14dcfSSatish Balay   mfqP->theta1=1e-5;
1262a7e14dcfSSatish Balay   mfqP->theta2=1e-4;
1263a7e14dcfSSatish Balay   mfqP->gamma0=0.5;
1264a7e14dcfSSatish Balay   mfqP->gamma1=2.0;
1265a7e14dcfSSatish Balay   mfqP->eta0 = 0.0;
1266a7e14dcfSSatish Balay   mfqP->eta1 = 0.1;
1267f553c655STodd Munson   mfqP->usegqt = PETSC_FALSE;
1268a7e14dcfSSatish Balay   mfqP->gqt_rtol = 0.001;
1269a7e14dcfSSatish Balay   mfqP->gqt_maxits = 50;
127083c8fe1dSLisandro Dalcin   mfqP->workxvec = NULL;
1271a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1272a7e14dcfSSatish Balay }
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