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 } 1273