xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision 3c9e27cfca911a7d7e3219758be42726e83c4ab2)
1a7e14dcfSSatish Balay #include "pounders.h"
2a7e14dcfSSatish Balay 
3a7e14dcfSSatish Balay #undef __FUNCT__
4a7e14dcfSSatish Balay #define __FUNCT__ "pounders_h"
5a7e14dcfSSatish Balay static PetscErrorCode pounders_h(TaoSolver subtao, Vec v, Mat *H, Mat *Hpre, MatStructure *flag, void *ctx)
6a7e14dcfSSatish Balay {
7a7e14dcfSSatish Balay   PetscFunctionBegin;
8a7e14dcfSSatish Balay   *flag = SAME_NONZERO_PATTERN;
9a7e14dcfSSatish Balay   PetscFunctionReturn(0);
10a7e14dcfSSatish Balay }
11a7e14dcfSSatish Balay #undef __FUNCT__
12a7e14dcfSSatish Balay #define __FUNCT__ "pounders_fg"
13a7e14dcfSSatish Balay static PetscErrorCode  pounders_fg(TaoSolver subtao, Vec x, PetscReal *f, Vec g, void *ctx)
14a7e14dcfSSatish Balay {
15a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx;
16a7e14dcfSSatish Balay   PetscReal d1,d2;
17a7e14dcfSSatish Balay   PetscErrorCode ierr;
18a7e14dcfSSatish Balay   PetscFunctionBegin;
19a7e14dcfSSatish Balay   /* g = A*x  (add b later)*/
20a7e14dcfSSatish Balay   ierr = MatMult(mfqP->subH,x,g); CHKERRQ(ierr);
21a7e14dcfSSatish Balay 
22a7e14dcfSSatish Balay 
23a7e14dcfSSatish Balay   /* f = 1/2 * x'*(Ax) + b'*x  */
24a7e14dcfSSatish Balay   ierr = VecDot(x,g,&d1); CHKERRQ(ierr);
25a7e14dcfSSatish Balay   ierr = VecDot(mfqP->subb,x,&d2); CHKERRQ(ierr);
26a7e14dcfSSatish Balay   *f = 0.5 *d1 + d2;
27a7e14dcfSSatish Balay 
28a7e14dcfSSatish Balay   /* now  g = g + b */
29a7e14dcfSSatish Balay   ierr = VecAXPY(g, 1.0, mfqP->subb); CHKERRQ(ierr);
30a7e14dcfSSatish Balay 
31a7e14dcfSSatish Balay   PetscFunctionReturn(0);
32a7e14dcfSSatish Balay }
33a7e14dcfSSatish Balay #undef __FUNCT__
34a7e14dcfSSatish Balay #define __FUNCT__ "gqtwrap"
35a7e14dcfSSatish Balay PetscErrorCode gqtwrap(TaoSolver tao,PetscReal *gnorm, PetscReal *qmin)
36a7e14dcfSSatish Balay {
37a7e14dcfSSatish Balay     PetscErrorCode ierr;
38a7e14dcfSSatish Balay     PetscReal atol=1.0e-10;
39a7e14dcfSSatish Balay     PetscInt info,its;
40a7e14dcfSSatish Balay     TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data;
41a7e14dcfSSatish Balay 
42a7e14dcfSSatish Balay     PetscFunctionBegin;
43a7e14dcfSSatish Balay 
44a7e14dcfSSatish Balay     if (! mfqP->usegqt) {
45a7e14dcfSSatish Balay       PetscReal maxval;
46a7e14dcfSSatish Balay       PetscInt i,j;
47a7e14dcfSSatish Balay 
48a7e14dcfSSatish Balay       ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr);
49a7e14dcfSSatish Balay       ierr = VecAssemblyBegin(mfqP->subb); CHKERRQ(ierr);
50a7e14dcfSSatish Balay       ierr = VecAssemblyEnd(mfqP->subb); CHKERRQ(ierr);
51a7e14dcfSSatish Balay 
52a7e14dcfSSatish Balay       ierr = VecSet(mfqP->subx,0.0); CHKERRQ(ierr);
53a7e14dcfSSatish Balay 
54a7e14dcfSSatish Balay       ierr = VecSet(mfqP->subndel,-mfqP->delta); CHKERRQ(ierr);
55a7e14dcfSSatish Balay       ierr = VecSet(mfqP->subpdel,mfqP->delta); CHKERRQ(ierr);
56a7e14dcfSSatish Balay 
57a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) {
58a7e14dcfSSatish Balay 	for (j=i;j<mfqP->n;j++) {
59a7e14dcfSSatish Balay 	    mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i];
60a7e14dcfSSatish Balay 	}
61a7e14dcfSSatish Balay       }
62a7e14dcfSSatish Balay       ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES);
63a7e14dcfSSatish Balay       ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr);
64a7e14dcfSSatish Balay       ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr);
65a7e14dcfSSatish Balay 
66a7e14dcfSSatish Balay       ierr = TaoResetStatistics(mfqP->subtao); CHKERRQ(ierr);
67a7e14dcfSSatish Balay       ierr = TaoSetTolerances(mfqP->subtao,PETSC_DEFAULT,PETSC_DEFAULT,*gnorm,*gnorm,PETSC_DEFAULT); CHKERRQ(ierr);
68a7e14dcfSSatish Balay       /* enforce bound constraints -- experimental */
69a7e14dcfSSatish Balay       if (tao->XU && tao->XL) {
70a7e14dcfSSatish Balay 	ierr = VecCopy(tao->XU,mfqP->subxu); CHKERRQ(ierr);
71a7e14dcfSSatish Balay 	ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution); CHKERRQ(ierr);
72a7e14dcfSSatish Balay 	ierr = VecScale(mfqP->subxu,1.0/mfqP->delta); CHKERRQ(ierr);
73a7e14dcfSSatish Balay 	ierr = VecCopy(tao->XL,mfqP->subxl); CHKERRQ(ierr);
74a7e14dcfSSatish Balay 	ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution); CHKERRQ(ierr);
75a7e14dcfSSatish Balay 	ierr = VecScale(mfqP->subxl,1.0/mfqP->delta); CHKERRQ(ierr);
76a7e14dcfSSatish Balay 
77a7e14dcfSSatish Balay 	ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel); CHKERRQ(ierr);
78a7e14dcfSSatish Balay 	ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel); CHKERRQ(ierr);
79a7e14dcfSSatish Balay       } else {
80a7e14dcfSSatish Balay 	ierr = VecCopy(mfqP->subpdel,mfqP->subxu); CHKERRQ(ierr);
81a7e14dcfSSatish Balay 	ierr = VecCopy(mfqP->subndel,mfqP->subxl); CHKERRQ(ierr);
82a7e14dcfSSatish Balay       }
83a7e14dcfSSatish Balay       /* Make sure xu > xl */
84a7e14dcfSSatish Balay       ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr);
85a7e14dcfSSatish Balay       ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);  CHKERRQ(ierr);
86a7e14dcfSSatish Balay       ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr);
87a7e14dcfSSatish Balay       if (maxval > 1e-10) {
88a7e14dcfSSatish Balay 	SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem");
89a7e14dcfSSatish Balay       }
90a7e14dcfSSatish Balay       /* Make sure xu > tao->solution > xl */
91a7e14dcfSSatish Balay       ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr);
92a7e14dcfSSatish Balay       ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);  CHKERRQ(ierr);
93a7e14dcfSSatish Balay       ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr);
94a7e14dcfSSatish Balay       if (maxval > 1e-10) {
95a7e14dcfSSatish Balay 	SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem");
96a7e14dcfSSatish Balay       }
97a7e14dcfSSatish Balay 
98a7e14dcfSSatish Balay       ierr = VecCopy(mfqP->subx,mfqP->subpdel); CHKERRQ(ierr);
99a7e14dcfSSatish Balay       ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);  CHKERRQ(ierr);
100a7e14dcfSSatish Balay       ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr);
101a7e14dcfSSatish Balay       if (maxval > 1e-10) {
102a7e14dcfSSatish Balay 	SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem");
103a7e14dcfSSatish Balay       }
104a7e14dcfSSatish Balay 
105a7e14dcfSSatish Balay 
106a7e14dcfSSatish Balay       ierr = TaoSolve(mfqP->subtao); CHKERRQ(ierr);
107a7e14dcfSSatish Balay       ierr = TaoGetSolutionStatus(mfqP->subtao,PETSC_NULL,qmin,PETSC_NULL,PETSC_NULL,PETSC_NULL,PETSC_NULL); CHKERRQ(ierr);
108a7e14dcfSSatish Balay 
109a7e14dcfSSatish Balay       /* test bounds post-solution*/
110a7e14dcfSSatish Balay       ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr);
111a7e14dcfSSatish Balay       ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);  CHKERRQ(ierr);
112a7e14dcfSSatish Balay       ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr);
113a7e14dcfSSatish Balay       if (maxval > 1e-5) {
114a7e14dcfSSatish Balay 	ierr = PetscInfo(tao,"subproblem solution < lower bound"); CHKERRQ(ierr);
115a7e14dcfSSatish Balay 	tao->reason = TAO_DIVERGED_TR_REDUCTION;
116a7e14dcfSSatish Balay       }
117a7e14dcfSSatish Balay 
118a7e14dcfSSatish Balay       ierr = VecCopy(mfqP->subx,mfqP->subpdel); CHKERRQ(ierr);
119a7e14dcfSSatish Balay       ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);  CHKERRQ(ierr);
120a7e14dcfSSatish Balay       ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr);
121a7e14dcfSSatish Balay       if (maxval > 1e-5) {
122a7e14dcfSSatish Balay 	ierr = PetscInfo(tao,"subproblem solution > upper bound");
123a7e14dcfSSatish Balay 	tao->reason = TAO_DIVERGED_TR_REDUCTION;
124a7e14dcfSSatish Balay       }
125a7e14dcfSSatish Balay 
126a7e14dcfSSatish Balay 
127a7e14dcfSSatish Balay     } else {
128a7e14dcfSSatish Balay       gqt(mfqP->n,mfqP->Hres,mfqP->n,mfqP->Gres,1.0,mfqP->gqt_rtol,atol,
129a7e14dcfSSatish Balay 	mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its,
130a7e14dcfSSatish Balay 	mfqP->work,mfqP->work2, mfqP->work3);
131a7e14dcfSSatish Balay       /*dgqt_(&mfqP->n,mfqP->Hres,&mfqP->n,mfqP->Gres,&one,&mfqP->gqt_rtol,&atol,
132a7e14dcfSSatish Balay 	&mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its,
133a7e14dcfSSatish Balay 	mfqP->work,mfqP->work2, mfqP->work3);*/
134a7e14dcfSSatish Balay     }
135a7e14dcfSSatish Balay     *qmin *= -1;
136a7e14dcfSSatish Balay     PetscFunctionReturn(0);
137a7e14dcfSSatish Balay }
138a7e14dcfSSatish Balay 
139a7e14dcfSSatish Balay 
140a7e14dcfSSatish Balay #undef __FUNCT__
141a7e14dcfSSatish Balay #define __FUNCT__ "phi2eval"
142a7e14dcfSSatish Balay PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) {
143a7e14dcfSSatish 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] */
144a7e14dcfSSatish Balay     PetscInt i,j,k;
145a7e14dcfSSatish Balay     PetscReal sqrt2 = PetscSqrtReal(2.0);
146a7e14dcfSSatish Balay     PetscFunctionBegin;
147a7e14dcfSSatish Balay     j=0;
148a7e14dcfSSatish Balay 
149a7e14dcfSSatish Balay     for (i=0;i<n;i++) {
150a7e14dcfSSatish Balay 	phi[j] = 0.5 * x[i]*x[i];
151a7e14dcfSSatish Balay 	j++;
152a7e14dcfSSatish Balay 	for (k=i+1;k<n;k++) {
153a7e14dcfSSatish Balay 	    phi[j]  = x[i]*x[k]/sqrt2;
154a7e14dcfSSatish Balay 	    j++;
155a7e14dcfSSatish Balay 	}
156a7e14dcfSSatish Balay 
157a7e14dcfSSatish Balay     }
158a7e14dcfSSatish Balay 
159a7e14dcfSSatish Balay     PetscFunctionReturn(0);
160a7e14dcfSSatish Balay }
161a7e14dcfSSatish Balay 
162a7e14dcfSSatish Balay #undef __FUNCT__
163a7e14dcfSSatish Balay #define __FUNCT__ "getquadpounders"
164a7e14dcfSSatish Balay PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) {
165a7e14dcfSSatish Balay /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x'
166a7e14dcfSSatish Balay    that satisfies the interpolation conditions Q(X[:,j]) = f(j)
167a7e14dcfSSatish Balay    for j=1,...,m and with a Hessian matrix of least Frobenius norm */
168a7e14dcfSSatish Balay 
169a7e14dcfSSatish Balay     /* NB --we are ignoring c */
170a7e14dcfSSatish Balay     PetscInt i,j,k,num,np = mfqP->nmodelpoints;
171a7e14dcfSSatish Balay     PetscReal one = 1.0,zero=0.0,negone=-1.0;
172a7e14dcfSSatish Balay     PetscBLASInt blasnpmax = mfqP->npmax;
173a7e14dcfSSatish Balay     PetscBLASInt blasnplus1 = mfqP->n+1;
174a7e14dcfSSatish Balay     PetscBLASInt blasnp = np;
175a7e14dcfSSatish Balay     PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2;
176a7e14dcfSSatish Balay     PetscBLASInt blasint2 = np - mfqP->n-1;
177a7e14dcfSSatish Balay     PetscBLASInt blasinfo,ione=1;
178a7e14dcfSSatish Balay     PetscReal sqrt2 = PetscSqrtReal(2.0);
179a7e14dcfSSatish Balay 
180a7e14dcfSSatish Balay     PetscFunctionBegin;
181a7e14dcfSSatish Balay 
182a7e14dcfSSatish Balay     for (i=0;i<mfqP->n*mfqP->m;i++) {
183a7e14dcfSSatish Balay 	mfqP->Gdel[i] = 0;
184a7e14dcfSSatish Balay     }
185a7e14dcfSSatish Balay     for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) {
186a7e14dcfSSatish Balay 	mfqP->Hdel[i] = 0;
187a7e14dcfSSatish Balay     }
188a7e14dcfSSatish Balay 
189a7e14dcfSSatish Balay     /* factor M */
190a7e14dcfSSatish Balay     LAPACKgetrf_(&blasnplus1,&blasnpmax,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&blasinfo);
191a7e14dcfSSatish Balay     if (blasinfo != 0) {
192a7e14dcfSSatish Balay 	SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %D\n",blasinfo);
193a7e14dcfSSatish Balay     }
194a7e14dcfSSatish Balay 
195a7e14dcfSSatish Balay 
196a7e14dcfSSatish Balay     if (np == mfqP->n+1) {
197a7e14dcfSSatish Balay       for (i=0;i<mfqP->npmax-mfqP->n-1;i++) {
198a7e14dcfSSatish Balay 	mfqP->omega[i]=0.0;
199a7e14dcfSSatish Balay       }
200a7e14dcfSSatish Balay       for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) {
201a7e14dcfSSatish Balay 	mfqP->beta[i]=0.0;
202a7e14dcfSSatish Balay       }
203a7e14dcfSSatish Balay     } else {
204a7e14dcfSSatish Balay       /* Let Ltmp = (L'*L) */
205a7e14dcfSSatish Balay       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);
206a7e14dcfSSatish Balay 
207a7e14dcfSSatish Balay       /* factor Ltmp */
208a7e14dcfSSatish Balay       LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&blasinfo);
209a7e14dcfSSatish Balay       if (blasinfo != 0) {
210a7e14dcfSSatish Balay 	SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %D\n",blasinfo);
211a7e14dcfSSatish Balay       }
212a7e14dcfSSatish Balay     }
213a7e14dcfSSatish Balay 
214a7e14dcfSSatish Balay     for (k=0;k<mfqP->m;k++) {
215a7e14dcfSSatish Balay 
216a7e14dcfSSatish Balay       if (np != mfqP->n+1) {
217a7e14dcfSSatish Balay 	/* Solve L'*L*Omega = Z' * RESk*/
218a7e14dcfSSatish Balay 	BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione);
219a7e14dcfSSatish Balay 
220a7e14dcfSSatish Balay 	LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&blasinfo);
221a7e14dcfSSatish Balay 	if (blasinfo != 0) {
222a7e14dcfSSatish Balay 	  SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %D\n",blasinfo);
223a7e14dcfSSatish Balay 	}
224a7e14dcfSSatish Balay 
225a7e14dcfSSatish Balay 	/* Beta = L*Omega */
226a7e14dcfSSatish Balay 	BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione);
227a7e14dcfSSatish Balay       }
228a7e14dcfSSatish Balay 
229a7e14dcfSSatish Balay 
230a7e14dcfSSatish Balay       /* solve M'*Alpha = RESk - N'*Beta */
231a7e14dcfSSatish Balay       BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione);
232a7e14dcfSSatish Balay       LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&blasinfo);
233a7e14dcfSSatish Balay       if (blasinfo != 0) {
234a7e14dcfSSatish Balay 	SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %D\n",blasinfo);
235a7e14dcfSSatish Balay       }
236a7e14dcfSSatish Balay 
237a7e14dcfSSatish Balay       /* Gdel(:,k) = Alpha(2:n+1) */
238a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) {
239a7e14dcfSSatish Balay 	mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1];
240a7e14dcfSSatish Balay       }
241a7e14dcfSSatish Balay 
242a7e14dcfSSatish Balay       /* Set Hdels */
243a7e14dcfSSatish Balay       num=0;
244a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) {
245a7e14dcfSSatish Balay 	/* H[i,i,k] = Beta(num) */
246a7e14dcfSSatish Balay 	mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num];
247a7e14dcfSSatish Balay 	num++;
248a7e14dcfSSatish Balay 	for (j=i+1;j<mfqP->n;j++) {
249a7e14dcfSSatish Balay 	  /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */
250a7e14dcfSSatish Balay 	  mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2;
251a7e14dcfSSatish Balay 	  mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2;
252a7e14dcfSSatish Balay 	  num++;
253a7e14dcfSSatish Balay 	}
254a7e14dcfSSatish Balay       }
255a7e14dcfSSatish Balay     }
256a7e14dcfSSatish Balay 
257a7e14dcfSSatish Balay     PetscFunctionReturn(0);
258a7e14dcfSSatish Balay }
259a7e14dcfSSatish Balay 
260a7e14dcfSSatish Balay #undef __FUNCT__
261a7e14dcfSSatish Balay #define __FUNCT__ "morepoints"
262a7e14dcfSSatish Balay PetscErrorCode morepoints(TAO_POUNDERS *mfqP) {
263a7e14dcfSSatish Balay     /* Assumes mfqP->model_indices[0]  is minimum index
264a7e14dcfSSatish Balay        Finishes adding points to mfqP->model_indices (up to npmax)
265a7e14dcfSSatish Balay        Computes L,Z,M,N
266a7e14dcfSSatish Balay        np is actual number of points in model (should equal npmax?) */
267a7e14dcfSSatish Balay     PetscInt point,i,j,offset;
268a7e14dcfSSatish Balay     PetscInt reject;
269a7e14dcfSSatish Balay     PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,blasinfo,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn;
270a7e14dcfSSatish Balay     PetscReal *x,normd;
271a7e14dcfSSatish Balay     PetscErrorCode ierr;
272a7e14dcfSSatish Balay     PetscFunctionBegin;
273a7e14dcfSSatish Balay 
274a7e14dcfSSatish Balay     /* Initialize M,N */
275a7e14dcfSSatish Balay     for (i=0;i<mfqP->n+1;i++) {
276a7e14dcfSSatish Balay 	ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr);
277a7e14dcfSSatish Balay 	mfqP->M[(mfqP->n+1)*i] = 1.0;
278a7e14dcfSSatish Balay 	for (j=0;j<mfqP->n;j++) {
279a7e14dcfSSatish Balay 	    mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j]  - mfqP->xmin[j]) / mfqP->delta;
280a7e14dcfSSatish Balay 	}
281a7e14dcfSSatish Balay 	ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr);
282a7e14dcfSSatish Balay 	ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]); CHKERRQ(ierr);
283a7e14dcfSSatish Balay 
284a7e14dcfSSatish Balay 
285a7e14dcfSSatish Balay 
286a7e14dcfSSatish Balay     }
287a7e14dcfSSatish Balay 
288a7e14dcfSSatish Balay     /* Now we add points until we have npmax starting with the most recent ones */
289a7e14dcfSSatish Balay     point = mfqP->nHist-1;
290a7e14dcfSSatish Balay     mfqP->nmodelpoints = mfqP->n+1;
291a7e14dcfSSatish Balay 
292a7e14dcfSSatish Balay     while (mfqP->nmodelpoints < mfqP->npmax && point>=0) {
293a7e14dcfSSatish Balay 	/* Reject any points already in the model */
294a7e14dcfSSatish Balay 	reject = 0;
295a7e14dcfSSatish Balay 	for (j=0;j<mfqP->n+1;j++) {
296a7e14dcfSSatish Balay 	    if (point == mfqP->model_indices[j]) {
297a7e14dcfSSatish Balay 		reject = 1;
298a7e14dcfSSatish Balay 		break;
299a7e14dcfSSatish Balay 	    }
300a7e14dcfSSatish Balay 	}
301a7e14dcfSSatish Balay 
302a7e14dcfSSatish Balay 	/* Reject if norm(d) >c2 */
303a7e14dcfSSatish Balay 	if (!reject) {
304a7e14dcfSSatish Balay 	    ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec); CHKERRQ(ierr);
305a7e14dcfSSatish Balay 	    ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]); CHKERRQ(ierr);
306a7e14dcfSSatish Balay 	    ierr = VecNorm(mfqP->workxvec,NORM_2,&normd); CHKERRQ(ierr);
307a7e14dcfSSatish Balay 	    normd /= mfqP->delta;
308a7e14dcfSSatish Balay 	    if (normd > mfqP->c2) {
309a7e14dcfSSatish Balay 		reject =1;
310a7e14dcfSSatish Balay 	    }
311a7e14dcfSSatish Balay 	}
312a7e14dcfSSatish Balay 	if (reject)
313a7e14dcfSSatish Balay 	{
314a7e14dcfSSatish Balay 	    point--;
315a7e14dcfSSatish Balay 	    continue;
316a7e14dcfSSatish Balay 	}
317a7e14dcfSSatish Balay 
318a7e14dcfSSatish Balay 
319a7e14dcfSSatish Balay 	ierr = VecGetArray(mfqP->Xhist[point],&x); CHKERRQ(ierr);
320a7e14dcfSSatish Balay 	mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0;
321a7e14dcfSSatish Balay 	for (j=0;j<mfqP->n;j++) {
322a7e14dcfSSatish Balay 	    mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j]  - mfqP->xmin[j]) / mfqP->delta;
323a7e14dcfSSatish Balay 	}
324a7e14dcfSSatish Balay 
325a7e14dcfSSatish Balay 	ierr = VecRestoreArray(mfqP->Xhist[point],&x); CHKERRQ(ierr);
326a7e14dcfSSatish Balay 	ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]); CHKERRQ(ierr);
327a7e14dcfSSatish Balay 
328a7e14dcfSSatish Balay 	/* Update QR factorization */
329a7e14dcfSSatish Balay 
330a7e14dcfSSatish Balay 	/* Copy M' to Q_tmp */
331a7e14dcfSSatish Balay 	for (i=0;i<mfqP->n+1;i++) {
332a7e14dcfSSatish Balay 	    for (j=0;j<mfqP->npmax;j++) {
333a7e14dcfSSatish Balay 		mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j];
334a7e14dcfSSatish Balay 	    }
335a7e14dcfSSatish Balay 	}
336a7e14dcfSSatish Balay 	blasnp = mfqP->nmodelpoints+1;
337a7e14dcfSSatish Balay 	/* Q_tmp,R = qr(M') */
338a7e14dcfSSatish Balay 	blasmaxmn=PetscMax(mfqP->m,mfqP->n+1);
339a7e14dcfSSatish Balay 	LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&blasinfo);
340a7e14dcfSSatish Balay 
341a7e14dcfSSatish Balay 	if (blasinfo != 0) {
342a7e14dcfSSatish Balay 	    SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %D\n",blasinfo);
343a7e14dcfSSatish Balay 	}
344a7e14dcfSSatish Balay 
345a7e14dcfSSatish Balay 	/* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */
346a7e14dcfSSatish Balay 	/* L = N*Qtmp */
347a7e14dcfSSatish Balay 	blasint2 = mfqP->n * (mfqP->n+1) / 2;
348a7e14dcfSSatish Balay 	/* Copy N to L_tmp */
349a7e14dcfSSatish Balay 	for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) {
350a7e14dcfSSatish Balay 	    mfqP->L_tmp[i]= mfqP->N[i];
351a7e14dcfSSatish Balay 	}
352a7e14dcfSSatish Balay 
353a7e14dcfSSatish Balay 	/* Copy L_save to L_tmp */
354a7e14dcfSSatish Balay 
355a7e14dcfSSatish Balay 	/* L_tmp = N*Qtmp' */
356a7e14dcfSSatish Balay 	LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,
357a7e14dcfSSatish Balay 		     mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&blasinfo);
358a7e14dcfSSatish Balay 
359a7e14dcfSSatish Balay 	if (blasinfo != 0) {
360a7e14dcfSSatish Balay 	    SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %D\n",blasinfo);
361a7e14dcfSSatish Balay 	}
362a7e14dcfSSatish Balay 
363a7e14dcfSSatish Balay 	/* Copy L_tmp to L_save */
364a7e14dcfSSatish Balay 	for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
365a7e14dcfSSatish Balay 	    mfqP->L_save[i] = mfqP->L_tmp[i];
366a7e14dcfSSatish Balay 	}
367a7e14dcfSSatish Balay 
368a7e14dcfSSatish Balay 	/* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */
369a7e14dcfSSatish Balay 	blasint = mfqP->nmodelpoints - mfqP->n;
370a7e14dcfSSatish Balay 	LAPACKgesvd_("N","N",&blasint2,&blasint,&mfqP->L_tmp[(mfqP->n+1)*blasint2],&blasint2,
371a7e14dcfSSatish Balay 		     mfqP->beta,mfqP->work,&blasn,mfqP->work,&blasn,mfqP->npmaxwork,&blasnmax,
372a7e14dcfSSatish Balay 		     &blasinfo);
373a7e14dcfSSatish Balay 	if (blasinfo != 0) {
374a7e14dcfSSatish Balay 	    SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %D\n",blasinfo);
375a7e14dcfSSatish Balay 	}
376a7e14dcfSSatish Balay 
377a7e14dcfSSatish Balay 	if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) {
378a7e14dcfSSatish Balay 	    /* accept point */
379a7e14dcfSSatish Balay 	    mfqP->model_indices[mfqP->nmodelpoints] = point;
380a7e14dcfSSatish Balay 	    /* Copy Q_tmp to Q */
381a7e14dcfSSatish Balay 	    for (i=0;i<mfqP->npmax* mfqP->npmax;i++) {
382a7e14dcfSSatish Balay 		mfqP->Q[i] = mfqP->Q_tmp[i];
383a7e14dcfSSatish Balay 	    }
384a7e14dcfSSatish Balay 	    for (i=0;i<mfqP->npmax;i++){
385a7e14dcfSSatish Balay 		mfqP->tau[i] = mfqP->tau_tmp[i];
386a7e14dcfSSatish Balay 	    }
387a7e14dcfSSatish Balay 	    mfqP->nmodelpoints++;
388a7e14dcfSSatish Balay 	    blasnp = mfqP->nmodelpoints+1;
389a7e14dcfSSatish Balay 
390a7e14dcfSSatish Balay 	    /* Copy L_save to L */
391a7e14dcfSSatish Balay 	    for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
392a7e14dcfSSatish Balay 		mfqP->L[i] = mfqP->L_save[i];
393a7e14dcfSSatish Balay 	    }
394a7e14dcfSSatish Balay 	}
395a7e14dcfSSatish Balay 	point--;
396a7e14dcfSSatish Balay 
397a7e14dcfSSatish Balay     }
398a7e14dcfSSatish Balay 
399a7e14dcfSSatish Balay 
400a7e14dcfSSatish Balay     blasnp = mfqP->nmodelpoints;
401a7e14dcfSSatish Balay     /* Copy Q(:,n+2:np) to Z */
402a7e14dcfSSatish Balay     /* First set Q_tmp to I */
403a7e14dcfSSatish Balay     for (i=0;i<mfqP->npmax*mfqP->npmax;i++) {
404a7e14dcfSSatish Balay 	mfqP->Q_tmp[i] = 0.0;
405a7e14dcfSSatish Balay     }
406a7e14dcfSSatish Balay     for (i=0;i<mfqP->npmax;i++) {
407a7e14dcfSSatish Balay 	mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0;
408a7e14dcfSSatish Balay     }
409a7e14dcfSSatish Balay 
410a7e14dcfSSatish Balay     /* Q_tmp = I * Q */
411a7e14dcfSSatish Balay     LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&blasinfo);
412a7e14dcfSSatish Balay 
413a7e14dcfSSatish Balay     if (blasinfo != 0) {
414a7e14dcfSSatish Balay 	SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %D\n",blasinfo);
415a7e14dcfSSatish Balay     }
416a7e14dcfSSatish Balay 
417a7e14dcfSSatish Balay     /* Copy Q_tmp(:,n+2:np) to Z) */
418a7e14dcfSSatish Balay     offset = mfqP->npmax * (mfqP->n+1);
419a7e14dcfSSatish Balay     for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) {
420a7e14dcfSSatish Balay 	mfqP->Z[i-offset] = mfqP->Q_tmp[i];
421a7e14dcfSSatish Balay     }
422a7e14dcfSSatish Balay 
423a7e14dcfSSatish Balay 
424a7e14dcfSSatish Balay     if (mfqP->nmodelpoints == mfqP->n + 1) {
425a7e14dcfSSatish Balay     /* Set L to I_{n+1} */
426a7e14dcfSSatish Balay       for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
427a7e14dcfSSatish Balay 	mfqP->L[i] = 0.0;
428a7e14dcfSSatish Balay       }
429a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) {
430a7e14dcfSSatish Balay 	mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0;
431a7e14dcfSSatish Balay       }
432a7e14dcfSSatish Balay 
433a7e14dcfSSatish Balay     }
434a7e14dcfSSatish Balay 
435a7e14dcfSSatish Balay     PetscFunctionReturn(0);
436a7e14dcfSSatish Balay }
437a7e14dcfSSatish Balay 
438a7e14dcfSSatish Balay #undef __FUNCT__
439a7e14dcfSSatish Balay #define __FUNCT__ "addpoint"
440a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */
441a7e14dcfSSatish Balay PetscErrorCode addpoint(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt index)
442a7e14dcfSSatish Balay {
443a7e14dcfSSatish Balay   PetscErrorCode ierr;
444a7e14dcfSSatish Balay   PetscFunctionBegin;
445a7e14dcfSSatish Balay   /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/
446a7e14dcfSSatish Balay 
447a7e14dcfSSatish Balay   ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr);
448a7e14dcfSSatish Balay   ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES); CHKERRQ(ierr);
449a7e14dcfSSatish Balay   ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr);
450a7e14dcfSSatish Balay   ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr);
451a7e14dcfSSatish Balay   ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]); CHKERRQ(ierr);
452a7e14dcfSSatish Balay 
453a7e14dcfSSatish Balay   /* Project into feasible region */
454a7e14dcfSSatish Balay   if (tao->XU && tao->XL) {
455a7e14dcfSSatish Balay     ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU,
456a7e14dcfSSatish Balay 		     mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr);
457a7e14dcfSSatish Balay   }
458a7e14dcfSSatish Balay 
459a7e14dcfSSatish Balay   /* Compute value of new vector */
460a7e14dcfSSatish Balay   ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr);
461a7e14dcfSSatish Balay   CHKMEMQ;
462a7e14dcfSSatish Balay   ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr);
463a7e14dcfSSatish Balay   ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]); CHKERRQ(ierr);
464a7e14dcfSSatish Balay   if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) {
465a7e14dcfSSatish Balay     SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN");
466a7e14dcfSSatish Balay   }
467a7e14dcfSSatish Balay   mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist];
468a7e14dcfSSatish Balay 
469a7e14dcfSSatish Balay   /* Add new vector to model */
470a7e14dcfSSatish Balay   mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist;
471a7e14dcfSSatish Balay   mfqP->nmodelpoints++;
472a7e14dcfSSatish Balay   mfqP->nHist++;
473a7e14dcfSSatish Balay 
474a7e14dcfSSatish Balay 
475a7e14dcfSSatish Balay   PetscFunctionReturn(0);
476a7e14dcfSSatish Balay }
477a7e14dcfSSatish Balay 
478a7e14dcfSSatish Balay #undef __FUNCT__
479a7e14dcfSSatish Balay #define __FUNCT__ "modelimprove"
480a7e14dcfSSatish Balay PetscErrorCode modelimprove(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) {
481a7e14dcfSSatish Balay   /* modeld = Q(:,np+1:n)' */
482a7e14dcfSSatish Balay   PetscErrorCode ierr;
483a7e14dcfSSatish Balay   PetscInt i,j,minindex=0;
484a7e14dcfSSatish Balay   PetscReal dp,half=0.5,one=1.0,minvalue=TAO_INFINITY;
485a7e14dcfSSatish Balay   PetscBLASInt blasn=mfqP->n,  blasnpmax = mfqP->npmax, blask,info;
486a7e14dcfSSatish Balay   PetscBLASInt blas1=1,blasnmax = mfqP->nmax;
487a7e14dcfSSatish Balay   blask = mfqP->nmodelpoints;
488a7e14dcfSSatish Balay 
489a7e14dcfSSatish Balay 
490a7e14dcfSSatish Balay   /* Qtmp = I(n x n) */
491a7e14dcfSSatish Balay   for (i=0;i<mfqP->n;i++) {
492a7e14dcfSSatish Balay     for (j=0;j<mfqP->n;j++) {
493a7e14dcfSSatish Balay       mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0;
494a7e14dcfSSatish Balay     }
495a7e14dcfSSatish Balay   }
496a7e14dcfSSatish Balay   for (j=0;j<mfqP->n;j++) {
497a7e14dcfSSatish Balay     mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0;
498a7e14dcfSSatish Balay   }
499a7e14dcfSSatish Balay 
500a7e14dcfSSatish Balay 
501a7e14dcfSSatish Balay   /* Qtmp = Q * I */
502a7e14dcfSSatish Balay   LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,
503a7e14dcfSSatish Balay 	       mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info);
504a7e14dcfSSatish Balay 
505a7e14dcfSSatish Balay   for (i=mfqP->nmodelpoints;i<mfqP->n;i++) {
506a7e14dcfSSatish Balay     dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1);
507a7e14dcfSSatish Balay     if (dp>0.0) { /* Model says use the other direction! */
508a7e14dcfSSatish Balay       for (j=0;j<mfqP->n;j++) {
509a7e14dcfSSatish Balay 	mfqP->Q_tmp[i*mfqP->npmax+j] *= -1;
510a7e14dcfSSatish Balay       }
511a7e14dcfSSatish Balay     }
512a7e14dcfSSatish Balay     /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */
513a7e14dcfSSatish Balay     for (j=0;j<mfqP->n;j++) {
514a7e14dcfSSatish Balay       mfqP->work2[j] = mfqP->Gres[j];
515a7e14dcfSSatish Balay     }
516a7e14dcfSSatish Balay     BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,
517a7e14dcfSSatish Balay 	      &mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1);
518a7e14dcfSSatish Balay     mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,
519a7e14dcfSSatish Balay 			     mfqP->work2,&blas1);
520a7e14dcfSSatish Balay     if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) {
521a7e14dcfSSatish Balay       minindex=i;
522a7e14dcfSSatish Balay       minvalue = mfqP->work[i];
523a7e14dcfSSatish Balay     }
524a7e14dcfSSatish Balay 
525a7e14dcfSSatish Balay     if (addallpoints != 0) {
526a7e14dcfSSatish Balay 	ierr = addpoint(tao,mfqP,i); CHKERRQ(ierr);
527a7e14dcfSSatish Balay     }
528a7e14dcfSSatish Balay 
529a7e14dcfSSatish Balay   }
530a7e14dcfSSatish Balay 
531a7e14dcfSSatish Balay   if (!addallpoints) {
532a7e14dcfSSatish Balay       ierr = addpoint(tao,mfqP,minindex); CHKERRQ(ierr);
533a7e14dcfSSatish Balay   }
534a7e14dcfSSatish Balay   PetscFunctionReturn(0);
535a7e14dcfSSatish Balay }
536a7e14dcfSSatish Balay 
537a7e14dcfSSatish Balay 
538a7e14dcfSSatish Balay #undef __FUNCT__
539a7e14dcfSSatish Balay #define __FUNCT__ "affpoints"
540a7e14dcfSSatish Balay PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,
541a7e14dcfSSatish Balay 				PetscReal c) {
542a7e14dcfSSatish Balay     PetscInt i,j;
543a7e14dcfSSatish Balay     PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info;
544a7e14dcfSSatish Balay     PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn;
545a7e14dcfSSatish Balay     PetscReal proj,normd;
546a7e14dcfSSatish Balay     PetscReal *x;
547a7e14dcfSSatish Balay     PetscErrorCode ierr;
548a7e14dcfSSatish Balay     PetscFunctionBegin;
549a7e14dcfSSatish Balay 
550a7e14dcfSSatish Balay     for (i=mfqP->nHist-1;i>=0;i--) {
551a7e14dcfSSatish Balay 	ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr);
552a7e14dcfSSatish Balay 	for (j=0;j<mfqP->n;j++) {
553a7e14dcfSSatish Balay 	    mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta;
554a7e14dcfSSatish Balay 	}
555a7e14dcfSSatish Balay 	ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr);
556a7e14dcfSSatish Balay 	BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione);
557a7e14dcfSSatish Balay 	normd = BLASnrm2_(&blasn,mfqP->work,&ione);
558a7e14dcfSSatish Balay 	if (normd <= c*c) {
559a7e14dcfSSatish Balay 	  blasj=(mfqP->n - mfqP->nmodelpoints);
560a7e14dcfSSatish Balay 	    if (!mfqP->q_is_I) {
561a7e14dcfSSatish Balay 		/* project D onto null */
562a7e14dcfSSatish Balay 		blask=(mfqP->nmodelpoints);
563a7e14dcfSSatish Balay 		LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,
564a7e14dcfSSatish Balay 			     mfqP->work2,&ione,mfqP->mwork,&blasm,&info);
565a7e14dcfSSatish Balay 
566a7e14dcfSSatish Balay 		if (info < 0) {
567a7e14dcfSSatish Balay 		    SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %D\n",info);
568a7e14dcfSSatish Balay 		}
569a7e14dcfSSatish Balay 	    }
570a7e14dcfSSatish Balay 	    proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione);
571a7e14dcfSSatish Balay 
572a7e14dcfSSatish Balay 	    if (proj >= mfqP->theta1) { /* add this index to model */
573a7e14dcfSSatish Balay 		mfqP->model_indices[mfqP->nmodelpoints]=i;
574a7e14dcfSSatish Balay 		mfqP->nmodelpoints++;
575a7e14dcfSSatish Balay 		BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione);
576a7e14dcfSSatish Balay 		blask=mfqP->npmax*(mfqP->nmodelpoints);
577a7e14dcfSSatish Balay 		BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione);
578a7e14dcfSSatish Balay 		blask = mfqP->nmodelpoints;
579a7e14dcfSSatish Balay 		blasmaxmn = PetscMax(mfqP->m,mfqP->n);
580a7e14dcfSSatish Balay 		LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,
581a7e14dcfSSatish Balay 			     &blasmaxmn,&info);
582a7e14dcfSSatish Balay 		mfqP->q_is_I = 0;
583a7e14dcfSSatish Balay 		if (info < 0) {
584a7e14dcfSSatish Balay 		    SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %D\n",info);
585a7e14dcfSSatish Balay 		}
586a7e14dcfSSatish Balay 
587a7e14dcfSSatish Balay 
588a7e14dcfSSatish Balay 	    }
589a7e14dcfSSatish Balay 	    if (mfqP->nmodelpoints == mfqP->n)  {
590a7e14dcfSSatish Balay 		break;
591a7e14dcfSSatish Balay 	    }
592a7e14dcfSSatish Balay 	}
593a7e14dcfSSatish Balay     }
594a7e14dcfSSatish Balay 
595a7e14dcfSSatish Balay     PetscFunctionReturn(0);
596a7e14dcfSSatish Balay }
597a7e14dcfSSatish Balay #undef __FUNCT__
598a7e14dcfSSatish Balay #define __FUNCT__ "TaoSolve_POUNDERS"
599a7e14dcfSSatish Balay static PetscErrorCode TaoSolve_POUNDERS(TaoSolver tao)
600a7e14dcfSSatish Balay {
601a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
602a7e14dcfSSatish Balay 
603a7e14dcfSSatish Balay   PetscInt i,ii,j,k,l,iter=0;
604a7e14dcfSSatish Balay   PetscReal step=1.0;
605a7e14dcfSSatish Balay   TaoSolverTerminationReason reason = TAO_CONTINUE_ITERATING;
606a7e14dcfSSatish Balay 
607a7e14dcfSSatish Balay   PetscInt low,high;
608a7e14dcfSSatish Balay   PetscReal minnorm;
609a7e14dcfSSatish Balay   PetscReal *x,*f,*fmin,*xmint;
610a7e14dcfSSatish Balay   PetscReal cres,deltaold;
611a7e14dcfSSatish Balay   PetscReal gnorm;
612a7e14dcfSSatish Balay   PetscBLASInt info,ione=1,iblas;
613a7e14dcfSSatish Balay   PetscBool valid;
614a7e14dcfSSatish Balay   PetscReal mdec, rho, normxsp;
615a7e14dcfSSatish Balay   PetscReal one=1.0,zero=0.0,ratio;
616a7e14dcfSSatish Balay   PetscBLASInt blasm,blasn,blasnpmax,blasn2;
617a7e14dcfSSatish Balay   PetscErrorCode ierr;
618a7e14dcfSSatish Balay 
619a7e14dcfSSatish Balay 
620a7e14dcfSSatish Balay   /* n = # of parameters
621a7e14dcfSSatish Balay      m = dimension (components) of function  */
622a7e14dcfSSatish Balay 
623a7e14dcfSSatish Balay   PetscFunctionBegin;
624a7e14dcfSSatish Balay 
625a7e14dcfSSatish Balay   if (tao->XL && tao->XU) {
626a7e14dcfSSatish Balay     /* Check x0 <= XU */
627a7e14dcfSSatish Balay     PetscReal val;
628a7e14dcfSSatish Balay     ierr = VecCopy(tao->solution,mfqP->Xhist[0]); CHKERRQ(ierr);
629a7e14dcfSSatish Balay     ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU); CHKERRQ(ierr);
630a7e14dcfSSatish Balay     ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr);
631a7e14dcfSSatish Balay     if (val > 1e-10) {
632a7e14dcfSSatish Balay       SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound");
633a7e14dcfSSatish Balay     }
634a7e14dcfSSatish Balay 
635a7e14dcfSSatish Balay     /* Check x0 >= xl */
636a7e14dcfSSatish Balay     ierr = VecCopy(tao->XL,mfqP->Xhist[0]); CHKERRQ(ierr);
637a7e14dcfSSatish Balay     ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution); CHKERRQ(ierr);
638a7e14dcfSSatish Balay     ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr);
639a7e14dcfSSatish Balay     if (val > 1e-10) {
640a7e14dcfSSatish Balay       SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound");
641a7e14dcfSSatish Balay     }
642a7e14dcfSSatish Balay     /* Check x0 + delta < XU  -- should be able to get around this eventually */
643a7e14dcfSSatish Balay 
644a7e14dcfSSatish Balay     ierr = VecSet(mfqP->Xhist[0],mfqP->delta); CHKERRQ(ierr);
645a7e14dcfSSatish Balay     ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution); CHKERRQ(ierr);
646a7e14dcfSSatish Balay     ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU); CHKERRQ(ierr);
647a7e14dcfSSatish Balay     ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr);
648a7e14dcfSSatish Balay     if (val > 1e-10) {
649a7e14dcfSSatish Balay       SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound");
650a7e14dcfSSatish Balay     }
651a7e14dcfSSatish Balay 
652a7e14dcfSSatish Balay   }
653a7e14dcfSSatish Balay 
654a7e14dcfSSatish Balay   CHKMEMQ;
655a7e14dcfSSatish Balay   blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax;
656a7e14dcfSSatish Balay   for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0;
657a7e14dcfSSatish Balay 
658a7e14dcfSSatish Balay   ierr = VecCopy(tao->solution,mfqP->Xhist[0]); CHKERRQ(ierr);
659a7e14dcfSSatish Balay   CHKMEMQ;
660a7e14dcfSSatish Balay   ierr = TaoComputeSeparableObjective(tao,tao->solution,mfqP->Fhist[0]); CHKERRQ(ierr);
661a7e14dcfSSatish Balay 
662a7e14dcfSSatish Balay   ierr = VecNorm(mfqP->Fhist[0],NORM_2,&mfqP->Fres[0]); CHKERRQ(ierr);
663a7e14dcfSSatish Balay   if (PetscIsInfOrNanReal(mfqP->Fres[0])) {
664a7e14dcfSSatish Balay     SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN");
665a7e14dcfSSatish Balay   }
666a7e14dcfSSatish Balay   mfqP->Fres[0]*=mfqP->Fres[0];
667a7e14dcfSSatish Balay   mfqP->minindex = 0;
668a7e14dcfSSatish Balay   minnorm = mfqP->Fres[0];
669a7e14dcfSSatish Balay   ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high); CHKERRQ(ierr);
670a7e14dcfSSatish Balay   for (i=1;i<mfqP->n+1;i++) {
671a7e14dcfSSatish Balay       ierr = VecCopy(tao->solution,mfqP->Xhist[i]); CHKERRQ(ierr);
672a7e14dcfSSatish Balay       if (i-1 >= low && i-1 < high) {
673a7e14dcfSSatish Balay 	  ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr);
674a7e14dcfSSatish Balay 	  x[i-1-low] += mfqP->delta;
675a7e14dcfSSatish Balay 	  ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr);
676a7e14dcfSSatish Balay       }
677a7e14dcfSSatish Balay       CHKMEMQ;
678a7e14dcfSSatish Balay       ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[i],mfqP->Fhist[i]); CHKERRQ(ierr);
679a7e14dcfSSatish Balay       ierr = VecNorm(mfqP->Fhist[i],NORM_2,&mfqP->Fres[i]); CHKERRQ(ierr);
680a7e14dcfSSatish Balay       if (PetscIsInfOrNanReal(mfqP->Fres[i])) {
681a7e14dcfSSatish Balay 	SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN");
682a7e14dcfSSatish Balay       }
683a7e14dcfSSatish Balay       mfqP->Fres[i]*=mfqP->Fres[i];
684a7e14dcfSSatish Balay       if (mfqP->Fres[i] < minnorm) {
685a7e14dcfSSatish Balay 	  mfqP->minindex = i;
686a7e14dcfSSatish Balay 	  minnorm = mfqP->Fres[i];
687a7e14dcfSSatish Balay       }
688a7e14dcfSSatish Balay   }
689a7e14dcfSSatish Balay 
690a7e14dcfSSatish Balay   ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr);
691a7e14dcfSSatish Balay   ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective); CHKERRQ(ierr);
692a7e14dcfSSatish Balay   /* Gather mpi vecs to one big local vec */
693a7e14dcfSSatish Balay 
694a7e14dcfSSatish Balay 
695a7e14dcfSSatish Balay 
696a7e14dcfSSatish Balay   /* Begin serial code */
697a7e14dcfSSatish Balay 
698a7e14dcfSSatish Balay   /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
699a7e14dcfSSatish Balay   /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
700a7e14dcfSSatish Balay   /* (Column oriented for blas calls) */
701a7e14dcfSSatish Balay   ii=0;
702a7e14dcfSSatish Balay 
703a7e14dcfSSatish Balay   if (mfqP->mpisize == 1) {
704a7e14dcfSSatish Balay       ierr = VecGetArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr);
705a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i];
706a7e14dcfSSatish Balay       ierr = VecRestoreArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr);
707a7e14dcfSSatish Balay       ierr = VecGetArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr);
708a7e14dcfSSatish Balay       for (i=0;i<mfqP->n+1;i++) {
709a7e14dcfSSatish Balay 	  if (i == mfqP->minindex) continue;
710a7e14dcfSSatish Balay 
711a7e14dcfSSatish Balay 	  ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr);
712a7e14dcfSSatish Balay 	  for (j=0;j<mfqP->n;j++) {
713a7e14dcfSSatish Balay 	      mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta;
714a7e14dcfSSatish Balay 	  }
715a7e14dcfSSatish Balay 	  ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr);
716a7e14dcfSSatish Balay 
717a7e14dcfSSatish Balay 	  ierr = VecGetArray(mfqP->Fhist[i],&f); CHKERRQ(ierr);
718a7e14dcfSSatish Balay 	  for (j=0;j<mfqP->m;j++) {
719a7e14dcfSSatish Balay 	      mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j];
720a7e14dcfSSatish Balay 	  }
721a7e14dcfSSatish Balay 	  ierr = VecRestoreArray(mfqP->Fhist[i],&f); CHKERRQ(ierr);
722a7e14dcfSSatish Balay 	  mfqP->model_indices[ii++] = i;
723a7e14dcfSSatish Balay 
724a7e14dcfSSatish Balay       }
725a7e14dcfSSatish Balay       for (j=0;j<mfqP->m;j++) {
726a7e14dcfSSatish Balay 	  mfqP->C[j] = fmin[j];
727a7e14dcfSSatish Balay       }
728a7e14dcfSSatish Balay       ierr = VecRestoreArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr);
729a7e14dcfSSatish Balay 
730a7e14dcfSSatish Balay   } else {
731a7e14dcfSSatish Balay       ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr);
732a7e14dcfSSatish Balay       ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr);
733a7e14dcfSSatish Balay       ierr = VecGetArray(mfqP->localxmin,&xmint); CHKERRQ(ierr);
734a7e14dcfSSatish Balay       for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i];
735a7e14dcfSSatish Balay       ierr = VecRestoreArray(mfqP->localxmin,&mfqP->xmin); CHKERRQ(ierr);
736a7e14dcfSSatish Balay 
737a7e14dcfSSatish Balay 
738a7e14dcfSSatish Balay 
739a7e14dcfSSatish Balay       ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr);
740a7e14dcfSSatish Balay       ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr);
741a7e14dcfSSatish Balay       ierr = VecGetArray(mfqP->localfmin,&fmin); CHKERRQ(ierr);
742a7e14dcfSSatish Balay       for (i=0;i<mfqP->n+1;i++) {
743a7e14dcfSSatish Balay 	  if (i == mfqP->minindex) continue;
744a7e14dcfSSatish Balay 
745a7e14dcfSSatish Balay 	  mfqP->model_indices[ii++] = i;
746a7e14dcfSSatish Balay 	  ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,
747a7e14dcfSSatish Balay 				 INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr);
748a7e14dcfSSatish Balay 	  ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,
749a7e14dcfSSatish Balay 				 INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr);
750a7e14dcfSSatish Balay 	  ierr = VecGetArray(mfqP->localx,&x); CHKERRQ(ierr);
751a7e14dcfSSatish Balay 	  for (j=0;j<mfqP->n;j++) {
752a7e14dcfSSatish Balay 	      mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta;
753a7e14dcfSSatish Balay 	  }
754a7e14dcfSSatish Balay 	  ierr = VecRestoreArray(mfqP->localx,&x); CHKERRQ(ierr);
755a7e14dcfSSatish Balay 
756a7e14dcfSSatish Balay 
757a7e14dcfSSatish Balay 	  ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,
758a7e14dcfSSatish Balay 				 INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr);
759a7e14dcfSSatish Balay 	  ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,
760a7e14dcfSSatish Balay 				 INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr);
761a7e14dcfSSatish Balay 	  ierr = VecGetArray(mfqP->localf,&f); CHKERRQ(ierr);
762a7e14dcfSSatish Balay 	  for (j=0;j<mfqP->m;j++) {
763a7e14dcfSSatish Balay 	      mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j];
764a7e14dcfSSatish Balay 
765a7e14dcfSSatish Balay 	  }
766a7e14dcfSSatish Balay 	  ierr = VecRestoreArray(mfqP->localf,&f); CHKERRQ(ierr);
767a7e14dcfSSatish Balay       }
768a7e14dcfSSatish Balay       for (j=0;j<mfqP->m;j++) {
769a7e14dcfSSatish Balay 	  mfqP->C[j] = fmin[j];
770a7e14dcfSSatish Balay       }
771a7e14dcfSSatish Balay 
772a7e14dcfSSatish Balay       ierr = VecRestoreArray(mfqP->localfmin,&fmin); CHKERRQ(ierr);
773a7e14dcfSSatish Balay 
774a7e14dcfSSatish Balay   }
775a7e14dcfSSatish Balay 
776a7e14dcfSSatish Balay 
777a7e14dcfSSatish Balay   /* Determine the initial quadratic models */
778a7e14dcfSSatish Balay 
779a7e14dcfSSatish Balay   /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */
780a7e14dcfSSatish Balay   /* D (nxn) Fdiff (nxm)  => G (nxm) */
781a7e14dcfSSatish Balay   blasn2 = blasn;
782a7e14dcfSSatish Balay   LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasn2,&info);
783a7e14dcfSSatish Balay   ierr = PetscInfo1(tao,"gesv returned %D\n",info); CHKERRQ(ierr);
784a7e14dcfSSatish Balay 
785a7e14dcfSSatish Balay   cres = minnorm;
786a7e14dcfSSatish Balay   /* Gres = G*F(xkin,1:m)'  G (nxm)   Fk (m)   */
787a7e14dcfSSatish Balay   BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione);
788a7e14dcfSSatish Balay 
789a7e14dcfSSatish Balay   /*  Hres = G*G'  */
790a7e14dcfSSatish Balay   BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn);
791a7e14dcfSSatish Balay 
792a7e14dcfSSatish Balay   valid = PETSC_TRUE;
793a7e14dcfSSatish Balay 
794a7e14dcfSSatish Balay   ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr);
795a7e14dcfSSatish Balay   ierr = VecAssemblyBegin(tao->gradient);
796a7e14dcfSSatish Balay   ierr = VecAssemblyEnd(tao->gradient);
797a7e14dcfSSatish Balay   ierr = VecNorm(tao->gradient,NORM_2,&gnorm); CHKERRQ(ierr);
798a7e14dcfSSatish Balay   gnorm *= mfqP->delta;
799a7e14dcfSSatish Balay   ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr);
800a7e14dcfSSatish Balay   ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason); CHKERRQ(ierr);
801a7e14dcfSSatish Balay   mfqP->nHist = mfqP->n+1;
802a7e14dcfSSatish Balay   mfqP->nmodelpoints = mfqP->n+1;
803a7e14dcfSSatish Balay 
804a7e14dcfSSatish Balay   while (reason == TAO_CONTINUE_ITERATING) {
805a7e14dcfSSatish Balay 
806a7e14dcfSSatish Balay     PetscReal gnm = 1e-4;
807a7e14dcfSSatish Balay     iter++;
808a7e14dcfSSatish Balay     /* Solve the subproblem min{Q(s): ||s|| <= delta} */
809a7e14dcfSSatish Balay     ierr = gqtwrap(tao,&gnm,&mdec); CHKERRQ(ierr);
810a7e14dcfSSatish Balay     /* Evaluate the function at the new point */
811a7e14dcfSSatish Balay 
812a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
813a7e14dcfSSatish Balay 	mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i];
814a7e14dcfSSatish Balay     }
815a7e14dcfSSatish Balay     ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr);
816a7e14dcfSSatish Balay     ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr);
817a7e14dcfSSatish Balay     ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES); CHKERRQ(ierr);
818a7e14dcfSSatish Balay     ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr);
819a7e14dcfSSatish Balay     ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr);
820a7e14dcfSSatish Balay 
821a7e14dcfSSatish Balay     ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr);
822a7e14dcfSSatish Balay     ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]); CHKERRQ(ierr);
823a7e14dcfSSatish Balay     if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) {
824a7e14dcfSSatish Balay       SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN");
825a7e14dcfSSatish Balay     }
826a7e14dcfSSatish Balay     mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist];
827a7e14dcfSSatish Balay     rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec;
828a7e14dcfSSatish Balay     mfqP->nHist++;
829a7e14dcfSSatish Balay 
830a7e14dcfSSatish Balay     /* Update the center */
831a7e14dcfSSatish Balay     if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) {
832a7e14dcfSSatish Balay 	/* Update model to reflect new base point */
833a7e14dcfSSatish Balay 	for (i=0;i<mfqP->n;i++) {
834a7e14dcfSSatish Balay 	    mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta;
835a7e14dcfSSatish Balay 	}
836a7e14dcfSSatish Balay 	for (j=0;j<mfqP->m;j++) {
837a7e14dcfSSatish Balay 	    /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work';
838a7e14dcfSSatish Balay 	       G(:,j) = G(:,j) + H(:,:,j)*work' */
839a7e14dcfSSatish Balay 	    for (k=0;k<mfqP->n;k++) {
840a7e14dcfSSatish Balay 		mfqP->work2[k]=0.0;
841a7e14dcfSSatish Balay 		for (l=0;l<mfqP->n;l++) {
842a7e14dcfSSatish Balay 		    mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l];
843a7e14dcfSSatish Balay 		}
844a7e14dcfSSatish Balay 	    }
845a7e14dcfSSatish Balay 	    for (i=0;i<mfqP->n;i++) {
846a7e14dcfSSatish Balay 		mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]);
847a7e14dcfSSatish Balay 		mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i];
848a7e14dcfSSatish Balay 	    }
849a7e14dcfSSatish Balay 	}
850a7e14dcfSSatish Balay 	/* Cres += work*Gres + .5*work*Hres*work';
851a7e14dcfSSatish Balay 	   Gres += Hres*work'; */
852a7e14dcfSSatish Balay 
853a7e14dcfSSatish Balay 	BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,
854a7e14dcfSSatish Balay 		  &zero,mfqP->work2,&ione);
855a7e14dcfSSatish Balay 	for (i=0;j<mfqP->n;j++) {
856a7e14dcfSSatish Balay 	    cres += mfqP->work[i]*(mfqP->Gres[i]  + 0.5*mfqP->work2[i]);
857a7e14dcfSSatish Balay 	    mfqP->Gres[i] += mfqP->work2[i];
858a7e14dcfSSatish Balay 	}
859a7e14dcfSSatish Balay 	mfqP->minindex = mfqP->nHist-1;
860a7e14dcfSSatish Balay 	minnorm = mfqP->Fres[mfqP->minindex];
861a7e14dcfSSatish Balay 	/* Change current center */
862a7e14dcfSSatish Balay 	ierr = VecGetArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr);
863a7e14dcfSSatish Balay 	for (i=0;i<mfqP->n;i++) {
864a7e14dcfSSatish Balay 	    mfqP->xmin[i] = xmint[i];
865a7e14dcfSSatish Balay 	}
866a7e14dcfSSatish Balay 	ierr = VecRestoreArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr);
867a7e14dcfSSatish Balay 
868a7e14dcfSSatish Balay 
869a7e14dcfSSatish Balay     }
870a7e14dcfSSatish Balay 
871a7e14dcfSSatish Balay     /* Evaluate at a model-improving point if necessary */
872a7e14dcfSSatish Balay     if (valid == PETSC_FALSE) {
873a7e14dcfSSatish Balay 	mfqP->q_is_I = 1;
874a7e14dcfSSatish Balay 	ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1); CHKERRQ(ierr);
875a7e14dcfSSatish Balay 	if (mfqP->nmodelpoints < mfqP->n) {
876a7e14dcfSSatish Balay 	  ierr = PetscInfo(tao,"Model not valid -- model-improving");
877a7e14dcfSSatish Balay 	  ierr = modelimprove(tao,mfqP,1); CHKERRQ(ierr);
878a7e14dcfSSatish Balay 	}
879a7e14dcfSSatish Balay     }
880a7e14dcfSSatish Balay 
881a7e14dcfSSatish Balay 
882a7e14dcfSSatish Balay     /* Update the trust region radius */
883a7e14dcfSSatish Balay     deltaold = mfqP->delta;
884a7e14dcfSSatish Balay     normxsp = 0;
885a7e14dcfSSatish Balay     for (i=0;i<mfqP->n;i++) {
886a7e14dcfSSatish Balay 	normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i];
887a7e14dcfSSatish Balay     }
888a7e14dcfSSatish Balay     normxsp = PetscSqrtReal(normxsp);
889a7e14dcfSSatish Balay     if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) {
890a7e14dcfSSatish Balay 	mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax);
891a7e14dcfSSatish Balay     } else if (valid == PETSC_TRUE) {
892a7e14dcfSSatish Balay 	mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin);
893a7e14dcfSSatish Balay     }
894a7e14dcfSSatish Balay 
895a7e14dcfSSatish Balay     /* Compute the next interpolation set */
896a7e14dcfSSatish Balay     mfqP->q_is_I = 1;
897a7e14dcfSSatish Balay     mfqP->nmodelpoints=0;
898a7e14dcfSSatish Balay     ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1); CHKERRQ(ierr);
899a7e14dcfSSatish Balay     if (mfqP->nmodelpoints == mfqP->n) {
900a7e14dcfSSatish Balay       valid = PETSC_TRUE;
901a7e14dcfSSatish Balay     } else {
902a7e14dcfSSatish Balay       valid = PETSC_FALSE;
903a7e14dcfSSatish Balay       ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2); CHKERRQ(ierr);
904a7e14dcfSSatish Balay       if (mfqP->n > mfqP->nmodelpoints) {
905a7e14dcfSSatish Balay 	ierr = PetscInfo(tao,"Model not valid -- adding geometry points");
906a7e14dcfSSatish Balay 	ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints); CHKERRQ(ierr);
907a7e14dcfSSatish Balay       }
908a7e14dcfSSatish Balay     }
909a7e14dcfSSatish Balay     for (i=mfqP->nmodelpoints;i>0;i--) {
910a7e14dcfSSatish Balay 	mfqP->model_indices[i] = mfqP->model_indices[i-1];
911a7e14dcfSSatish Balay     }
912a7e14dcfSSatish Balay     mfqP->nmodelpoints++;
913a7e14dcfSSatish Balay     mfqP->model_indices[0] = mfqP->minindex;
914a7e14dcfSSatish Balay     ierr = morepoints(mfqP); CHKERRQ(ierr);
915a7e14dcfSSatish Balay     for (i=0;i<mfqP->nmodelpoints;i++) {
916a7e14dcfSSatish Balay 	ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr);
917a7e14dcfSSatish Balay 	for (j=0;j<mfqP->n;j++) {
918a7e14dcfSSatish Balay 	    mfqP->Disp[i + mfqP->npmax*j] = (x[j]  - mfqP->xmin[j]) / deltaold;
919a7e14dcfSSatish Balay 	}
920a7e14dcfSSatish Balay 	ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr);
921a7e14dcfSSatish Balay 	ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f); CHKERRQ(ierr);
922a7e14dcfSSatish Balay 	for (j=0;j<mfqP->m;j++) {
923a7e14dcfSSatish Balay 	    for (k=0;k<mfqP->n;k++)  {
924a7e14dcfSSatish Balay 		mfqP->work[k]=0.0;
925a7e14dcfSSatish Balay 		for (l=0;l<mfqP->n;l++) {
926a7e14dcfSSatish Balay 		    mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l];
927a7e14dcfSSatish Balay 		}
928a7e14dcfSSatish Balay 	    }
929a7e14dcfSSatish Balay 	    mfqP->RES[j*mfqP->npmax + i] = -mfqP->C[j] - BLASdot_(&blasn,&mfqP->Fdiff[j*mfqP->n],&ione,&mfqP->Disp[i],&blasnpmax) - 0.5*BLASdot_(&blasn,mfqP->work,&ione,&mfqP->Disp[i],&blasnpmax) + f[j];
930a7e14dcfSSatish Balay 	}
931a7e14dcfSSatish Balay 	ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f); CHKERRQ(ierr);
932a7e14dcfSSatish Balay     }
933a7e14dcfSSatish Balay 
934a7e14dcfSSatish Balay 
935a7e14dcfSSatish Balay     /* Update the quadratic model */
936a7e14dcfSSatish Balay     ierr = getquadpounders(mfqP); CHKERRQ(ierr);
937a7e14dcfSSatish Balay     ierr = VecGetArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr);
938a7e14dcfSSatish Balay     BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione);
939a7e14dcfSSatish Balay     /* G = G*(delta/deltaold) + Gdel */
940a7e14dcfSSatish Balay     ratio = mfqP->delta/deltaold;
941a7e14dcfSSatish Balay     iblas = blasm*blasn;
942a7e14dcfSSatish Balay     BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione);
943a7e14dcfSSatish Balay     BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione);
944a7e14dcfSSatish Balay     /* H = H*(delta/deltaold) + Hdel */
945a7e14dcfSSatish Balay     iblas = blasm*blasn*blasn;
946a7e14dcfSSatish Balay     ratio *= ratio;
947a7e14dcfSSatish Balay     BLASscal_(&iblas,&ratio,mfqP->H,&ione);
948a7e14dcfSSatish Balay     BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione);
949a7e14dcfSSatish Balay 
950a7e14dcfSSatish Balay 
951a7e14dcfSSatish Balay     /* Get residuals */
952a7e14dcfSSatish Balay     cres = mfqP->Fres[mfqP->minindex];
953a7e14dcfSSatish Balay     /* Gres = G*F(xkin,1:m)' */
954a7e14dcfSSatish Balay     BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione);
955a7e14dcfSSatish Balay     /* Hres = sum i=1..m {F(xkin,i)*H(:,:,i)}   + G*G' */
956a7e14dcfSSatish Balay     BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->Fdiff,&blasn,
957a7e14dcfSSatish Balay 	      &zero,mfqP->Hres,&blasn);
958a7e14dcfSSatish Balay 
959a7e14dcfSSatish Balay     iblas = mfqP->n*mfqP->n;
960a7e14dcfSSatish Balay 
961a7e14dcfSSatish Balay     for (j=0;j<mfqP->m;j++) {
962a7e14dcfSSatish Balay 	BLASaxpy_(&iblas,&fmin[j],&mfqP->H[j],&blasm,mfqP->Hres,&ione);
963a7e14dcfSSatish Balay     }
964a7e14dcfSSatish Balay 
965a7e14dcfSSatish Balay     /* Export solution and gradient residual to TAO */
966a7e14dcfSSatish Balay     ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr);
967a7e14dcfSSatish Balay     ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr);
968a7e14dcfSSatish Balay     ierr = VecAssemblyBegin(tao->gradient);
969a7e14dcfSSatish Balay     ierr = VecAssemblyEnd(tao->gradient);
970a7e14dcfSSatish Balay     ierr = VecNorm(tao->gradient,NORM_2,&gnorm); CHKERRQ(ierr);
971a7e14dcfSSatish Balay     gnorm *= mfqP->delta;
972a7e14dcfSSatish Balay     /*  final criticality test */
973a7e14dcfSSatish Balay     ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason); CHKERRQ(ierr);
974a7e14dcfSSatish Balay   }
975a7e14dcfSSatish Balay   PetscFunctionReturn(0);
976a7e14dcfSSatish Balay }
977a7e14dcfSSatish Balay 
978a7e14dcfSSatish Balay #undef __FUNCT__
979a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetUp_POUNDERS"
980a7e14dcfSSatish Balay static PetscErrorCode TaoSetUp_POUNDERS(TaoSolver tao)
981a7e14dcfSSatish Balay {
982a7e14dcfSSatish Balay     TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data;
983a7e14dcfSSatish Balay     PetscInt i;
984a7e14dcfSSatish Balay     IS isfloc,isfglob,isxloc,isxglob;
985a7e14dcfSSatish Balay     PetscErrorCode ierr;
986a7e14dcfSSatish Balay 
987a7e14dcfSSatish Balay     PetscFunctionBegin;
988a7e14dcfSSatish Balay 
989a7e14dcfSSatish Balay     if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient); CHKERRQ(ierr);  }
990a7e14dcfSSatish Balay     if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection); CHKERRQ(ierr);  }
991a7e14dcfSSatish Balay     ierr = VecGetSize(tao->solution,&mfqP->n); CHKERRQ(ierr);
992a7e14dcfSSatish Balay     ierr = VecGetSize(tao->sep_objective,&mfqP->m); CHKERRQ(ierr);
993a7e14dcfSSatish Balay     mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n);
994a7e14dcfSSatish Balay     if (mfqP->npmax == PETSC_DEFAULT) {
995a7e14dcfSSatish Balay       mfqP->npmax = 2*mfqP->n + 1;
996a7e14dcfSSatish Balay     }
997a7e14dcfSSatish Balay     mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax);
998a7e14dcfSSatish Balay     mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2);
999a7e14dcfSSatish Balay 
1000a7e14dcfSSatish Balay     ierr = PetscMalloc((tao->max_funcs+10)*sizeof(Vec),&mfqP->Xhist); CHKERRQ(ierr);
1001a7e14dcfSSatish Balay     ierr = PetscMalloc((tao->max_funcs+10)*sizeof(Vec),&mfqP->Fhist); CHKERRQ(ierr);
1002a7e14dcfSSatish Balay     for (i=0;i<mfqP->n +1;i++) {
1003a7e14dcfSSatish Balay 	ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]); CHKERRQ(ierr);
1004a7e14dcfSSatish Balay 	ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]); CHKERRQ(ierr);
1005a7e14dcfSSatish Balay     }
1006a7e14dcfSSatish Balay     ierr = VecDuplicate(tao->solution,&mfqP->workxvec); CHKERRQ(ierr);
1007a7e14dcfSSatish Balay     mfqP->nHist = 0;
1008a7e14dcfSSatish Balay 
1009a7e14dcfSSatish Balay     ierr = PetscMalloc((tao->max_funcs+10)*sizeof(PetscReal),&mfqP->Fres); CHKERRQ(ierr);
1010a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax*mfqP->m*sizeof(PetscReal),&mfqP->RES); CHKERRQ(ierr);
1011a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work); CHKERRQ(ierr);
1012a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work2); CHKERRQ(ierr);
1013a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work3); CHKERRQ(ierr);
1014a7e14dcfSSatish Balay     ierr = PetscMalloc(PetscMax(mfqP->m,mfqP->n+1)*sizeof(PetscReal),&mfqP->mwork); CHKERRQ(ierr);
1015a7e14dcfSSatish Balay     ierr = PetscMalloc((mfqP->npmax - mfqP->n - 1)*sizeof(PetscReal),&mfqP->omega); CHKERRQ(ierr);
1016a7e14dcfSSatish Balay     ierr = PetscMalloc((mfqP->n * (mfqP->n+1) / 2)*sizeof(PetscReal),&mfqP->beta); CHKERRQ(ierr);
1017a7e14dcfSSatish Balay     ierr = PetscMalloc((mfqP->n + 1) *sizeof(PetscReal),&mfqP->alpha); CHKERRQ(ierr);
1018a7e14dcfSSatish Balay 
1019a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*mfqP->n*mfqP->m*sizeof(PetscReal),&mfqP->H); CHKERRQ(ierr);
1020a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax*mfqP->npmax*sizeof(PetscReal),&mfqP->Q); CHKERRQ(ierr);
1021a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax*mfqP->npmax*sizeof(PetscReal),&mfqP->Q_tmp); CHKERRQ(ierr);
1022a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L); CHKERRQ(ierr);
1023a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L_tmp); CHKERRQ(ierr);
1024a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L_save); CHKERRQ(ierr);
1025a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->N); CHKERRQ(ierr);
1026a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax * (mfqP->n+1) * sizeof(PetscReal),&mfqP->M); CHKERRQ(ierr);
1027a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) * sizeof(PetscReal), &mfqP->Z); CHKERRQ(ierr);
1028a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax*sizeof(PetscReal),&mfqP->tau); CHKERRQ(ierr);
1029a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax*sizeof(PetscReal),&mfqP->tau_tmp); CHKERRQ(ierr);
1030a7e14dcfSSatish Balay     mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2);
1031a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->nmax*sizeof(PetscReal),&mfqP->npmaxwork); CHKERRQ(ierr);
1032a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->nmax*sizeof(PetscBLASInt),&mfqP->npmaxiwork); CHKERRQ(ierr);
1033a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->xmin); CHKERRQ(ierr);
1034a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->m*sizeof(PetscReal),&mfqP->C); CHKERRQ(ierr);
1035a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->m*mfqP->n*sizeof(PetscReal),&mfqP->Fdiff); CHKERRQ(ierr);
1036a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax*mfqP->n*sizeof(PetscReal),&mfqP->Disp); CHKERRQ(ierr);
1037a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->Gres); CHKERRQ(ierr);
1038a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*mfqP->n*sizeof(PetscReal),&mfqP->Hres); CHKERRQ(ierr);
1039a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*mfqP->n*sizeof(PetscReal),&mfqP->Gpoints); CHKERRQ(ierr);
1040a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->npmax*sizeof(PetscInt),&mfqP->model_indices); CHKERRQ(ierr);
1041a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->Xsubproblem); CHKERRQ(ierr);
1042a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->m*mfqP->n*sizeof(PetscReal),&mfqP->Gdel); CHKERRQ(ierr);
1043a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*mfqP->n*mfqP->m*sizeof(PetscReal), &mfqP->Hdel); CHKERRQ(ierr);
1044a7e14dcfSSatish Balay     ierr = PetscMalloc(PetscMax(mfqP->m,mfqP->n)*sizeof(PetscInt),&mfqP->indices); CHKERRQ(ierr);
1045a7e14dcfSSatish Balay     ierr = PetscMalloc(mfqP->n*sizeof(PetscBLASInt),&mfqP->iwork); CHKERRQ(ierr);
1046a7e14dcfSSatish Balay     for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) {
1047a7e14dcfSSatish Balay 	mfqP->indices[i] = i;
1048a7e14dcfSSatish Balay     }
1049a7e14dcfSSatish Balay   ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->mpisize); CHKERRQ(ierr);
1050a7e14dcfSSatish Balay   if (mfqP->mpisize > 1) {
1051a7e14dcfSSatish Balay       VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx); CHKERRQ(ierr);
1052a7e14dcfSSatish Balay       VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin); CHKERRQ(ierr);
1053a7e14dcfSSatish Balay       VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf); CHKERRQ(ierr);
1054a7e14dcfSSatish Balay       VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin); CHKERRQ(ierr);
1055a7e14dcfSSatish Balay       ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc); CHKERRQ(ierr);
1056a7e14dcfSSatish Balay       ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob); CHKERRQ(ierr);
1057a7e14dcfSSatish Balay       ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc); CHKERRQ(ierr);
1058a7e14dcfSSatish Balay       ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob); CHKERRQ(ierr);
1059a7e14dcfSSatish Balay 
1060a7e14dcfSSatish Balay 
1061a7e14dcfSSatish Balay       ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx); CHKERRQ(ierr);
1062a7e14dcfSSatish Balay       ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf); CHKERRQ(ierr);
1063a7e14dcfSSatish Balay 
1064a7e14dcfSSatish Balay       ierr = ISDestroy(&isxloc); CHKERRQ(ierr);
1065a7e14dcfSSatish Balay       ierr = ISDestroy(&isxglob); CHKERRQ(ierr);
1066a7e14dcfSSatish Balay       ierr = ISDestroy(&isfloc); CHKERRQ(ierr);
1067a7e14dcfSSatish Balay       ierr = ISDestroy(&isfglob); CHKERRQ(ierr);
1068a7e14dcfSSatish Balay 
1069a7e14dcfSSatish Balay   }
1070a7e14dcfSSatish Balay 
1071a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
1072a7e14dcfSSatish Balay       KSP       ksp;
1073a7e14dcfSSatish Balay       PC        pc;
1074a7e14dcfSSatish Balay       ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx); CHKERRQ(ierr);
1075a7e14dcfSSatish Balay       ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl); CHKERRQ(ierr);
1076a7e14dcfSSatish Balay       ierr = VecDuplicate(mfqP->subxl,&mfqP->subb); CHKERRQ(ierr);
1077a7e14dcfSSatish Balay       ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu); CHKERRQ(ierr);
1078a7e14dcfSSatish Balay       ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel); CHKERRQ(ierr);
1079a7e14dcfSSatish Balay       ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel); CHKERRQ(ierr);
1080a7e14dcfSSatish Balay       ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao); CHKERRQ(ierr);
1081a7e14dcfSSatish Balay       //ierr = TaoSetType(mfqP->subtao,"tao_bqpip"); CHKERRQ(ierr);
1082a7e14dcfSSatish Balay       ierr = TaoSetType(mfqP->subtao,"tao_tron"); CHKERRQ(ierr);
1083a7e14dcfSSatish Balay       ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_"); CHKERRQ(ierr);
1084a7e14dcfSSatish Balay       ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx); CHKERRQ(ierr);
1085a7e14dcfSSatish Balay       ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP); CHKERRQ(ierr);
1086a7e14dcfSSatish Balay       ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits); CHKERRQ(ierr);
1087a7e14dcfSSatish Balay       ierr = TaoGetKSP(mfqP->subtao,&ksp); CHKERRQ(ierr);
1088a7e14dcfSSatish Balay       if (ksp) {
1089a7e14dcfSSatish Balay 	ierr = KSPGetPC(ksp,&pc); CHKERRQ(ierr);
1090a7e14dcfSSatish Balay 	ierr = PCSetType(pc,PCNONE); CHKERRQ(ierr);
1091a7e14dcfSSatish Balay       }
1092a7e14dcfSSatish Balay       ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu); CHKERRQ(ierr);
1093a7e14dcfSSatish Balay       ierr = TaoSetFromOptions(mfqP->subtao); CHKERRQ(ierr);
1094a7e14dcfSSatish Balay       ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH); CHKERRQ(ierr);
1095a7e14dcfSSatish Balay       ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP); CHKERRQ(ierr);
1096a7e14dcfSSatish Balay 
1097a7e14dcfSSatish Balay   }
1098a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1099a7e14dcfSSatish Balay }
1100a7e14dcfSSatish Balay 
1101a7e14dcfSSatish Balay #undef __FUNCT__
1102a7e14dcfSSatish Balay #define __FUNCT__ "TaoDestroy_POUNDERS"
1103a7e14dcfSSatish Balay static PetscErrorCode TaoDestroy_POUNDERS(TaoSolver tao)
1104a7e14dcfSSatish Balay {
1105a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data;
1106a7e14dcfSSatish Balay   PetscInt i;
1107a7e14dcfSSatish Balay   PetscErrorCode ierr;
1108a7e14dcfSSatish Balay 
1109a7e14dcfSSatish Balay 
1110a7e14dcfSSatish Balay   PetscFunctionBegin;
1111a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
1112a7e14dcfSSatish Balay     ierr = TaoDestroy(&mfqP->subtao); CHKERRQ(ierr);
1113a7e14dcfSSatish Balay     ierr = VecDestroy(&mfqP->subx); CHKERRQ(ierr);
1114a7e14dcfSSatish Balay     ierr = VecDestroy(&mfqP->subxl); CHKERRQ(ierr);
1115a7e14dcfSSatish Balay     ierr = VecDestroy(&mfqP->subxu); CHKERRQ(ierr);
1116a7e14dcfSSatish Balay     ierr = VecDestroy(&mfqP->subb); CHKERRQ(ierr);
1117a7e14dcfSSatish Balay     ierr = VecDestroy(&mfqP->subpdel); CHKERRQ(ierr);
1118a7e14dcfSSatish Balay     ierr = VecDestroy(&mfqP->subndel); CHKERRQ(ierr);
1119a7e14dcfSSatish Balay     ierr = MatDestroy(&mfqP->subH); CHKERRQ(ierr);
1120a7e14dcfSSatish Balay   }
1121a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Fres); CHKERRQ(ierr);
1122a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->RES); CHKERRQ(ierr);
1123a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->work); CHKERRQ(ierr);
1124a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->work2); CHKERRQ(ierr);
1125a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->work3); CHKERRQ(ierr);
1126a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->mwork); CHKERRQ(ierr);
1127a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->omega); CHKERRQ(ierr);
1128a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->beta); CHKERRQ(ierr);
1129a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->alpha); CHKERRQ(ierr);
1130a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->H); CHKERRQ(ierr);
1131a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Q); CHKERRQ(ierr);
1132a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Q_tmp); CHKERRQ(ierr);
1133a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->L); CHKERRQ(ierr);
1134a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->L_tmp); CHKERRQ(ierr);
1135a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->L_save); CHKERRQ(ierr);
1136a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->N); CHKERRQ(ierr);
1137a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->M); CHKERRQ(ierr);
1138a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Z); CHKERRQ(ierr);
1139a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->tau); CHKERRQ(ierr);
1140a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->tau_tmp); CHKERRQ(ierr);
1141a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->npmaxwork); CHKERRQ(ierr);
1142a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->npmaxiwork); CHKERRQ(ierr);
1143a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->xmin); CHKERRQ(ierr);
1144a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->C); CHKERRQ(ierr);
1145a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Fdiff); CHKERRQ(ierr);
1146a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Disp); CHKERRQ(ierr);
1147a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Gres); CHKERRQ(ierr);
1148a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Hres); CHKERRQ(ierr);
1149a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Gpoints); CHKERRQ(ierr);
1150a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->model_indices); CHKERRQ(ierr);
1151a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Xsubproblem); CHKERRQ(ierr);
1152a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Gdel); CHKERRQ(ierr);
1153a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Hdel); CHKERRQ(ierr);
1154a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->indices); CHKERRQ(ierr);
1155a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->iwork); CHKERRQ(ierr);
1156a7e14dcfSSatish Balay 
1157a7e14dcfSSatish Balay   for (i=0;i<mfqP->nHist;i++) {
1158a7e14dcfSSatish Balay       ierr = VecDestroy(&mfqP->Xhist[i]); CHKERRQ(ierr);
1159a7e14dcfSSatish Balay       ierr = VecDestroy(&mfqP->Fhist[i]); CHKERRQ(ierr);
1160a7e14dcfSSatish Balay   }
1161a7e14dcfSSatish Balay   if (mfqP->workxvec) {
1162a7e14dcfSSatish Balay     ierr = VecDestroy(&mfqP->workxvec); CHKERRQ(ierr);
1163a7e14dcfSSatish Balay   }
1164a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Xhist); CHKERRQ(ierr);
1165a7e14dcfSSatish Balay   ierr = PetscFree(mfqP->Fhist); CHKERRQ(ierr);
1166a7e14dcfSSatish Balay 
1167a7e14dcfSSatish Balay   if (mfqP->mpisize > 1) {
1168a7e14dcfSSatish Balay       ierr = VecDestroy(&mfqP->localx);  CHKERRQ(ierr);
1169a7e14dcfSSatish Balay       ierr = VecDestroy(&mfqP->localxmin);  CHKERRQ(ierr);
1170a7e14dcfSSatish Balay       ierr = VecDestroy(&mfqP->localf);  CHKERRQ(ierr);
1171a7e14dcfSSatish Balay       ierr = VecDestroy(&mfqP->localfmin);  CHKERRQ(ierr);
1172a7e14dcfSSatish Balay   }
1173a7e14dcfSSatish Balay 
1174a7e14dcfSSatish Balay 
1175a7e14dcfSSatish Balay 
1176a7e14dcfSSatish Balay   if (tao->data) {
1177a7e14dcfSSatish Balay     ierr = PetscFree(tao->data); CHKERRQ(ierr);
1178a7e14dcfSSatish Balay   }
1179a7e14dcfSSatish Balay   tao->data = PETSC_NULL;
1180a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1181a7e14dcfSSatish Balay }
1182a7e14dcfSSatish Balay 
1183a7e14dcfSSatish Balay #undef __FUNCT__
1184a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetFromOptions_POUNDERS"
1185a7e14dcfSSatish Balay static PetscErrorCode TaoSetFromOptions_POUNDERS(TaoSolver tao)
1186a7e14dcfSSatish Balay {
1187a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data;
1188a7e14dcfSSatish Balay   PetscErrorCode ierr;
1189a7e14dcfSSatish Balay 
1190a7e14dcfSSatish Balay   PetscFunctionBegin;
1191a7e14dcfSSatish Balay   ierr = PetscOptionsHead("POUNDERS method for least-squares optimization"); CHKERRQ(ierr);
1192a7e14dcfSSatish Balay   ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta,0); CHKERRQ(ierr);
1193a7e14dcfSSatish Balay   mfqP->npmax = PETSC_DEFAULT;
1194a7e14dcfSSatish Balay   ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,0); CHKERRQ(ierr);
1195a7e14dcfSSatish Balay   mfqP->usegqt = PETSC_FALSE;
1196a7e14dcfSSatish Balay   ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,0); CHKERRQ(ierr);
1197a7e14dcfSSatish Balay   ierr = PetscOptionsTail(); CHKERRQ(ierr);
1198a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1199a7e14dcfSSatish Balay }
1200a7e14dcfSSatish Balay 
1201a7e14dcfSSatish Balay #undef __FUNCT__
1202a7e14dcfSSatish Balay #define __FUNCT__ "TaoView_POUNDERS"
1203a7e14dcfSSatish Balay static PetscErrorCode TaoView_POUNDERS(TaoSolver tao, PetscViewer viewer)
1204a7e14dcfSSatish Balay {
1205a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1206a7e14dcfSSatish Balay   PetscBool isascii;
1207a7e14dcfSSatish Balay   PetscErrorCode ierr;
1208a7e14dcfSSatish Balay 
1209a7e14dcfSSatish Balay   PetscFunctionBegin;
1210a7e14dcfSSatish Balay 
1211a7e14dcfSSatish Balay   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr);
1212a7e14dcfSSatish Balay   if (isascii) {
1213a7e14dcfSSatish Balay     ierr = PetscViewerASCIIPushTab(viewer); CHKERRQ(ierr);
1214a7e14dcfSSatish Balay     if (mfqP->usegqt) {
1215a7e14dcfSSatish Balay       ierr = PetscViewerASCIIPrintf(viewer, "Subproblem solver: gqt\n");
1216a7e14dcfSSatish Balay     } else {
1217a7e14dcfSSatish Balay       ierr = PetscViewerASCIIPrintf(viewer, "Subproblem solver: tron\n");
1218a7e14dcfSSatish Balay     }
1219a7e14dcfSSatish Balay     ierr = PetscViewerASCIIPopTab(viewer); CHKERRQ(ierr);
1220a7e14dcfSSatish Balay   } else {
1221a7e14dcfSSatish Balay     SETERRQ1(((PetscObject)tao)->comm,PETSC_ERR_SUP,"Viewer type %s not supported for TAO NLS",((PetscObject)viewer)->type_name);
1222a7e14dcfSSatish Balay   }
1223a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1224a7e14dcfSSatish Balay }
1225a7e14dcfSSatish Balay 
1226a7e14dcfSSatish Balay EXTERN_C_BEGIN
1227a7e14dcfSSatish Balay #undef __FUNCT__
1228a7e14dcfSSatish Balay #define __FUNCT__ "TaoCreate_POUNDERS"
1229a7e14dcfSSatish Balay PetscErrorCode TaoCreate_POUNDERS(TaoSolver tao)
1230a7e14dcfSSatish Balay {
1231a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data;
1232a7e14dcfSSatish Balay   PetscErrorCode ierr;
1233a7e14dcfSSatish Balay 
1234a7e14dcfSSatish Balay   PetscFunctionBegin;
1235a7e14dcfSSatish Balay 
1236a7e14dcfSSatish Balay   tao->ops->setup = TaoSetUp_POUNDERS;
1237a7e14dcfSSatish Balay   tao->ops->solve = TaoSolve_POUNDERS;
1238a7e14dcfSSatish Balay   tao->ops->view = TaoView_POUNDERS;
1239a7e14dcfSSatish Balay   tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS;
1240a7e14dcfSSatish Balay   tao->ops->destroy = TaoDestroy_POUNDERS;
1241a7e14dcfSSatish Balay 
1242a7e14dcfSSatish Balay 
1243*3c9e27cfSGeoffrey Irving   ierr = PetscNewLog(tao,&mfqP); CHKERRQ(ierr);
1244a7e14dcfSSatish Balay   tao->data = (void*)mfqP;
1245a7e14dcfSSatish Balay   tao->max_it = 2000;
1246a7e14dcfSSatish Balay   tao->max_funcs = 4000;
1247a7e14dcfSSatish Balay   tao->fatol = 1e-8;
1248a7e14dcfSSatish Balay   tao->frtol = 1e-8;
1249a7e14dcfSSatish Balay   mfqP->delta = 0.1;
1250a7e14dcfSSatish Balay   mfqP->deltamax=1e3;
1251a7e14dcfSSatish Balay   mfqP->deltamin=1e-6;
1252a7e14dcfSSatish Balay   mfqP->c2 = 100.0;
1253a7e14dcfSSatish Balay   mfqP->theta1=1e-5;
1254a7e14dcfSSatish Balay   mfqP->theta2=1e-4;
1255a7e14dcfSSatish Balay   mfqP->gamma0=0.5;
1256a7e14dcfSSatish Balay   mfqP->gamma1=2.0;
1257a7e14dcfSSatish Balay   mfqP->eta0 = 0.0;
1258a7e14dcfSSatish Balay   mfqP->eta1 = 0.1;
1259a7e14dcfSSatish Balay   mfqP->gqt_rtol = 0.001;
1260a7e14dcfSSatish Balay   mfqP->gqt_maxits = 50;
1261a7e14dcfSSatish Balay   mfqP->workxvec = 0;
1262a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1263a7e14dcfSSatish Balay }
1264a7e14dcfSSatish Balay EXTERN_C_END
1265a7e14dcfSSatish Balay 
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