1aaa7dc30SBarry Smith #include <../src/tao/leastsquares/impls/pounders/pounders.h> 2a7e14dcfSSatish Balay 3a7e14dcfSSatish Balay #undef __FUNCT__ 4a7e14dcfSSatish Balay #define __FUNCT__ "pounders_h" 5ffad9901SBarry Smith static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) 6a7e14dcfSSatish Balay { 7a7e14dcfSSatish Balay PetscFunctionBegin; 8a7e14dcfSSatish Balay PetscFunctionReturn(0); 9a7e14dcfSSatish Balay } 10a7e14dcfSSatish Balay #undef __FUNCT__ 11a7e14dcfSSatish Balay #define __FUNCT__ "pounders_fg" 12441846f8SBarry Smith static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) 13a7e14dcfSSatish Balay { 14a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; 15a7e14dcfSSatish Balay PetscReal d1,d2; 16a7e14dcfSSatish Balay PetscErrorCode ierr; 17f06e3bfaSBarry Smith 18a7e14dcfSSatish Balay PetscFunctionBegin; 19a7e14dcfSSatish Balay /* g = A*x (add b later)*/ 20a7e14dcfSSatish Balay ierr = MatMult(mfqP->subH,x,g);CHKERRQ(ierr); 21a7e14dcfSSatish Balay 22a7e14dcfSSatish Balay /* f = 1/2 * x'*(Ax) + b'*x */ 23a7e14dcfSSatish Balay ierr = VecDot(x,g,&d1);CHKERRQ(ierr); 24a7e14dcfSSatish Balay ierr = VecDot(mfqP->subb,x,&d2);CHKERRQ(ierr); 25a7e14dcfSSatish Balay *f = 0.5 *d1 + d2; 26a7e14dcfSSatish Balay 27a7e14dcfSSatish Balay /* now g = g + b */ 28a7e14dcfSSatish Balay ierr = VecAXPY(g, 1.0, mfqP->subb);CHKERRQ(ierr); 29a7e14dcfSSatish Balay PetscFunctionReturn(0); 30a7e14dcfSSatish Balay } 31f06e3bfaSBarry Smith 32a7e14dcfSSatish Balay #undef __FUNCT__ 33a7e14dcfSSatish Balay #define __FUNCT__ "gqtwrap" 34441846f8SBarry Smith PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin) 35a7e14dcfSSatish Balay { 36a7e14dcfSSatish Balay PetscErrorCode ierr; 376f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 386f4723b1SBarry Smith PetscReal atol=1.0e-5; 396f4723b1SBarry Smith #else 40a7e14dcfSSatish Balay PetscReal atol=1.0e-10; 416f4723b1SBarry Smith #endif 42a7e14dcfSSatish Balay PetscInt info,its; 43a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 44a7e14dcfSSatish Balay 45a7e14dcfSSatish Balay PetscFunctionBegin; 46a7e14dcfSSatish Balay if (! mfqP->usegqt) { 47a7e14dcfSSatish Balay PetscReal maxval; 48a7e14dcfSSatish Balay PetscInt i,j; 49a7e14dcfSSatish Balay 50a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 51a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->subb);CHKERRQ(ierr); 52a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->subb);CHKERRQ(ierr); 53a7e14dcfSSatish Balay 54a7e14dcfSSatish Balay ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr); 55a7e14dcfSSatish Balay 56a7e14dcfSSatish Balay ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr); 57a7e14dcfSSatish Balay ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr); 58a7e14dcfSSatish Balay 59a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 60a7e14dcfSSatish Balay for (j=i;j<mfqP->n;j++) { 61a7e14dcfSSatish Balay mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; 62a7e14dcfSSatish Balay } 63a7e14dcfSSatish Balay } 64302440fdSBarry Smith ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES);CHKERRQ(ierr); 65a7e14dcfSSatish Balay ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 66a7e14dcfSSatish Balay ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 67a7e14dcfSSatish Balay 68a7e14dcfSSatish Balay ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr); 69a7e14dcfSSatish Balay ierr = TaoSetTolerances(mfqP->subtao,PETSC_DEFAULT,PETSC_DEFAULT,*gnorm,*gnorm,PETSC_DEFAULT);CHKERRQ(ierr); 70a7e14dcfSSatish Balay /* enforce bound constraints -- experimental */ 71a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 72a7e14dcfSSatish Balay ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr); 73a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr); 74a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr); 75a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr); 76a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr); 77a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr); 78a7e14dcfSSatish Balay 79a7e14dcfSSatish Balay ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr); 80a7e14dcfSSatish Balay ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr); 81a7e14dcfSSatish Balay } else { 82a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr); 83a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr); 84a7e14dcfSSatish Balay } 85a7e14dcfSSatish Balay /* Make sure xu > xl */ 86a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 87a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 886c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 89f06e3bfaSBarry Smith if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem"); 90a7e14dcfSSatish Balay /* Make sure xu > tao->solution > xl */ 91a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 92a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 936c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 94f06e3bfaSBarry Smith if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem"); 95a7e14dcfSSatish Balay 96a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 97a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 986c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 99f06e3bfaSBarry Smith if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem"); 100a7e14dcfSSatish Balay 101a7e14dcfSSatish Balay ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr); 1026c23d075SBarry Smith ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr); 103a7e14dcfSSatish Balay 104a7e14dcfSSatish Balay /* test bounds post-solution*/ 105a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 106a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 1076c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 108a7e14dcfSSatish Balay if (maxval > 1e-5) { 109955c1f14SBarry Smith ierr = PetscInfo(tao,"subproblem solution < lower bound\n");CHKERRQ(ierr); 110a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 111a7e14dcfSSatish Balay } 112a7e14dcfSSatish Balay 113a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 114a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 1156c23d075SBarry Smith ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 116a7e14dcfSSatish Balay if (maxval > 1e-5) { 117302440fdSBarry Smith ierr = PetscInfo(tao,"subproblem solution > upper bound\n");CHKERRQ(ierr); 118a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 119a7e14dcfSSatish Balay } 120a7e14dcfSSatish Balay } else { 121f06e3bfaSBarry Smith gqt(mfqP->n,mfqP->Hres,mfqP->n,mfqP->Gres,1.0,mfqP->gqt_rtol,atol,mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its,mfqP->work,mfqP->work2, mfqP->work3); 122a7e14dcfSSatish Balay } 123a7e14dcfSSatish Balay *qmin *= -1; 124a7e14dcfSSatish Balay PetscFunctionReturn(0); 125a7e14dcfSSatish Balay } 126a7e14dcfSSatish Balay 127a7e14dcfSSatish Balay #undef __FUNCT__ 128a7e14dcfSSatish Balay #define __FUNCT__ "phi2eval" 129f06e3bfaSBarry Smith PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) 130f06e3bfaSBarry Smith { 131a7e14dcfSSatish Balay /* Phi = .5*[x(1)^2 sqrt(2)*x(1)*x(2) ... sqrt(2)*x(1)*x(n) ... x(2)^2 sqrt(2)*x(2)*x(3) .. x(n)^2] */ 132a7e14dcfSSatish Balay PetscInt i,j,k; 133a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 134f06e3bfaSBarry Smith 135a7e14dcfSSatish Balay PetscFunctionBegin; 136a7e14dcfSSatish Balay j=0; 137a7e14dcfSSatish Balay for (i=0;i<n;i++) { 138a7e14dcfSSatish Balay phi[j] = 0.5 * x[i]*x[i]; 139a7e14dcfSSatish Balay j++; 140a7e14dcfSSatish Balay for (k=i+1;k<n;k++) { 141a7e14dcfSSatish Balay phi[j] = x[i]*x[k]/sqrt2; 142a7e14dcfSSatish Balay j++; 143a7e14dcfSSatish Balay } 144a7e14dcfSSatish Balay } 145a7e14dcfSSatish Balay PetscFunctionReturn(0); 146a7e14dcfSSatish Balay } 147a7e14dcfSSatish Balay 148a7e14dcfSSatish Balay #undef __FUNCT__ 149a7e14dcfSSatish Balay #define __FUNCT__ "getquadpounders" 150f06e3bfaSBarry Smith PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) 151f06e3bfaSBarry Smith { 152a7e14dcfSSatish Balay /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' 153a7e14dcfSSatish Balay that satisfies the interpolation conditions Q(X[:,j]) = f(j) 154a7e14dcfSSatish Balay for j=1,...,m and with a Hessian matrix of least Frobenius norm */ 155a7e14dcfSSatish Balay 156a7e14dcfSSatish Balay /* NB --we are ignoring c */ 157a7e14dcfSSatish Balay PetscInt i,j,k,num,np = mfqP->nmodelpoints; 158a7e14dcfSSatish Balay PetscReal one = 1.0,zero=0.0,negone=-1.0; 159a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax; 160a7e14dcfSSatish Balay PetscBLASInt blasnplus1 = mfqP->n+1; 161a7e14dcfSSatish Balay PetscBLASInt blasnp = np; 162a7e14dcfSSatish Balay PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; 163a7e14dcfSSatish Balay PetscBLASInt blasint2 = np - mfqP->n-1; 164f06e3bfaSBarry Smith PetscBLASInt info,ione=1; 165a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 166a7e14dcfSSatish Balay 167a7e14dcfSSatish Balay PetscFunctionBegin; 168a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->m;i++) { 169a7e14dcfSSatish Balay mfqP->Gdel[i] = 0; 170a7e14dcfSSatish Balay } 171a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) { 172a7e14dcfSSatish Balay mfqP->Hdel[i] = 0; 173a7e14dcfSSatish Balay } 174a7e14dcfSSatish Balay 175a7e14dcfSSatish Balay /* factor M */ 1761f4a0ff5SJason Sarich PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info)); 177f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %d\n",info); 178a7e14dcfSSatish Balay 179a7e14dcfSSatish Balay if (np == mfqP->n+1) { 180a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax-mfqP->n-1;i++) { 181a7e14dcfSSatish Balay mfqP->omega[i]=0.0; 182a7e14dcfSSatish Balay } 183a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) { 184a7e14dcfSSatish Balay mfqP->beta[i]=0.0; 185a7e14dcfSSatish Balay } 186a7e14dcfSSatish Balay } else { 187a7e14dcfSSatish Balay /* Let Ltmp = (L'*L) */ 1880cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemm",BLASgemm_("T","N",&blasint2,&blasint2,&blasint,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&zero,mfqP->L_tmp,&blasint)); 189a7e14dcfSSatish Balay 190a7e14dcfSSatish Balay /* factor Ltmp */ 1910cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info)); 192f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %d\n",info); 193a7e14dcfSSatish Balay } 194a7e14dcfSSatish Balay 195a7e14dcfSSatish Balay for (k=0;k<mfqP->m;k++) { 196a7e14dcfSSatish Balay if (np != mfqP->n+1) { 197a7e14dcfSSatish Balay /* Solve L'*L*Omega = Z' * RESk*/ 1980cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione)); 1990cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info)); 200f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %d\n",info); 201a7e14dcfSSatish Balay 202a7e14dcfSSatish Balay /* Beta = L*Omega */ 2030cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione)); 204a7e14dcfSSatish Balay } 205a7e14dcfSSatish Balay 206a7e14dcfSSatish Balay /* solve M'*Alpha = RESk - N'*Beta */ 2070cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione)); 2080cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info)); 209f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %d\n",info); 210a7e14dcfSSatish Balay 211a7e14dcfSSatish Balay /* Gdel(:,k) = Alpha(2:n+1) */ 212a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 213a7e14dcfSSatish Balay mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; 214a7e14dcfSSatish Balay } 215a7e14dcfSSatish Balay 216a7e14dcfSSatish Balay /* Set Hdels */ 217a7e14dcfSSatish Balay num=0; 218a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 219a7e14dcfSSatish Balay /* H[i,i,k] = Beta(num) */ 220a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; 221a7e14dcfSSatish Balay num++; 222a7e14dcfSSatish Balay for (j=i+1;j<mfqP->n;j++) { 223a7e14dcfSSatish Balay /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ 224a7e14dcfSSatish Balay mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 225a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 226a7e14dcfSSatish Balay num++; 227a7e14dcfSSatish Balay } 228a7e14dcfSSatish Balay } 229a7e14dcfSSatish Balay } 230a7e14dcfSSatish Balay PetscFunctionReturn(0); 231a7e14dcfSSatish Balay } 232a7e14dcfSSatish Balay 233a7e14dcfSSatish Balay #undef __FUNCT__ 234a7e14dcfSSatish Balay #define __FUNCT__ "morepoints" 235f06e3bfaSBarry Smith PetscErrorCode morepoints(TAO_POUNDERS *mfqP) 236f06e3bfaSBarry Smith { 237a7e14dcfSSatish Balay /* Assumes mfqP->model_indices[0] is minimum index 238a7e14dcfSSatish Balay Finishes adding points to mfqP->model_indices (up to npmax) 239a7e14dcfSSatish Balay Computes L,Z,M,N 240a7e14dcfSSatish Balay np is actual number of points in model (should equal npmax?) */ 241a7e14dcfSSatish Balay PetscInt point,i,j,offset; 242a7e14dcfSSatish Balay PetscInt reject; 243f06e3bfaSBarry Smith PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; 2445e081366SBarry Smith const PetscReal *x; 2455e081366SBarry Smith PetscReal normd; 246a7e14dcfSSatish Balay PetscErrorCode ierr; 247a7e14dcfSSatish Balay 248f06e3bfaSBarry Smith PetscFunctionBegin; 249a7e14dcfSSatish Balay /* Initialize M,N */ 250a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 2515e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 252a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*i] = 1.0; 253a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 254a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 255a7e14dcfSSatish Balay } 2565e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 257a7e14dcfSSatish Balay ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]);CHKERRQ(ierr); 258a7e14dcfSSatish Balay } 259a7e14dcfSSatish Balay 260a7e14dcfSSatish Balay /* Now we add points until we have npmax starting with the most recent ones */ 261a7e14dcfSSatish Balay point = mfqP->nHist-1; 262a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 263a7e14dcfSSatish Balay while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { 264a7e14dcfSSatish Balay /* Reject any points already in the model */ 265a7e14dcfSSatish Balay reject = 0; 266a7e14dcfSSatish Balay for (j=0;j<mfqP->n+1;j++) { 267a7e14dcfSSatish Balay if (point == mfqP->model_indices[j]) { 268a7e14dcfSSatish Balay reject = 1; 269a7e14dcfSSatish Balay break; 270a7e14dcfSSatish Balay } 271a7e14dcfSSatish Balay } 272a7e14dcfSSatish Balay 273a7e14dcfSSatish Balay /* Reject if norm(d) >c2 */ 274a7e14dcfSSatish Balay if (!reject) { 275a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec);CHKERRQ(ierr); 276a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 277a7e14dcfSSatish Balay ierr = VecNorm(mfqP->workxvec,NORM_2,&normd);CHKERRQ(ierr); 278a7e14dcfSSatish Balay normd /= mfqP->delta; 279a7e14dcfSSatish Balay if (normd > mfqP->c2) { 280a7e14dcfSSatish Balay reject =1; 281a7e14dcfSSatish Balay } 282a7e14dcfSSatish Balay } 283f06e3bfaSBarry Smith if (reject){ 284a7e14dcfSSatish Balay point--; 285a7e14dcfSSatish Balay continue; 286a7e14dcfSSatish Balay } 287a7e14dcfSSatish Balay 2885e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 289a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; 290a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 291a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 292a7e14dcfSSatish Balay } 2935e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 294a7e14dcfSSatish Balay ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]);CHKERRQ(ierr); 295a7e14dcfSSatish Balay 296a7e14dcfSSatish Balay /* Update QR factorization */ 297a7e14dcfSSatish Balay /* Copy M' to Q_tmp */ 298a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 299a7e14dcfSSatish Balay for (j=0;j<mfqP->npmax;j++) { 300a7e14dcfSSatish Balay mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; 301a7e14dcfSSatish Balay } 302a7e14dcfSSatish Balay } 303a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints+1; 304a7e14dcfSSatish Balay /* Q_tmp,R = qr(M') */ 305a7e14dcfSSatish Balay blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); 3060cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info)); 307f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %d\n",info); 308a7e14dcfSSatish Balay 309a7e14dcfSSatish Balay /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ 310a7e14dcfSSatish Balay /* L = N*Qtmp */ 311a7e14dcfSSatish Balay blasint2 = mfqP->n * (mfqP->n+1) / 2; 312a7e14dcfSSatish Balay /* Copy N to L_tmp */ 313a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) { 314a7e14dcfSSatish Balay mfqP->L_tmp[i]= mfqP->N[i]; 315a7e14dcfSSatish Balay } 316a7e14dcfSSatish Balay /* Copy L_save to L_tmp */ 317a7e14dcfSSatish Balay 318a7e14dcfSSatish Balay /* L_tmp = N*Qtmp' */ 3190cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info)); 320f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 321a7e14dcfSSatish Balay 322a7e14dcfSSatish Balay /* Copy L_tmp to L_save */ 323a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 324a7e14dcfSSatish Balay mfqP->L_save[i] = mfqP->L_tmp[i]; 325a7e14dcfSSatish Balay } 326a7e14dcfSSatish Balay 327a7e14dcfSSatish Balay /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ 328a7e14dcfSSatish Balay blasint = mfqP->nmodelpoints - mfqP->n; 329f36434efSSatish Balay ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr); 3300cbffdbaSBarry 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)); 331f36434efSSatish Balay ierr = PetscFPTrapPop();CHKERRQ(ierr); 332f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %d\n",info); 333a7e14dcfSSatish Balay 334a7e14dcfSSatish Balay if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { 335a7e14dcfSSatish Balay /* accept point */ 336a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = point; 337a7e14dcfSSatish Balay /* Copy Q_tmp to Q */ 338a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax* mfqP->npmax;i++) { 339a7e14dcfSSatish Balay mfqP->Q[i] = mfqP->Q_tmp[i]; 340a7e14dcfSSatish Balay } 341a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++){ 342a7e14dcfSSatish Balay mfqP->tau[i] = mfqP->tau_tmp[i]; 343a7e14dcfSSatish Balay } 344a7e14dcfSSatish Balay mfqP->nmodelpoints++; 3451f4a0ff5SJason Sarich blasnp = mfqP->nmodelpoints; 346a7e14dcfSSatish Balay 347a7e14dcfSSatish Balay /* Copy L_save to L */ 348a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 349a7e14dcfSSatish Balay mfqP->L[i] = mfqP->L_save[i]; 350a7e14dcfSSatish Balay } 351a7e14dcfSSatish Balay } 352a7e14dcfSSatish Balay point--; 353a7e14dcfSSatish Balay } 354a7e14dcfSSatish Balay 355a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints; 356a7e14dcfSSatish Balay /* Copy Q(:,n+2:np) to Z */ 357a7e14dcfSSatish Balay /* First set Q_tmp to I */ 358a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax*mfqP->npmax;i++) { 359a7e14dcfSSatish Balay mfqP->Q_tmp[i] = 0.0; 360a7e14dcfSSatish Balay } 361a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++) { 362a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; 363a7e14dcfSSatish Balay } 364a7e14dcfSSatish Balay 365a7e14dcfSSatish Balay /* Q_tmp = I * Q */ 3660cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info)); 367f06e3bfaSBarry Smith if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 368a7e14dcfSSatish Balay 369a7e14dcfSSatish Balay /* Copy Q_tmp(:,n+2:np) to Z) */ 370a7e14dcfSSatish Balay offset = mfqP->npmax * (mfqP->n+1); 371a7e14dcfSSatish Balay for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) { 372a7e14dcfSSatish Balay mfqP->Z[i-offset] = mfqP->Q_tmp[i]; 373a7e14dcfSSatish Balay } 374a7e14dcfSSatish Balay 375a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n + 1) { 376a7e14dcfSSatish Balay /* Set L to I_{n+1} */ 377a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 378a7e14dcfSSatish Balay mfqP->L[i] = 0.0; 379a7e14dcfSSatish Balay } 380a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 381a7e14dcfSSatish Balay mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; 382a7e14dcfSSatish Balay } 383a7e14dcfSSatish Balay } 384a7e14dcfSSatish Balay PetscFunctionReturn(0); 385a7e14dcfSSatish Balay } 386a7e14dcfSSatish Balay 387a7e14dcfSSatish Balay #undef __FUNCT__ 388a7e14dcfSSatish Balay #define __FUNCT__ "addpoint" 389a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ 390441846f8SBarry Smith PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) 391a7e14dcfSSatish Balay { 392a7e14dcfSSatish Balay PetscErrorCode ierr; 393f06e3bfaSBarry Smith 394a7e14dcfSSatish Balay PetscFunctionBegin; 395a7e14dcfSSatish Balay /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ 396a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 397a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES);CHKERRQ(ierr); 398a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 399a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 400a7e14dcfSSatish Balay ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 401a7e14dcfSSatish Balay 402a7e14dcfSSatish Balay /* Project into feasible region */ 403a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 404f06e3bfaSBarry Smith ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 405a7e14dcfSSatish Balay } 406a7e14dcfSSatish Balay 407a7e14dcfSSatish Balay /* Compute value of new vector */ 408a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 409a7e14dcfSSatish Balay CHKMEMQ; 410a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 411a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 412f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 413a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 414a7e14dcfSSatish Balay 415a7e14dcfSSatish Balay /* Add new vector to model */ 416a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; 417a7e14dcfSSatish Balay mfqP->nmodelpoints++; 418a7e14dcfSSatish Balay mfqP->nHist++; 419a7e14dcfSSatish Balay PetscFunctionReturn(0); 420a7e14dcfSSatish Balay } 421a7e14dcfSSatish Balay 422a7e14dcfSSatish Balay #undef __FUNCT__ 423a7e14dcfSSatish Balay #define __FUNCT__ "modelimprove" 424441846f8SBarry Smith PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) 425f06e3bfaSBarry Smith { 426a7e14dcfSSatish Balay /* modeld = Q(:,np+1:n)' */ 427a7e14dcfSSatish Balay PetscErrorCode ierr; 428a7e14dcfSSatish Balay PetscInt i,j,minindex=0; 429e270355aSBarry Smith PetscReal dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY; 430a7e14dcfSSatish Balay PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; 431a7e14dcfSSatish Balay PetscBLASInt blas1=1,blasnmax = mfqP->nmax; 432f06e3bfaSBarry Smith 433a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 434a7e14dcfSSatish Balay /* Qtmp = I(n x n) */ 435a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 436a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 437a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; 438a7e14dcfSSatish Balay } 439a7e14dcfSSatish Balay } 440a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 441a7e14dcfSSatish Balay mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; 442a7e14dcfSSatish Balay } 443a7e14dcfSSatish Balay 444a7e14dcfSSatish Balay /* Qtmp = Q * I */ 4450cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info)); 446a7e14dcfSSatish Balay 447a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i<mfqP->n;i++) { 448a7e14dcfSSatish Balay dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1); 449a7e14dcfSSatish Balay if (dp>0.0) { /* Model says use the other direction! */ 450a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 451a7e14dcfSSatish Balay mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; 452a7e14dcfSSatish Balay } 453a7e14dcfSSatish Balay } 454a7e14dcfSSatish Balay /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ 455a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 456a7e14dcfSSatish Balay mfqP->work2[j] = mfqP->Gres[j]; 457a7e14dcfSSatish Balay } 4580cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1)); 459f06e3bfaSBarry Smith mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1); 460a7e14dcfSSatish Balay if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { 461a7e14dcfSSatish Balay minindex=i; 462a7e14dcfSSatish Balay minvalue = mfqP->work[i]; 463a7e14dcfSSatish Balay } 464a7e14dcfSSatish Balay if (addallpoints != 0) { 465a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,i);CHKERRQ(ierr); 466a7e14dcfSSatish Balay } 467a7e14dcfSSatish Balay } 468a7e14dcfSSatish Balay if (!addallpoints) { 469a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,minindex);CHKERRQ(ierr); 470a7e14dcfSSatish Balay } 471a7e14dcfSSatish Balay PetscFunctionReturn(0); 472a7e14dcfSSatish Balay } 473a7e14dcfSSatish Balay 474a7e14dcfSSatish Balay 475a7e14dcfSSatish Balay #undef __FUNCT__ 476a7e14dcfSSatish Balay #define __FUNCT__ "affpoints" 477f06e3bfaSBarry Smith PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c) 478f06e3bfaSBarry Smith { 479a7e14dcfSSatish Balay PetscInt i,j; 480a7e14dcfSSatish Balay PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; 481a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; 482a7e14dcfSSatish Balay PetscReal proj,normd; 4835e081366SBarry Smith const PetscReal *x; 484a7e14dcfSSatish Balay PetscErrorCode ierr; 485a7e14dcfSSatish Balay 486f06e3bfaSBarry Smith PetscFunctionBegin; 487a7e14dcfSSatish Balay for (i=mfqP->nHist-1;i>=0;i--) { 4885e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 489a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 490a7e14dcfSSatish Balay mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; 491a7e14dcfSSatish Balay } 4925e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 4930cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione)); 494a7e14dcfSSatish Balay normd = BLASnrm2_(&blasn,mfqP->work,&ione); 495a7e14dcfSSatish Balay if (normd <= c*c) { 49629c6e7daSBarry Smith blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0); 497a7e14dcfSSatish Balay if (!mfqP->q_is_I) { 498a7e14dcfSSatish Balay /* project D onto null */ 499a7e14dcfSSatish Balay blask=(mfqP->nmodelpoints); 5000cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info)); 501f06e3bfaSBarry Smith if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %d\n",info); 502a7e14dcfSSatish Balay } 503a7e14dcfSSatish Balay proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione); 504a7e14dcfSSatish Balay 505a7e14dcfSSatish Balay if (proj >= mfqP->theta1) { /* add this index to model */ 506a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints]=i; 507a7e14dcfSSatish Balay mfqP->nmodelpoints++; 5080cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione)); 509a7e14dcfSSatish Balay blask=mfqP->npmax*(mfqP->nmodelpoints); 5100cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione)); 511a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 512a7e14dcfSSatish Balay blasmaxmn = PetscMax(mfqP->m,mfqP->n); 5130cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info)); 514f06e3bfaSBarry Smith if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %d\n",info); 515a7e14dcfSSatish Balay mfqP->q_is_I = 0; 516a7e14dcfSSatish Balay } 517a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 518a7e14dcfSSatish Balay break; 519a7e14dcfSSatish Balay } 520a7e14dcfSSatish Balay } 521a7e14dcfSSatish Balay } 522babe810cSJason Sarich 523a7e14dcfSSatish Balay PetscFunctionReturn(0); 524a7e14dcfSSatish Balay } 525f06e3bfaSBarry Smith 526a7e14dcfSSatish Balay #undef __FUNCT__ 527a7e14dcfSSatish Balay #define __FUNCT__ "TaoSolve_POUNDERS" 528441846f8SBarry Smith static PetscErrorCode TaoSolve_POUNDERS(Tao tao) 529a7e14dcfSSatish Balay { 530a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 5318931d482SJason Sarich PetscInt i,ii,j,k,l; 532a7e14dcfSSatish Balay PetscReal step=1.0; 533e4cb33bbSBarry Smith TaoConvergedReason reason = TAO_CONTINUE_ITERATING; 534a7e14dcfSSatish Balay PetscInt low,high; 535a7e14dcfSSatish Balay PetscReal minnorm; 5365e081366SBarry Smith PetscReal *x,*f; 5375e081366SBarry Smith const PetscReal *xmint,*fmin; 538a7e14dcfSSatish Balay PetscReal cres,deltaold; 539a7e14dcfSSatish Balay PetscReal gnorm; 540a7e14dcfSSatish Balay PetscBLASInt info,ione=1,iblas; 541ff2b74efSJason Sarich PetscBool valid,same; 542a7e14dcfSSatish Balay PetscReal mdec, rho, normxsp; 543a7e14dcfSSatish Balay PetscReal one=1.0,zero=0.0,ratio; 544a7e14dcfSSatish Balay PetscBLASInt blasm,blasn,blasnpmax,blasn2; 545a7e14dcfSSatish Balay PetscErrorCode ierr; 546a7bbbda8SBarry Smith static PetscBool set = PETSC_FALSE; 547a7e14dcfSSatish Balay 548a7e14dcfSSatish Balay /* n = # of parameters 549a7e14dcfSSatish Balay m = dimension (components) of function */ 550a7e14dcfSSatish Balay PetscFunctionBegin; 551a7bbbda8SBarry Smith ierr = PetscCitationsRegister("@article{UNEDF0,\n" 552a7bbbda8SBarry Smith "title = {Nuclear energy density optimization},\n" 553a7bbbda8SBarry Smith "author = {Kortelainen, M. and Lesinski, T. and Mor\'e, J. and Nazarewicz, W.\n" 554a7bbbda8SBarry Smith " and Sarich, J. and Schunck, N. and Stoitsov, M. V. and Wild, S. },\n" 555a7bbbda8SBarry Smith "journal = {Phys. Rev. C},\n" 556a7bbbda8SBarry Smith "volume = {82},\n" 557a7bbbda8SBarry Smith "number = {2},\n" 558a7bbbda8SBarry Smith "pages = {024313},\n" 559a7bbbda8SBarry Smith "numpages = {18},\n" 560a7bbbda8SBarry Smith "year = {2010},\n" 561a7bbbda8SBarry Smith "month = {Aug},\n" 562302440fdSBarry Smith "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set);CHKERRQ(ierr); 563e6d4cb7fSJason Sarich tao->niter=0; 564a7e14dcfSSatish Balay if (tao->XL && tao->XU) { 565a7e14dcfSSatish Balay /* Check x0 <= XU */ 566a7e14dcfSSatish Balay PetscReal val; 567a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 568a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 5696c23d075SBarry Smith ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 570f06e3bfaSBarry Smith if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound"); 571a7e14dcfSSatish Balay 572a7e14dcfSSatish Balay /* Check x0 >= xl */ 573a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->Xhist[0]);CHKERRQ(ierr); 574a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution);CHKERRQ(ierr); 5756c23d075SBarry Smith ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 576f06e3bfaSBarry Smith if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound"); 577f06e3bfaSBarry Smith 578a7e14dcfSSatish Balay /* Check x0 + delta < XU -- should be able to get around this eventually */ 579a7e14dcfSSatish Balay 580a7e14dcfSSatish Balay ierr = VecSet(mfqP->Xhist[0],mfqP->delta);CHKERRQ(ierr); 581a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution);CHKERRQ(ierr); 582a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 5836c23d075SBarry Smith ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 584f06e3bfaSBarry Smith if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound"); 585a7e14dcfSSatish Balay } 586a7e14dcfSSatish Balay 587a7e14dcfSSatish Balay CHKMEMQ; 588a7e14dcfSSatish Balay blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; 589a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0; 590a7e14dcfSSatish Balay 591a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 592a7e14dcfSSatish Balay CHKMEMQ; 593a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,tao->solution,mfqP->Fhist[0]);CHKERRQ(ierr); 594a7e14dcfSSatish Balay 595a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[0],NORM_2,&mfqP->Fres[0]);CHKERRQ(ierr); 596f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[0])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 597a7e14dcfSSatish Balay mfqP->Fres[0]*=mfqP->Fres[0]; 598a7e14dcfSSatish Balay mfqP->minindex = 0; 599a7e14dcfSSatish Balay minnorm = mfqP->Fres[0]; 600e6d4cb7fSJason Sarich ierr = TaoMonitor(tao, tao->niter, minnorm, PETSC_INFINITY, 0.0, step, &reason);CHKERRQ(ierr); 601e6d4cb7fSJason Sarich tao->niter++; 602ff2b74efSJason Sarich 603a7e14dcfSSatish Balay ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high);CHKERRQ(ierr); 604a7e14dcfSSatish Balay for (i=1;i<mfqP->n+1;i++) { 605a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[i]);CHKERRQ(ierr); 606a7e14dcfSSatish Balay if (i-1 >= low && i-1 < high) { 607a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 608a7e14dcfSSatish Balay x[i-1-low] += mfqP->delta; 609a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 610a7e14dcfSSatish Balay } 611a7e14dcfSSatish Balay CHKMEMQ; 612a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[i],mfqP->Fhist[i]);CHKERRQ(ierr); 613a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[i],NORM_2,&mfqP->Fres[i]);CHKERRQ(ierr); 614f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[i])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 615a7e14dcfSSatish Balay mfqP->Fres[i]*=mfqP->Fres[i]; 616a7e14dcfSSatish Balay if (mfqP->Fres[i] < minnorm) { 617a7e14dcfSSatish Balay mfqP->minindex = i; 618a7e14dcfSSatish Balay minnorm = mfqP->Fres[i]; 619a7e14dcfSSatish Balay } 620a7e14dcfSSatish Balay } 621a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 622a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 623a7e14dcfSSatish Balay /* Gather mpi vecs to one big local vec */ 624a7e14dcfSSatish Balay 625a7e14dcfSSatish Balay /* Begin serial code */ 626a7e14dcfSSatish Balay 627a7e14dcfSSatish Balay /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 628a7e14dcfSSatish Balay /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 629a7e14dcfSSatish Balay /* (Column oriented for blas calls) */ 630a7e14dcfSSatish Balay ii=0; 631a7e14dcfSSatish Balay 632f40bd260SBarry Smith if (mfqP->size == 1) { 6335e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 634a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 6355e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 6365e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 637a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 638a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 639a7e14dcfSSatish Balay 640a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 641a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 642a7e14dcfSSatish Balay mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 643a7e14dcfSSatish Balay } 644a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 645a7e14dcfSSatish Balay 646a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 647a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 648a7e14dcfSSatish Balay mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 649a7e14dcfSSatish Balay } 650a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 651a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 652a7e14dcfSSatish Balay 653a7e14dcfSSatish Balay } 654a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 655a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 656a7e14dcfSSatish Balay } 6575e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 658a7e14dcfSSatish Balay } else { 659a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 660a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 6615e081366SBarry Smith ierr = VecGetArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 662a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 6635e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 664a7e14dcfSSatish Balay 665a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 666a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 6675e081366SBarry Smith ierr = VecGetArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 668a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 669a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 670a7e14dcfSSatish Balay 671a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 672f06e3bfaSBarry Smith ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 673f06e3bfaSBarry Smith ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 674a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localx,&x);CHKERRQ(ierr); 675a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 676a7e14dcfSSatish Balay mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 677a7e14dcfSSatish Balay } 678a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localx,&x);CHKERRQ(ierr); 679a7e14dcfSSatish Balay 680f06e3bfaSBarry Smith ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 681f06e3bfaSBarry Smith ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 682a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localf,&f);CHKERRQ(ierr); 683a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 684a7e14dcfSSatish Balay mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j]; 685a7e14dcfSSatish Balay } 686a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localf,&f);CHKERRQ(ierr); 687a7e14dcfSSatish Balay } 688a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 689a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 690a7e14dcfSSatish Balay } 6915e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 692a7e14dcfSSatish Balay } 693a7e14dcfSSatish Balay 694a7e14dcfSSatish Balay /* Determine the initial quadratic models */ 695a7e14dcfSSatish Balay /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ 696a7e14dcfSSatish Balay /* D (nxn) Fdiff (nxm) => G (nxm) */ 697a7e14dcfSSatish Balay blasn2 = blasn; 6980cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasn2,&info)); 699f06e3bfaSBarry Smith ierr = PetscInfo1(tao,"gesv returned %d\n",info);CHKERRQ(ierr); 700a7e14dcfSSatish Balay 701a7e14dcfSSatish Balay cres = minnorm; 702a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' G (nxm) Fk (m) */ 7030cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); 704a7e14dcfSSatish Balay 705a7e14dcfSSatish Balay /* Hres = G*G' */ 7060cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn)); 707a7e14dcfSSatish Balay 708a7e14dcfSSatish Balay valid = PETSC_TRUE; 709a7e14dcfSSatish Balay 710a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 711302440fdSBarry Smith ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); 712302440fdSBarry Smith ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); 713a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 714a7e14dcfSSatish Balay gnorm *= mfqP->delta; 715a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 7168931d482SJason Sarich ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 717a7e14dcfSSatish Balay mfqP->nHist = mfqP->n+1; 718a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 719a7e14dcfSSatish Balay 720a7e14dcfSSatish Balay while (reason == TAO_CONTINUE_ITERATING) { 721a7e14dcfSSatish Balay PetscReal gnm = 1e-4; 7228931d482SJason Sarich tao->niter++; 723a7e14dcfSSatish Balay /* Solve the subproblem min{Q(s): ||s|| <= delta} */ 724a7e14dcfSSatish Balay ierr = gqtwrap(tao,&gnm,&mdec);CHKERRQ(ierr); 725a7e14dcfSSatish Balay /* Evaluate the function at the new point */ 726a7e14dcfSSatish Balay 727a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 728a7e14dcfSSatish Balay mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; 729a7e14dcfSSatish Balay } 730a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 731a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 732a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES);CHKERRQ(ierr); 733a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 734a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 735a7e14dcfSSatish Balay 736a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 737a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 738f06e3bfaSBarry Smith if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 739a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 740a7e14dcfSSatish Balay rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; 741a7e14dcfSSatish Balay mfqP->nHist++; 742a7e14dcfSSatish Balay 743a7e14dcfSSatish Balay /* Update the center */ 744a7e14dcfSSatish Balay if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { 745a7e14dcfSSatish Balay /* Update model to reflect new base point */ 746a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 747a7e14dcfSSatish Balay mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; 748a7e14dcfSSatish Balay } 749a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 750a7e14dcfSSatish Balay /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; 751a7e14dcfSSatish Balay G(:,j) = G(:,j) + H(:,:,j)*work' */ 752a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 753a7e14dcfSSatish Balay mfqP->work2[k]=0.0; 754a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 755a7e14dcfSSatish Balay mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; 756a7e14dcfSSatish Balay } 757a7e14dcfSSatish Balay } 758a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 759a7e14dcfSSatish Balay mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); 760a7e14dcfSSatish Balay mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; 761a7e14dcfSSatish Balay } 762a7e14dcfSSatish Balay } 763a7e14dcfSSatish Balay /* Cres += work*Gres + .5*work*Hres*work'; 764a7e14dcfSSatish Balay Gres += Hres*work'; */ 765a7e14dcfSSatish Balay 7660cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione)); 767babe810cSJason Sarich for (i=0;i<mfqP->n;i++) { 768a7e14dcfSSatish Balay cres += mfqP->work[i]*(mfqP->Gres[i] + 0.5*mfqP->work2[i]); 769a7e14dcfSSatish Balay mfqP->Gres[i] += mfqP->work2[i]; 770a7e14dcfSSatish Balay } 771a7e14dcfSSatish Balay mfqP->minindex = mfqP->nHist-1; 772a7e14dcfSSatish Balay minnorm = mfqP->Fres[mfqP->minindex]; 773ff2b74efSJason Sarich ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 774a7e14dcfSSatish Balay /* Change current center */ 7755e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 776a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 777a7e14dcfSSatish Balay mfqP->xmin[i] = xmint[i]; 778a7e14dcfSSatish Balay } 7795e081366SBarry Smith ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 780a7e14dcfSSatish Balay } 781a7e14dcfSSatish Balay 782a7e14dcfSSatish Balay /* Evaluate at a model-improving point if necessary */ 783a7e14dcfSSatish Balay if (valid == PETSC_FALSE) { 784a7e14dcfSSatish Balay mfqP->q_is_I = 1; 7858a35fac9SJason Sarich mfqP->nmodelpoints = 0; 786a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 787a7e14dcfSSatish Balay if (mfqP->nmodelpoints < mfqP->n) { 788955c1f14SBarry Smith ierr = PetscInfo(tao,"Model not valid -- model-improving\n");CHKERRQ(ierr); 789a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,1);CHKERRQ(ierr); 790a7e14dcfSSatish Balay } 791a7e14dcfSSatish Balay } 792a7e14dcfSSatish Balay 793a7e14dcfSSatish Balay /* Update the trust region radius */ 794a7e14dcfSSatish Balay deltaold = mfqP->delta; 795a7e14dcfSSatish Balay normxsp = 0; 796a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 797a7e14dcfSSatish Balay normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; 798a7e14dcfSSatish Balay } 799a7e14dcfSSatish Balay normxsp = PetscSqrtReal(normxsp); 800a7e14dcfSSatish Balay if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { 801a7e14dcfSSatish Balay mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); 802a7e14dcfSSatish Balay } else if (valid == PETSC_TRUE) { 803a7e14dcfSSatish Balay mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); 804a7e14dcfSSatish Balay } 805a7e14dcfSSatish Balay 806a7e14dcfSSatish Balay /* Compute the next interpolation set */ 807a7e14dcfSSatish Balay mfqP->q_is_I = 1; 808a7e14dcfSSatish Balay mfqP->nmodelpoints=0; 809a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 810a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 811a7e14dcfSSatish Balay valid = PETSC_TRUE; 812a7e14dcfSSatish Balay } else { 813a7e14dcfSSatish Balay valid = PETSC_FALSE; 814a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2);CHKERRQ(ierr); 815a7e14dcfSSatish Balay if (mfqP->n > mfqP->nmodelpoints) { 816955c1f14SBarry Smith ierr = PetscInfo(tao,"Model not valid -- adding geometry points\n");CHKERRQ(ierr); 817a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints);CHKERRQ(ierr); 818a7e14dcfSSatish Balay } 819a7e14dcfSSatish Balay } 820a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i>0;i--) { 821a7e14dcfSSatish Balay mfqP->model_indices[i] = mfqP->model_indices[i-1]; 822a7e14dcfSSatish Balay } 823a7e14dcfSSatish Balay mfqP->nmodelpoints++; 824a7e14dcfSSatish Balay mfqP->model_indices[0] = mfqP->minindex; 825a7e14dcfSSatish Balay ierr = morepoints(mfqP);CHKERRQ(ierr); 826a7e14dcfSSatish Balay for (i=0;i<mfqP->nmodelpoints;i++) { 827a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 828a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 829a7e14dcfSSatish Balay mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; 830a7e14dcfSSatish Balay } 831a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 832a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 833a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 834a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 835a7e14dcfSSatish Balay mfqP->work[k]=0.0; 836a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 837a7e14dcfSSatish Balay mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; 838a7e14dcfSSatish Balay } 839a7e14dcfSSatish Balay } 840a7e14dcfSSatish 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]; 841a7e14dcfSSatish Balay } 842a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 843a7e14dcfSSatish Balay } 844a7e14dcfSSatish Balay 845a7e14dcfSSatish Balay /* Update the quadratic model */ 846a7e14dcfSSatish Balay ierr = getquadpounders(mfqP);CHKERRQ(ierr); 8475e081366SBarry Smith ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 8480cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione)); 849a7e14dcfSSatish Balay /* G = G*(delta/deltaold) + Gdel */ 850a7e14dcfSSatish Balay ratio = mfqP->delta/deltaold; 851a7e14dcfSSatish Balay iblas = blasm*blasn; 8520cbffdbaSBarry Smith PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione)); 8530cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione)); 854a7e14dcfSSatish Balay /* H = H*(delta/deltaold) + Hdel */ 855a7e14dcfSSatish Balay iblas = blasm*blasn*blasn; 856a7e14dcfSSatish Balay ratio *= ratio; 8570cbffdbaSBarry Smith PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione)); 8580cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione)); 859a7e14dcfSSatish Balay 860a7e14dcfSSatish Balay /* Get residuals */ 861a7e14dcfSSatish Balay cres = mfqP->Fres[mfqP->minindex]; 862a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' */ 8630cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); 864a7e14dcfSSatish Balay /* Hres = sum i=1..m {F(xkin,i)*H(:,:,i)} + G*G' */ 8650cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn)); 866a7e14dcfSSatish Balay 867a7e14dcfSSatish Balay iblas = mfqP->n*mfqP->n; 868a7e14dcfSSatish Balay 869a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 8700cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&fmin[j],&mfqP->H[j],&blasm,mfqP->Hres,&ione)); 871a7e14dcfSSatish Balay } 872a7e14dcfSSatish Balay 873a7e14dcfSSatish Balay /* Export solution and gradient residual to TAO */ 874a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 875a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 876302440fdSBarry Smith ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); 877302440fdSBarry Smith ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); 878a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 879a7e14dcfSSatish Balay gnorm *= mfqP->delta; 880a7e14dcfSSatish Balay /* final criticality test */ 8818931d482SJason Sarich ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 882ff2b74efSJason Sarich /* test for repeated model */ 883c9376581SJason Sarich if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) { 884c9376581SJason Sarich same = PETSC_TRUE; 885c9376581SJason Sarich } else { 886c9376581SJason Sarich same = PETSC_FALSE; 887c9376581SJason Sarich } 888ff2b74efSJason Sarich for (i=0;i<mfqP->nmodelpoints;i++) { 889c9376581SJason Sarich if (same) { 890c9376581SJason Sarich if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) { 891c9376581SJason Sarich same = PETSC_TRUE; 892c9376581SJason Sarich } else { 893c9376581SJason Sarich same = PETSC_FALSE; 894c9376581SJason Sarich } 895c9376581SJason Sarich } 896ff2b74efSJason Sarich mfqP->last_model_indices[i] = mfqP->model_indices[i]; 897ff2b74efSJason Sarich } 898ff2b74efSJason Sarich mfqP->last_nmodelpoints = mfqP->nmodelpoints; 899ff2b74efSJason Sarich if (same && mfqP->delta == deltaold) { 900955c1f14SBarry Smith ierr = PetscInfo(tao,"Identical model used in successive iterations\n");CHKERRQ(ierr); 901ff2b74efSJason Sarich reason = TAO_CONVERGED_STEPTOL; 9025d72676cSJason Sarich tao->reason = TAO_CONVERGED_STEPTOL; 903ff2b74efSJason Sarich } 904a7e14dcfSSatish Balay } 905a7e14dcfSSatish Balay PetscFunctionReturn(0); 906a7e14dcfSSatish Balay } 907a7e14dcfSSatish Balay 908a7e14dcfSSatish Balay #undef __FUNCT__ 909a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetUp_POUNDERS" 910441846f8SBarry Smith static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) 911a7e14dcfSSatish Balay { 912a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 913a7e14dcfSSatish Balay PetscInt i; 914a7e14dcfSSatish Balay IS isfloc,isfglob,isxloc,isxglob; 915a7e14dcfSSatish Balay PetscErrorCode ierr; 916a7e14dcfSSatish Balay 917a7e14dcfSSatish Balay PetscFunctionBegin; 918a7e14dcfSSatish Balay if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); } 919a7e14dcfSSatish Balay if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); } 920a7e14dcfSSatish Balay ierr = VecGetSize(tao->solution,&mfqP->n);CHKERRQ(ierr); 921a7e14dcfSSatish Balay ierr = VecGetSize(tao->sep_objective,&mfqP->m);CHKERRQ(ierr); 922a7e14dcfSSatish Balay mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); 923a7e14dcfSSatish Balay if (mfqP->npmax == PETSC_DEFAULT) { 924a7e14dcfSSatish Balay mfqP->npmax = 2*mfqP->n + 1; 925a7e14dcfSSatish Balay } 926a7e14dcfSSatish Balay mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); 927a7e14dcfSSatish Balay mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); 928a7e14dcfSSatish Balay 929854ce69bSBarry Smith ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Xhist);CHKERRQ(ierr); 930854ce69bSBarry Smith ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fhist);CHKERRQ(ierr); 931a7e14dcfSSatish Balay for (i=0;i<mfqP->n +1;i++) { 932a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]);CHKERRQ(ierr); 933a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]);CHKERRQ(ierr); 934a7e14dcfSSatish Balay } 935a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->workxvec);CHKERRQ(ierr); 936a7e14dcfSSatish Balay mfqP->nHist = 0; 937a7e14dcfSSatish Balay 938854ce69bSBarry Smith ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fres);CHKERRQ(ierr); 9390e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES);CHKERRQ(ierr); 9400e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->work);CHKERRQ(ierr); 9410e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->work2);CHKERRQ(ierr); 9420e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->work3);CHKERRQ(ierr); 9430e660641SBarry Smith ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork);CHKERRQ(ierr); 944854ce69bSBarry Smith ierr = PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega);CHKERRQ(ierr); 945854ce69bSBarry Smith ierr = PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta);CHKERRQ(ierr); 946854ce69bSBarry Smith ierr = PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha);CHKERRQ(ierr); 947a7e14dcfSSatish Balay 9480e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H);CHKERRQ(ierr); 9490e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q);CHKERRQ(ierr); 9500e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp);CHKERRQ(ierr); 9510e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L);CHKERRQ(ierr); 9520e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp);CHKERRQ(ierr); 9530e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save);CHKERRQ(ierr); 9540e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N);CHKERRQ(ierr); 9550e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M);CHKERRQ(ierr); 9560e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z);CHKERRQ(ierr); 9570e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau);CHKERRQ(ierr); 9580e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp);CHKERRQ(ierr); 959a7e14dcfSSatish Balay mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); 9600e660641SBarry Smith ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork);CHKERRQ(ierr); 9610e660641SBarry Smith ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork);CHKERRQ(ierr); 9620e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->xmin);CHKERRQ(ierr); 9630e660641SBarry Smith ierr = PetscMalloc1(mfqP->m,&mfqP->C);CHKERRQ(ierr); 9640e660641SBarry Smith ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff);CHKERRQ(ierr); 9650e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp);CHKERRQ(ierr); 9660e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->Gres);CHKERRQ(ierr); 9670e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres);CHKERRQ(ierr); 9680e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints);CHKERRQ(ierr); 9690e660641SBarry Smith ierr = PetscMalloc1(mfqP->npmax,&mfqP->model_indices);CHKERRQ(ierr); 970ff2b74efSJason Sarich ierr = PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices);CHKERRQ(ierr); 9710e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->Xsubproblem);CHKERRQ(ierr); 9720e660641SBarry Smith ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel);CHKERRQ(ierr); 9730e660641SBarry Smith ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel);CHKERRQ(ierr); 9740e660641SBarry Smith ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices);CHKERRQ(ierr); 9750e660641SBarry Smith ierr = PetscMalloc1(mfqP->n,&mfqP->iwork);CHKERRQ(ierr); 976a7e14dcfSSatish Balay for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) { 977a7e14dcfSSatish Balay mfqP->indices[i] = i; 978a7e14dcfSSatish Balay } 979f40bd260SBarry Smith ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size);CHKERRQ(ierr); 980f40bd260SBarry Smith if (mfqP->size > 1) { 981a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx);CHKERRQ(ierr); 982a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin);CHKERRQ(ierr); 983a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf);CHKERRQ(ierr); 984a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin);CHKERRQ(ierr); 985a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc);CHKERRQ(ierr); 986a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob);CHKERRQ(ierr); 987a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc);CHKERRQ(ierr); 988a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob);CHKERRQ(ierr); 989a7e14dcfSSatish Balay 990a7e14dcfSSatish Balay 991a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx);CHKERRQ(ierr); 992a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf);CHKERRQ(ierr); 993a7e14dcfSSatish Balay 994a7e14dcfSSatish Balay ierr = ISDestroy(&isxloc);CHKERRQ(ierr); 995a7e14dcfSSatish Balay ierr = ISDestroy(&isxglob);CHKERRQ(ierr); 996a7e14dcfSSatish Balay ierr = ISDestroy(&isfloc);CHKERRQ(ierr); 997a7e14dcfSSatish Balay ierr = ISDestroy(&isfglob);CHKERRQ(ierr); 998a7e14dcfSSatish Balay } 999a7e14dcfSSatish Balay 1000a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1001a7e14dcfSSatish Balay KSP ksp; 1002a7e14dcfSSatish Balay PC pc; 1003a7e14dcfSSatish Balay ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx);CHKERRQ(ierr); 1004a7e14dcfSSatish Balay ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl);CHKERRQ(ierr); 1005a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subb);CHKERRQ(ierr); 1006a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu);CHKERRQ(ierr); 1007a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel);CHKERRQ(ierr); 1008a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel);CHKERRQ(ierr); 1009a7e14dcfSSatish Balay ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao);CHKERRQ(ierr); 101058417fe7SBarry Smith ierr = TaoSetType(mfqP->subtao,TAOTRON);CHKERRQ(ierr); 1011a7e14dcfSSatish Balay ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_");CHKERRQ(ierr); 1012a7e14dcfSSatish Balay ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx);CHKERRQ(ierr); 1013a7e14dcfSSatish Balay ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP);CHKERRQ(ierr); 1014a7e14dcfSSatish Balay ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits);CHKERRQ(ierr); 1015ff2b74efSJason Sarich ierr = TaoSetFromOptions(mfqP->subtao);CHKERRQ(ierr); 1016a7e14dcfSSatish Balay ierr = TaoGetKSP(mfqP->subtao,&ksp);CHKERRQ(ierr); 1017a7e14dcfSSatish Balay if (ksp) { 1018a7e14dcfSSatish Balay ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr); 1019a7e14dcfSSatish Balay ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr); 1020a7e14dcfSSatish Balay } 1021a7e14dcfSSatish Balay ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu);CHKERRQ(ierr); 1022a7e14dcfSSatish Balay ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH);CHKERRQ(ierr); 1023a7e14dcfSSatish Balay ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP);CHKERRQ(ierr); 1024a7e14dcfSSatish Balay } 1025a7e14dcfSSatish Balay PetscFunctionReturn(0); 1026a7e14dcfSSatish Balay } 1027a7e14dcfSSatish Balay 1028a7e14dcfSSatish Balay #undef __FUNCT__ 1029a7e14dcfSSatish Balay #define __FUNCT__ "TaoDestroy_POUNDERS" 1030441846f8SBarry Smith static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) 1031a7e14dcfSSatish Balay { 1032a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1033a7e14dcfSSatish Balay PetscInt i; 1034a7e14dcfSSatish Balay PetscErrorCode ierr; 1035a7e14dcfSSatish Balay 1036a7e14dcfSSatish Balay PetscFunctionBegin; 1037a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1038a7e14dcfSSatish Balay ierr = TaoDestroy(&mfqP->subtao);CHKERRQ(ierr); 1039a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subx);CHKERRQ(ierr); 1040a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxl);CHKERRQ(ierr); 1041a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxu);CHKERRQ(ierr); 1042a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subb);CHKERRQ(ierr); 1043a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subpdel);CHKERRQ(ierr); 1044a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subndel);CHKERRQ(ierr); 1045a7e14dcfSSatish Balay ierr = MatDestroy(&mfqP->subH);CHKERRQ(ierr); 1046a7e14dcfSSatish Balay } 1047a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fres);CHKERRQ(ierr); 1048a7e14dcfSSatish Balay ierr = PetscFree(mfqP->RES);CHKERRQ(ierr); 1049a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work);CHKERRQ(ierr); 1050a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work2);CHKERRQ(ierr); 1051a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work3);CHKERRQ(ierr); 1052a7e14dcfSSatish Balay ierr = PetscFree(mfqP->mwork);CHKERRQ(ierr); 1053a7e14dcfSSatish Balay ierr = PetscFree(mfqP->omega);CHKERRQ(ierr); 1054a7e14dcfSSatish Balay ierr = PetscFree(mfqP->beta);CHKERRQ(ierr); 1055a7e14dcfSSatish Balay ierr = PetscFree(mfqP->alpha);CHKERRQ(ierr); 1056a7e14dcfSSatish Balay ierr = PetscFree(mfqP->H);CHKERRQ(ierr); 1057a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q);CHKERRQ(ierr); 1058a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q_tmp);CHKERRQ(ierr); 1059a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L);CHKERRQ(ierr); 1060a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_tmp);CHKERRQ(ierr); 1061a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_save);CHKERRQ(ierr); 1062a7e14dcfSSatish Balay ierr = PetscFree(mfqP->N);CHKERRQ(ierr); 1063a7e14dcfSSatish Balay ierr = PetscFree(mfqP->M);CHKERRQ(ierr); 1064a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Z);CHKERRQ(ierr); 1065a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau);CHKERRQ(ierr); 1066a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau_tmp);CHKERRQ(ierr); 1067a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxwork);CHKERRQ(ierr); 1068a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxiwork);CHKERRQ(ierr); 1069a7e14dcfSSatish Balay ierr = PetscFree(mfqP->xmin);CHKERRQ(ierr); 1070a7e14dcfSSatish Balay ierr = PetscFree(mfqP->C);CHKERRQ(ierr); 1071a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fdiff);CHKERRQ(ierr); 1072a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Disp);CHKERRQ(ierr); 1073a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gres);CHKERRQ(ierr); 1074a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hres);CHKERRQ(ierr); 1075a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gpoints);CHKERRQ(ierr); 1076a7e14dcfSSatish Balay ierr = PetscFree(mfqP->model_indices);CHKERRQ(ierr); 1077ff2b74efSJason Sarich ierr = PetscFree(mfqP->last_model_indices);CHKERRQ(ierr); 1078a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xsubproblem);CHKERRQ(ierr); 1079a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gdel);CHKERRQ(ierr); 1080a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hdel);CHKERRQ(ierr); 1081a7e14dcfSSatish Balay ierr = PetscFree(mfqP->indices);CHKERRQ(ierr); 1082a7e14dcfSSatish Balay ierr = PetscFree(mfqP->iwork);CHKERRQ(ierr); 1083a7e14dcfSSatish Balay 1084a7e14dcfSSatish Balay for (i=0;i<mfqP->nHist;i++) { 1085a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Xhist[i]);CHKERRQ(ierr); 1086a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Fhist[i]);CHKERRQ(ierr); 1087a7e14dcfSSatish Balay } 1088a7e14dcfSSatish Balay if (mfqP->workxvec) { 1089a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->workxvec);CHKERRQ(ierr); 1090a7e14dcfSSatish Balay } 1091a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xhist);CHKERRQ(ierr); 1092a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fhist);CHKERRQ(ierr); 1093a7e14dcfSSatish Balay 1094f40bd260SBarry Smith if (mfqP->size > 1) { 1095a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localx);CHKERRQ(ierr); 1096a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localxmin);CHKERRQ(ierr); 1097a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localf);CHKERRQ(ierr); 1098a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localfmin);CHKERRQ(ierr); 1099a7e14dcfSSatish Balay } 1100a7e14dcfSSatish Balay ierr = PetscFree(tao->data);CHKERRQ(ierr); 1101a7e14dcfSSatish Balay PetscFunctionReturn(0); 1102a7e14dcfSSatish Balay } 1103a7e14dcfSSatish Balay 1104a7e14dcfSSatish Balay #undef __FUNCT__ 1105a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetFromOptions_POUNDERS" 1106*4416b707SBarry Smith static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionItems *PetscOptionsObject,Tao tao) 1107a7e14dcfSSatish Balay { 1108a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1109a7e14dcfSSatish Balay PetscErrorCode ierr; 1110a7e14dcfSSatish Balay 1111a7e14dcfSSatish Balay PetscFunctionBegin; 11121a1499c8SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"POUNDERS method for least-squares optimization");CHKERRQ(ierr); 111394ae4db5SBarry Smith ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL);CHKERRQ(ierr); 1114ff2b74efSJason Sarich mfqP->delta = mfqP->delta0; 1115a7e14dcfSSatish Balay mfqP->npmax = PETSC_DEFAULT; 111694ae4db5SBarry Smith ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL);CHKERRQ(ierr); 1117a7e14dcfSSatish Balay mfqP->usegqt = PETSC_FALSE; 111894ae4db5SBarry Smith ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL);CHKERRQ(ierr); 1119a7e14dcfSSatish Balay ierr = PetscOptionsTail();CHKERRQ(ierr); 1120a7e14dcfSSatish Balay PetscFunctionReturn(0); 1121a7e14dcfSSatish Balay } 1122a7e14dcfSSatish Balay 1123a7e14dcfSSatish Balay #undef __FUNCT__ 1124a7e14dcfSSatish Balay #define __FUNCT__ "TaoView_POUNDERS" 1125441846f8SBarry Smith static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) 1126a7e14dcfSSatish Balay { 1127a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 1128a7e14dcfSSatish Balay PetscBool isascii; 11298931d482SJason Sarich PetscInt nits; 1130a7e14dcfSSatish Balay PetscErrorCode ierr; 1131a7e14dcfSSatish Balay 1132a7e14dcfSSatish Balay PetscFunctionBegin; 1133a7e14dcfSSatish Balay ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 1134a7e14dcfSSatish Balay if (isascii) { 1135a7e14dcfSSatish Balay ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); 113627699ca2SBarry Smith ierr = PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0);CHKERRQ(ierr); 113727699ca2SBarry Smith ierr = PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta);CHKERRQ(ierr); 113827699ca2SBarry Smith ierr = PetscViewerASCIIPrintf(viewer, "model points: %D\n",mfqP->nmodelpoints);CHKERRQ(ierr); 1139a7e14dcfSSatish Balay if (mfqP->usegqt) { 1140ff2b74efSJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n");CHKERRQ(ierr); 1141a7e14dcfSSatish Balay } else { 1142ff2b74efSJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: %s\n",((PetscObject)mfqP->subtao)->type_name);CHKERRQ(ierr); 11438931d482SJason Sarich ierr = TaoGetTotalIterationNumber(mfqP->subtao,&nits);CHKERRQ(ierr); 11448931d482SJason Sarich ierr = PetscViewerASCIIPrintf(viewer, "total subproblem iterations: %D\n",nits);CHKERRQ(ierr); 1145a7e14dcfSSatish Balay } 1146a7e14dcfSSatish Balay ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); 1147a7e14dcfSSatish Balay } 1148a7e14dcfSSatish Balay PetscFunctionReturn(0); 1149a7e14dcfSSatish Balay } 11501eb8069cSJason Sarich /*MC 11511eb8069cSJason Sarich TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares 11521eb8069cSJason Sarich 11531eb8069cSJason Sarich Options Database Keys: 11541eb8069cSJason Sarich + -tao_pounders_delta - initial step length 11551eb8069cSJason Sarich . -tao_pounders_npmax - maximum number of points in model 11561eb8069cSJason Sarich - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON 11571eb8069cSJason Sarich 11581eb8069cSJason Sarich Level: beginner 11591eb8069cSJason Sarich 11601eb8069cSJason Sarich M*/ 1161a7e14dcfSSatish Balay 1162a7e14dcfSSatish Balay #undef __FUNCT__ 1163a7e14dcfSSatish Balay #define __FUNCT__ "TaoCreate_POUNDERS" 1164728e0ed0SBarry Smith PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) 1165a7e14dcfSSatish Balay { 1166a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1167a7e14dcfSSatish Balay PetscErrorCode ierr; 1168a7e14dcfSSatish Balay 1169a7e14dcfSSatish Balay PetscFunctionBegin; 1170a7e14dcfSSatish Balay tao->ops->setup = TaoSetUp_POUNDERS; 1171a7e14dcfSSatish Balay tao->ops->solve = TaoSolve_POUNDERS; 1172a7e14dcfSSatish Balay tao->ops->view = TaoView_POUNDERS; 1173a7e14dcfSSatish Balay tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; 1174a7e14dcfSSatish Balay tao->ops->destroy = TaoDestroy_POUNDERS; 1175a7e14dcfSSatish Balay 11763c9e27cfSGeoffrey Irving ierr = PetscNewLog(tao,&mfqP);CHKERRQ(ierr); 1177a7e14dcfSSatish Balay tao->data = (void*)mfqP; 11786552cf8aSJason Sarich /* Override default settings (unless already changed) */ 11796552cf8aSJason Sarich if (!tao->max_it_changed) tao->max_it = 2000; 11806552cf8aSJason Sarich if (!tao->max_funcs_changed) tao->max_funcs = 4000; 11816f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 11826552cf8aSJason Sarich if (!tao->fatol_changed) tao->fatol = 1.0e-4; 11836552cf8aSJason Sarich if (!tao->frtol_changed) tao->frtol = 1.0e-4; 11846f4723b1SBarry Smith mfqP->deltamin=1e-3; 11856f4723b1SBarry Smith #else 11866552cf8aSJason Sarich if (!tao->fatol_changed) tao->fatol = 1.0e-8; 11876552cf8aSJason Sarich if (!tao->frtol_changed) tao->frtol = 1.0e-8; 11886f4723b1SBarry Smith mfqP->deltamin=1e-6; 11896f4723b1SBarry Smith #endif 1190ff2b74efSJason Sarich mfqP->delta0 = 0.1; 1191a7e14dcfSSatish Balay mfqP->delta = 0.1; 1192a7e14dcfSSatish Balay mfqP->deltamax=1e3; 1193a7e14dcfSSatish Balay mfqP->c2 = 100.0; 1194a7e14dcfSSatish Balay mfqP->theta1=1e-5; 1195a7e14dcfSSatish Balay mfqP->theta2=1e-4; 1196a7e14dcfSSatish Balay mfqP->gamma0=0.5; 1197a7e14dcfSSatish Balay mfqP->gamma1=2.0; 1198a7e14dcfSSatish Balay mfqP->eta0 = 0.0; 1199a7e14dcfSSatish Balay mfqP->eta1 = 0.1; 1200a7e14dcfSSatish Balay mfqP->gqt_rtol = 0.001; 1201a7e14dcfSSatish Balay mfqP->gqt_maxits = 50; 1202a7e14dcfSSatish Balay mfqP->workxvec = 0; 1203a7e14dcfSSatish Balay PetscFunctionReturn(0); 1204a7e14dcfSSatish Balay } 1205728e0ed0SBarry Smith 1206a7e14dcfSSatish Balay 1207