1aaa7dc30SBarry Smith #include <../src/tao/leastsquares/impls/pounders/pounders.h> 2a7e14dcfSSatish Balay 3ffad9901SBarry Smith static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) 4a7e14dcfSSatish Balay { 5a7e14dcfSSatish Balay PetscFunctionBegin; 6a7e14dcfSSatish Balay PetscFunctionReturn(0); 7a7e14dcfSSatish Balay } 8ca88a2e0STodd Munson 9441846f8SBarry Smith static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) 10a7e14dcfSSatish Balay { 11a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; 12a7e14dcfSSatish Balay PetscReal d1,d2; 13f06e3bfaSBarry Smith 14a7e14dcfSSatish Balay PetscFunctionBegin; 15a7e14dcfSSatish Balay /* g = A*x (add b later)*/ 16*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatMult(mfqP->subH,x,g)); 17a7e14dcfSSatish Balay 18a7e14dcfSSatish Balay /* f = 1/2 * x'*(Ax) + b'*x */ 19*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDot(x,g,&d1)); 20*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDot(mfqP->subb,x,&d2)); 21a7e14dcfSSatish Balay *f = 0.5 *d1 + d2; 22a7e14dcfSSatish Balay 23a7e14dcfSSatish Balay /* now g = g + b */ 24*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(g, 1.0, mfqP->subb)); 25a7e14dcfSSatish Balay PetscFunctionReturn(0); 26a7e14dcfSSatish Balay } 27ca88a2e0STodd Munson 28125ddc8aSJason Sarich static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum) 29125ddc8aSJason Sarich { 30125ddc8aSJason Sarich TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 31125ddc8aSJason Sarich PetscInt i,row,col; 32125ddc8aSJason Sarich PetscReal fr,fc; 33691b26d3SBarry Smith 34125ddc8aSJason Sarich PetscFunctionBegin; 35*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoComputeResidual(tao,x,F)); 36737f463aSAlp Dener if (tao->res_weights_v) { 37*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecPointwiseMult(mfqP->workfvec,tao->res_weights_v,F)); 38*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDot(mfqP->workfvec,mfqP->workfvec,fsum)); 39737f463aSAlp Dener } else if (tao->res_weights_w) { 40125ddc8aSJason Sarich *fsum=0; 41737f463aSAlp Dener for (i=0;i<tao->res_weights_n;i++) { 42737f463aSAlp Dener row=tao->res_weights_rows[i]; 43737f463aSAlp Dener col=tao->res_weights_cols[i]; 44*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetValues(F,1,&row,&fr)); 45*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetValues(F,1,&col,&fc)); 46737f463aSAlp Dener *fsum += tao->res_weights_w[i]*fc*fr; 47125ddc8aSJason Sarich } 48125ddc8aSJason Sarich } else { 49*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDot(F,F,fsum)); 50125ddc8aSJason Sarich } 51*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Least-squares residual norm: %20.19e\n",(double)*fsum)); 523c859ba3SBarry Smith PetscCheck(!PetscIsInfOrNanReal(*fsum),PETSC_COMM_SELF,PETSC_ERR_USER, "User provided compute function generated Inf or NaN"); 53125ddc8aSJason Sarich PetscFunctionReturn(0); 54125ddc8aSJason Sarich } 55f06e3bfaSBarry Smith 56691b26d3SBarry Smith static PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin) 57a7e14dcfSSatish Balay { 586f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE) 596f4723b1SBarry Smith PetscReal atol=1.0e-5; 606f4723b1SBarry Smith #else 61a7e14dcfSSatish Balay PetscReal atol=1.0e-10; 626f4723b1SBarry Smith #endif 63a7e14dcfSSatish Balay PetscInt info,its; 64a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 65a7e14dcfSSatish Balay 66a7e14dcfSSatish Balay PetscFunctionBegin; 67a7e14dcfSSatish Balay if (!mfqP->usegqt) { 68a7e14dcfSSatish Balay PetscReal maxval; 69a7e14dcfSSatish Balay PetscInt i,j; 70a7e14dcfSSatish Balay 71*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES)); 72*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(mfqP->subb)); 73*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(mfqP->subb)); 74a7e14dcfSSatish Balay 75*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(mfqP->subx,0.0)); 76a7e14dcfSSatish Balay 77*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(mfqP->subndel,-1.0)); 78*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(mfqP->subpdel,+1.0)); 79a7e14dcfSSatish Balay 80ce902467SBarry Smith /* Complete the lower triangle of the Hessian matrix */ 81a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 82ce902467SBarry Smith for (j=i+1;j<mfqP->n;j++) { 83a7e14dcfSSatish Balay mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; 84a7e14dcfSSatish Balay } 85a7e14dcfSSatish Balay } 86*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES)); 87*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY)); 88*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY)); 89a7e14dcfSSatish Balay 90*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoResetStatistics(mfqP->subtao)); 91*5f80ce2aSJacob Faibussowitsch /* CHKERRQ(TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT)); */ 92a7e14dcfSSatish Balay /* enforce bound constraints -- experimental */ 93a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 94*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(tao->XU,mfqP->subxu)); 95*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->subxu,-1.0,tao->solution)); 96*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScale(mfqP->subxu,1.0/mfqP->delta)); 97*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(tao->XL,mfqP->subxl)); 98*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->subxl,-1.0,tao->solution)); 99*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScale(mfqP->subxl,1.0/mfqP->delta)); 100a7e14dcfSSatish Balay 101*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel)); 102*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel)); 103a7e14dcfSSatish Balay } else { 104*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->subpdel,mfqP->subxu)); 105*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->subndel,mfqP->subxl)); 106a7e14dcfSSatish Balay } 107a7e14dcfSSatish Balay /* Make sure xu > xl */ 108*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->subxl,mfqP->subpdel)); 109*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu)); 110*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->subpdel,NULL,&maxval)); 1113c859ba3SBarry Smith PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"upper bound < lower bound in subproblem"); 112a7e14dcfSSatish Balay /* Make sure xu > tao->solution > xl */ 113*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->subxl,mfqP->subpdel)); 114*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->subpdel,-1.0,mfqP->subx)); 115*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->subpdel,NULL,&maxval)); 1163c859ba3SBarry Smith PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"initial guess < lower bound in subproblem"); 117a7e14dcfSSatish Balay 118*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->subx,mfqP->subpdel)); 119*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu)); 120*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->subpdel,NULL,&maxval)); 1213c859ba3SBarry Smith PetscCheck(maxval <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"initial guess > upper bound in subproblem"); 122a7e14dcfSSatish Balay 123*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSolve(mfqP->subtao)); 124*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL)); 125a7e14dcfSSatish Balay 126a7e14dcfSSatish Balay /* test bounds post-solution*/ 127*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->subxl,mfqP->subpdel)); 128*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->subpdel,-1.0,mfqP->subx)); 129*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->subpdel,NULL,&maxval)); 130a7e14dcfSSatish Balay if (maxval > 1e-5) { 131*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"subproblem solution < lower bound\n")); 132a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 133a7e14dcfSSatish Balay } 134a7e14dcfSSatish Balay 135*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->subx,mfqP->subpdel)); 136*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu)); 137*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->subpdel,NULL,&maxval)); 138a7e14dcfSSatish Balay if (maxval > 1e-5) { 139*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"subproblem solution > upper bound\n")); 140a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 141a7e14dcfSSatish Balay } 142a7e14dcfSSatish Balay } else { 143f06e3bfaSBarry Smith gqt(mfqP->n,mfqP->Hres,mfqP->n,mfqP->Gres,1.0,mfqP->gqt_rtol,atol,mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its,mfqP->work,mfqP->work2, mfqP->work3); 144a7e14dcfSSatish Balay } 145a7e14dcfSSatish Balay *qmin *= -1; 146a7e14dcfSSatish Balay PetscFunctionReturn(0); 147a7e14dcfSSatish Balay } 148a7e14dcfSSatish Balay 149125ddc8aSJason Sarich static PetscErrorCode pounders_update_res(Tao tao) 150125ddc8aSJason Sarich { 151125ddc8aSJason Sarich TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 152125ddc8aSJason Sarich PetscInt i,row,col; 153125ddc8aSJason Sarich PetscBLASInt blasn=mfqP->n,blasn2=blasn*blasn,blasm=mfqP->m,ione=1; 1546c95174dSJason Sarich PetscReal zero=0.0,one=1.0,wii,factor; 155125ddc8aSJason Sarich 156691b26d3SBarry Smith PetscFunctionBegin; 157125ddc8aSJason Sarich for (i=0;i<mfqP->n;i++) { 158125ddc8aSJason Sarich mfqP->Gres[i]=0; 159125ddc8aSJason Sarich } 160125ddc8aSJason Sarich for (i=0;i<mfqP->n*mfqP->n;i++) { 161125ddc8aSJason Sarich mfqP->Hres[i]=0; 162125ddc8aSJason Sarich } 163125ddc8aSJason Sarich 164125ddc8aSJason Sarich /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */ 165737f463aSAlp Dener if (tao->res_weights_v) { 1666c95174dSJason Sarich /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */ 167125ddc8aSJason Sarich for (i=0;i<mfqP->m;i++) { 168*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetValues(tao->res_weights_v,1,&i,&factor)); 1696c95174dSJason Sarich factor=factor*mfqP->C[i]; 170fe2b0638SAlp Dener PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*i],&ione,mfqP->Gres,&ione)); 171125ddc8aSJason Sarich } 172125ddc8aSJason Sarich 173125ddc8aSJason Sarich /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 1746c95174dSJason Sarich /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi')*/ 175125ddc8aSJason Sarich for (i=0;i<mfqP->m;i++) { 176*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetValues(tao->res_weights_v,1,&i,&wii)); 177125ddc8aSJason Sarich if (tao->niter>1) { 178125ddc8aSJason Sarich factor=wii*mfqP->C[i]; 1796c95174dSJason Sarich /* add wii * ci * Hi */ 18094e8dccaSTodd Munson PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasm,mfqP->Hres,&ione)); 181125ddc8aSJason Sarich } 1826c95174dSJason Sarich /* add wii * gi * gi' */ 183fe2b0638SAlp Dener PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&wii,&mfqP->Fdiff[blasn*i],&blasn,&mfqP->Fdiff[blasn*i],&blasn,&one,mfqP->Hres,&blasn)); 184125ddc8aSJason Sarich } 185737f463aSAlp Dener } else if (tao->res_weights_w) { 186ce902467SBarry Smith /* General case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */ 187737f463aSAlp Dener for (i=0;i<tao->res_weights_n;i++) { 188737f463aSAlp Dener row=tao->res_weights_rows[i]; 189737f463aSAlp Dener col=tao->res_weights_cols[i]; 190ce902467SBarry Smith 191737f463aSAlp Dener factor = tao->res_weights_w[i]*mfqP->C[col]/2.0; 192ce902467SBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*row],&ione,mfqP->Gres,&ione)); 193737f463aSAlp Dener factor = tao->res_weights_w[i]*mfqP->C[row]/2.0; 194ce902467SBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*col],&ione,mfqP->Gres,&ione)); 195ce902467SBarry Smith } 196ce902467SBarry Smith 197ce902467SBarry Smith /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 1986c95174dSJason Sarich /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 199737f463aSAlp Dener for (i=0;i<tao->res_weights_n;i++) { 200737f463aSAlp Dener row=tao->res_weights_rows[i]; 201737f463aSAlp Dener col=tao->res_weights_cols[i]; 202737f463aSAlp Dener factor=tao->res_weights_w[i]/2.0; 203125ddc8aSJason Sarich /* add wij * gi gj' + wij * gj gi' */ 204fe2b0638SAlp Dener PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*row],&blasn,&mfqP->Fdiff[blasn*col],&blasn,&one,mfqP->Hres,&blasn)); 205fe2b0638SAlp Dener PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*col],&blasn,&mfqP->Fdiff[blasn*row],&blasn,&one,mfqP->Hres,&blasn)); 206125ddc8aSJason Sarich } 207125ddc8aSJason Sarich if (tao->niter > 1) { 208737f463aSAlp Dener for (i=0;i<tao->res_weights_n;i++) { 209737f463aSAlp Dener row=tao->res_weights_rows[i]; 210737f463aSAlp Dener col=tao->res_weights_cols[i]; 211125ddc8aSJason Sarich 212125ddc8aSJason Sarich /* add wij*cj*Hi */ 213737f463aSAlp Dener factor = tao->res_weights_w[i]*mfqP->C[col]/2.0; 214fe2b0638SAlp Dener PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[row],&blasm,mfqP->Hres,&ione)); 215125ddc8aSJason Sarich 216125ddc8aSJason Sarich /* add wij*ci*Hj */ 217737f463aSAlp Dener factor = tao->res_weights_w[i]*mfqP->C[row]/2.0; 218fe2b0638SAlp Dener PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[col],&blasm,mfqP->Hres,&ione)); 219125ddc8aSJason Sarich } 220125ddc8aSJason Sarich } 221125ddc8aSJason Sarich } else { 222ce902467SBarry Smith /* Default: Gres= sum_i[cigi] = G*c' */ 223*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Identity weights\n")); 224ce902467SBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); 225ce902467SBarry Smith 226ce902467SBarry Smith /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 2276c95174dSJason Sarich /* Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)} */ 2286c95174dSJason Sarich PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff, &blasn,&zero,mfqP->Hres,&blasn)); 229125ddc8aSJason Sarich 230125ddc8aSJason Sarich /* sum(F(xkin,i)*H(:,:,i)) */ 231125ddc8aSJason Sarich if (tao->niter>1) { 232125ddc8aSJason Sarich for (i=0;i<mfqP->m;i++) { 2336c95174dSJason Sarich factor = mfqP->C[i]; 234fedd2e4cSTodd Munson PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasm,mfqP->Hres,&ione)); 235125ddc8aSJason Sarich } 236125ddc8aSJason Sarich } 237125ddc8aSJason Sarich } 238125ddc8aSJason Sarich PetscFunctionReturn(0); 239125ddc8aSJason Sarich } 240ca88a2e0STodd Munson 241691b26d3SBarry Smith static PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) 242f06e3bfaSBarry Smith { 243a7e14dcfSSatish Balay /* Phi = .5*[x(1)^2 sqrt(2)*x(1)*x(2) ... sqrt(2)*x(1)*x(n) ... x(2)^2 sqrt(2)*x(2)*x(3) .. x(n)^2] */ 244a7e14dcfSSatish Balay PetscInt i,j,k; 245a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 246f06e3bfaSBarry Smith 247a7e14dcfSSatish Balay PetscFunctionBegin; 248a7e14dcfSSatish Balay j=0; 249a7e14dcfSSatish Balay for (i=0;i<n;i++) { 250a7e14dcfSSatish Balay phi[j] = 0.5 * x[i]*x[i]; 251a7e14dcfSSatish Balay j++; 252a7e14dcfSSatish Balay for (k=i+1;k<n;k++) { 253a7e14dcfSSatish Balay phi[j] = x[i]*x[k]/sqrt2; 254a7e14dcfSSatish Balay j++; 255a7e14dcfSSatish Balay } 256a7e14dcfSSatish Balay } 257a7e14dcfSSatish Balay PetscFunctionReturn(0); 258a7e14dcfSSatish Balay } 259a7e14dcfSSatish Balay 260691b26d3SBarry Smith static PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) 261f06e3bfaSBarry Smith { 262a7e14dcfSSatish Balay /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' 263a7e14dcfSSatish Balay that satisfies the interpolation conditions Q(X[:,j]) = f(j) 264a7e14dcfSSatish Balay for j=1,...,m and with a Hessian matrix of least Frobenius norm */ 265a7e14dcfSSatish Balay 266a7e14dcfSSatish Balay /* NB --we are ignoring c */ 267a7e14dcfSSatish Balay PetscInt i,j,k,num,np = mfqP->nmodelpoints; 268a7e14dcfSSatish Balay PetscReal one = 1.0,zero=0.0,negone=-1.0; 269a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax; 270a7e14dcfSSatish Balay PetscBLASInt blasnplus1 = mfqP->n+1; 271a7e14dcfSSatish Balay PetscBLASInt blasnp = np; 272a7e14dcfSSatish Balay PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; 273a7e14dcfSSatish Balay PetscBLASInt blasint2 = np - mfqP->n-1; 274f06e3bfaSBarry Smith PetscBLASInt info,ione=1; 275a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 276a7e14dcfSSatish Balay 277a7e14dcfSSatish Balay PetscFunctionBegin; 278a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->m;i++) { 279a7e14dcfSSatish Balay mfqP->Gdel[i] = 0; 280a7e14dcfSSatish Balay } 281a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) { 282a7e14dcfSSatish Balay mfqP->Hdel[i] = 0; 283a7e14dcfSSatish Balay } 284a7e14dcfSSatish Balay 285a7e14dcfSSatish Balay /* factor M */ 2861f4a0ff5SJason Sarich PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info)); 2873c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine getrf returned with value %d",info); 288a7e14dcfSSatish Balay 289a7e14dcfSSatish Balay if (np == mfqP->n+1) { 290a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax-mfqP->n-1;i++) { 291a7e14dcfSSatish Balay mfqP->omega[i]=0.0; 292a7e14dcfSSatish Balay } 293a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) { 294a7e14dcfSSatish Balay mfqP->beta[i]=0.0; 295a7e14dcfSSatish Balay } 296a7e14dcfSSatish Balay } else { 297a7e14dcfSSatish Balay /* Let Ltmp = (L'*L) */ 2980cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemm",BLASgemm_("T","N",&blasint2,&blasint2,&blasint,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&zero,mfqP->L_tmp,&blasint)); 299a7e14dcfSSatish Balay 300a7e14dcfSSatish Balay /* factor Ltmp */ 3010cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info)); 3023c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine potrf returned with value %d",info); 303a7e14dcfSSatish Balay } 304a7e14dcfSSatish Balay 305a7e14dcfSSatish Balay for (k=0;k<mfqP->m;k++) { 306a7e14dcfSSatish Balay if (np != mfqP->n+1) { 307a7e14dcfSSatish Balay /* Solve L'*L*Omega = Z' * RESk*/ 3080cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione)); 3090cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info)); 3103c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine potrs returned with value %d",info); 311a7e14dcfSSatish Balay 312a7e14dcfSSatish Balay /* Beta = L*Omega */ 3130cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione)); 314a7e14dcfSSatish Balay } 315a7e14dcfSSatish Balay 316a7e14dcfSSatish Balay /* solve M'*Alpha = RESk - N'*Beta */ 3170cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione)); 3180cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info)); 3193c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine getrs returned with value %d",info); 320a7e14dcfSSatish Balay 321a7e14dcfSSatish Balay /* Gdel(:,k) = Alpha(2:n+1) */ 322a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 323a7e14dcfSSatish Balay mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; 324a7e14dcfSSatish Balay } 325a7e14dcfSSatish Balay 326a7e14dcfSSatish Balay /* Set Hdels */ 327a7e14dcfSSatish Balay num=0; 328a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 329a7e14dcfSSatish Balay /* H[i,i,k] = Beta(num) */ 330a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; 331a7e14dcfSSatish Balay num++; 332a7e14dcfSSatish Balay for (j=i+1;j<mfqP->n;j++) { 333a7e14dcfSSatish Balay /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ 334a7e14dcfSSatish Balay mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 335a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 336a7e14dcfSSatish Balay num++; 337a7e14dcfSSatish Balay } 338a7e14dcfSSatish Balay } 339a7e14dcfSSatish Balay } 340a7e14dcfSSatish Balay PetscFunctionReturn(0); 341a7e14dcfSSatish Balay } 342a7e14dcfSSatish Balay 343691b26d3SBarry Smith static PetscErrorCode morepoints(TAO_POUNDERS *mfqP) 344f06e3bfaSBarry Smith { 345a7e14dcfSSatish Balay /* Assumes mfqP->model_indices[0] is minimum index 346a7e14dcfSSatish Balay Finishes adding points to mfqP->model_indices (up to npmax) 347a7e14dcfSSatish Balay Computes L,Z,M,N 348a7e14dcfSSatish Balay np is actual number of points in model (should equal npmax?) */ 349a7e14dcfSSatish Balay PetscInt point,i,j,offset; 350a7e14dcfSSatish Balay PetscInt reject; 351f06e3bfaSBarry Smith PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; 3525e081366SBarry Smith const PetscReal *x; 3535e081366SBarry Smith PetscReal normd; 354a7e14dcfSSatish Balay 355f06e3bfaSBarry Smith PetscFunctionBegin; 356a7e14dcfSSatish Balay /* Initialize M,N */ 357a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 358*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x)); 359a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*i] = 1.0; 360a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 361a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 362a7e14dcfSSatish Balay } 363*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x)); 364*5f80ce2aSJacob Faibussowitsch CHKERRQ(phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i])); 365a7e14dcfSSatish Balay } 366a7e14dcfSSatish Balay 367a7e14dcfSSatish Balay /* Now we add points until we have npmax starting with the most recent ones */ 368a7e14dcfSSatish Balay point = mfqP->nHist-1; 369a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 370a7e14dcfSSatish Balay while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { 371a7e14dcfSSatish Balay /* Reject any points already in the model */ 372a7e14dcfSSatish Balay reject = 0; 373a7e14dcfSSatish Balay for (j=0;j<mfqP->n+1;j++) { 374a7e14dcfSSatish Balay if (point == mfqP->model_indices[j]) { 375a7e14dcfSSatish Balay reject = 1; 376a7e14dcfSSatish Balay break; 377a7e14dcfSSatish Balay } 378a7e14dcfSSatish Balay } 379a7e14dcfSSatish Balay 380a7e14dcfSSatish Balay /* Reject if norm(d) >c2 */ 381a7e14dcfSSatish Balay if (!reject) { 382*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->Xhist[point],mfqP->workxvec)); 383*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex])); 384*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecNorm(mfqP->workxvec,NORM_2,&normd)); 385a7e14dcfSSatish Balay normd /= mfqP->delta; 386a7e14dcfSSatish Balay if (normd > mfqP->c2) { 387a7e14dcfSSatish Balay reject =1; 388a7e14dcfSSatish Balay } 389a7e14dcfSSatish Balay } 390f06e3bfaSBarry Smith if (reject) { 391a7e14dcfSSatish Balay point--; 392a7e14dcfSSatish Balay continue; 393a7e14dcfSSatish Balay } 394a7e14dcfSSatish Balay 395*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->Xhist[point],&x)); 396a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; 397a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 398a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 399a7e14dcfSSatish Balay } 400*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->Xhist[point],&x)); 401*5f80ce2aSJacob Faibussowitsch CHKERRQ(phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)])); 402a7e14dcfSSatish Balay 403a7e14dcfSSatish Balay /* Update QR factorization */ 404a7e14dcfSSatish Balay /* Copy M' to Q_tmp */ 405a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 406a7e14dcfSSatish Balay for (j=0;j<mfqP->npmax;j++) { 407a7e14dcfSSatish Balay mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; 408a7e14dcfSSatish Balay } 409a7e14dcfSSatish Balay } 410a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints+1; 411a7e14dcfSSatish Balay /* Q_tmp,R = qr(M') */ 412a7e14dcfSSatish Balay blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); 4130cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info)); 4143c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine geqrf returned with value %d",info); 415a7e14dcfSSatish Balay 416a7e14dcfSSatish Balay /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ 417a7e14dcfSSatish Balay /* L = N*Qtmp */ 418a7e14dcfSSatish Balay blasint2 = mfqP->n * (mfqP->n+1) / 2; 419a7e14dcfSSatish Balay /* Copy N to L_tmp */ 420a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) { 421a7e14dcfSSatish Balay mfqP->L_tmp[i]= mfqP->N[i]; 422a7e14dcfSSatish Balay } 423a7e14dcfSSatish Balay /* Copy L_save to L_tmp */ 424a7e14dcfSSatish Balay 425a7e14dcfSSatish Balay /* L_tmp = N*Qtmp' */ 4260cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info)); 4273c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine ormqr returned with value %d",info); 428a7e14dcfSSatish Balay 429a7e14dcfSSatish Balay /* Copy L_tmp to L_save */ 430a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 431a7e14dcfSSatish Balay mfqP->L_save[i] = mfqP->L_tmp[i]; 432a7e14dcfSSatish Balay } 433a7e14dcfSSatish Balay 434a7e14dcfSSatish Balay /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ 435a7e14dcfSSatish Balay blasint = mfqP->nmodelpoints - mfqP->n; 436*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFPTrapPush(PETSC_FP_TRAP_OFF)); 4370cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgesvd",LAPACKgesvd_("N","N",&blasint2,&blasint,&mfqP->L_tmp[(mfqP->n+1)*blasint2],&blasint2,mfqP->beta,mfqP->work,&blasn,mfqP->work,&blasn,mfqP->npmaxwork,&blasnmax,&info)); 438*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFPTrapPop()); 4393c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine gesvd returned with value %d",info); 440a7e14dcfSSatish Balay 441a7e14dcfSSatish Balay if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { 442a7e14dcfSSatish Balay /* accept point */ 443a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = point; 444a7e14dcfSSatish Balay /* Copy Q_tmp to Q */ 445a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax* mfqP->npmax;i++) { 446a7e14dcfSSatish Balay mfqP->Q[i] = mfqP->Q_tmp[i]; 447a7e14dcfSSatish Balay } 448a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++) { 449a7e14dcfSSatish Balay mfqP->tau[i] = mfqP->tau_tmp[i]; 450a7e14dcfSSatish Balay } 451a7e14dcfSSatish Balay mfqP->nmodelpoints++; 4521f4a0ff5SJason Sarich blasnp = mfqP->nmodelpoints; 453a7e14dcfSSatish Balay 454a7e14dcfSSatish Balay /* Copy L_save to L */ 455a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 456a7e14dcfSSatish Balay mfqP->L[i] = mfqP->L_save[i]; 457a7e14dcfSSatish Balay } 458a7e14dcfSSatish Balay } 459a7e14dcfSSatish Balay point--; 460a7e14dcfSSatish Balay } 461a7e14dcfSSatish Balay 462a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints; 463a7e14dcfSSatish Balay /* Copy Q(:,n+2:np) to Z */ 464a7e14dcfSSatish Balay /* First set Q_tmp to I */ 465a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax*mfqP->npmax;i++) { 466a7e14dcfSSatish Balay mfqP->Q_tmp[i] = 0.0; 467a7e14dcfSSatish Balay } 468a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++) { 469a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; 470a7e14dcfSSatish Balay } 471a7e14dcfSSatish Balay 472a7e14dcfSSatish Balay /* Q_tmp = I * Q */ 4730cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info)); 4743c859ba3SBarry Smith PetscCheck(info == 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"LAPACK routine ormqr returned with value %d",info); 475a7e14dcfSSatish Balay 476a7e14dcfSSatish Balay /* Copy Q_tmp(:,n+2:np) to Z) */ 477a7e14dcfSSatish Balay offset = mfqP->npmax * (mfqP->n+1); 478a7e14dcfSSatish Balay for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) { 479a7e14dcfSSatish Balay mfqP->Z[i-offset] = mfqP->Q_tmp[i]; 480a7e14dcfSSatish Balay } 481a7e14dcfSSatish Balay 482a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n + 1) { 483a7e14dcfSSatish Balay /* Set L to I_{n+1} */ 484a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 485a7e14dcfSSatish Balay mfqP->L[i] = 0.0; 486a7e14dcfSSatish Balay } 487a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 488a7e14dcfSSatish Balay mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; 489a7e14dcfSSatish Balay } 490a7e14dcfSSatish Balay } 491a7e14dcfSSatish Balay PetscFunctionReturn(0); 492a7e14dcfSSatish Balay } 493a7e14dcfSSatish Balay 494a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ 495691b26d3SBarry Smith static PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) 496a7e14dcfSSatish Balay { 497a7e14dcfSSatish Balay PetscFunctionBegin; 498a7e14dcfSSatish Balay /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ 499*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist])); 500*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES)); 501*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist])); 502*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist])); 503*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex])); 504a7e14dcfSSatish Balay 505a7e14dcfSSatish Balay /* Project into feasible region */ 506a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 507*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist])); 508a7e14dcfSSatish Balay } 509a7e14dcfSSatish Balay 510a7e14dcfSSatish Balay /* Compute value of new vector */ 511*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist])); 512a7e14dcfSSatish Balay CHKMEMQ; 513*5f80ce2aSJacob Faibussowitsch CHKERRQ(pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist])); 514a7e14dcfSSatish Balay 515a7e14dcfSSatish Balay /* Add new vector to model */ 516a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; 517a7e14dcfSSatish Balay mfqP->nmodelpoints++; 518a7e14dcfSSatish Balay mfqP->nHist++; 519a7e14dcfSSatish Balay PetscFunctionReturn(0); 520a7e14dcfSSatish Balay } 521a7e14dcfSSatish Balay 522691b26d3SBarry Smith static PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) 523f06e3bfaSBarry Smith { 524a7e14dcfSSatish Balay /* modeld = Q(:,np+1:n)' */ 525a7e14dcfSSatish Balay PetscInt i,j,minindex=0; 526e270355aSBarry Smith PetscReal dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY; 527a7e14dcfSSatish Balay PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; 528a7e14dcfSSatish Balay PetscBLASInt blas1=1,blasnmax = mfqP->nmax; 529f06e3bfaSBarry Smith 530362febeeSStefano Zampini PetscFunctionBegin; 531a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 532a7e14dcfSSatish Balay /* Qtmp = I(n x n) */ 533a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 534a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 535a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; 536a7e14dcfSSatish Balay } 537a7e14dcfSSatish Balay } 538a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 539a7e14dcfSSatish Balay mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; 540a7e14dcfSSatish Balay } 541a7e14dcfSSatish Balay 542a7e14dcfSSatish Balay /* Qtmp = Q * I */ 5430cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info)); 544a7e14dcfSSatish Balay 545a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i<mfqP->n;i++) { 54673cf7048SBarry Smith PetscStackCallBLAS("BLASdot",dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1)); 547a7e14dcfSSatish Balay if (dp>0.0) { /* Model says use the other direction! */ 548a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 549a7e14dcfSSatish Balay mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; 550a7e14dcfSSatish Balay } 551a7e14dcfSSatish Balay } 552a7e14dcfSSatish Balay /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ 553a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 554a7e14dcfSSatish Balay mfqP->work2[j] = mfqP->Gres[j]; 555a7e14dcfSSatish Balay } 5560cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1)); 55773cf7048SBarry Smith PetscStackCallBLAS("BLASdot",mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1)); 558a7e14dcfSSatish Balay if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { 559a7e14dcfSSatish Balay minindex=i; 560a7e14dcfSSatish Balay minvalue = mfqP->work[i]; 561a7e14dcfSSatish Balay } 562a7e14dcfSSatish Balay if (addallpoints != 0) { 563*5f80ce2aSJacob Faibussowitsch CHKERRQ(addpoint(tao,mfqP,i)); 564a7e14dcfSSatish Balay } 565a7e14dcfSSatish Balay } 566a7e14dcfSSatish Balay if (!addallpoints) { 567*5f80ce2aSJacob Faibussowitsch CHKERRQ(addpoint(tao,mfqP,minindex)); 568a7e14dcfSSatish Balay } 569a7e14dcfSSatish Balay PetscFunctionReturn(0); 570a7e14dcfSSatish Balay } 571a7e14dcfSSatish Balay 572691b26d3SBarry Smith static PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c) 573f06e3bfaSBarry Smith { 574a7e14dcfSSatish Balay PetscInt i,j; 575a7e14dcfSSatish Balay PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; 576a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; 577a7e14dcfSSatish Balay PetscReal proj,normd; 5785e081366SBarry Smith const PetscReal *x; 579a7e14dcfSSatish Balay 580f06e3bfaSBarry Smith PetscFunctionBegin; 581a7e14dcfSSatish Balay for (i=mfqP->nHist-1;i>=0;i--) { 582*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->Xhist[i],&x)); 583a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 584a7e14dcfSSatish Balay mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; 585a7e14dcfSSatish Balay } 586*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->Xhist[i],&x)); 5870cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione)); 58873cf7048SBarry Smith PetscStackCallBLAS("BLASnrm2",normd = BLASnrm2_(&blasn,mfqP->work,&ione)); 589a8bd9cb3STodd Munson if (normd <= c) { 59029c6e7daSBarry Smith blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0); 591a7e14dcfSSatish Balay if (!mfqP->q_is_I) { 592a7e14dcfSSatish Balay /* project D onto null */ 593a7e14dcfSSatish Balay blask=(mfqP->nmodelpoints); 5940cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info)); 5953c859ba3SBarry Smith PetscCheck(info >= 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"ormqr returned value %d",info); 596a7e14dcfSSatish Balay } 59773cf7048SBarry Smith PetscStackCallBLAS("BLASnrm2",proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione)); 598a7e14dcfSSatish Balay 599a7e14dcfSSatish Balay if (proj >= mfqP->theta1) { /* add this index to model */ 600a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints]=i; 601a7e14dcfSSatish Balay mfqP->nmodelpoints++; 6020cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione)); 603a7e14dcfSSatish Balay blask=mfqP->npmax*(mfqP->nmodelpoints); 6040cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione)); 605a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 606a7e14dcfSSatish Balay blasmaxmn = PetscMax(mfqP->m,mfqP->n); 6070cbffdbaSBarry Smith PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info)); 6083c859ba3SBarry Smith PetscCheck(info >= 0,PETSC_COMM_SELF,PETSC_ERR_LIB,"geqrf returned value %d",info); 609a7e14dcfSSatish Balay mfqP->q_is_I = 0; 610a7e14dcfSSatish Balay } 611a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 612a7e14dcfSSatish Balay break; 613a7e14dcfSSatish Balay } 614a7e14dcfSSatish Balay } 615a7e14dcfSSatish Balay } 616babe810cSJason Sarich 617a7e14dcfSSatish Balay PetscFunctionReturn(0); 618a7e14dcfSSatish Balay } 619f06e3bfaSBarry Smith 620441846f8SBarry Smith static PetscErrorCode TaoSolve_POUNDERS(Tao tao) 621a7e14dcfSSatish Balay { 622a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 6238931d482SJason Sarich PetscInt i,ii,j,k,l; 624a7e14dcfSSatish Balay PetscReal step=1.0; 625a7e14dcfSSatish Balay PetscInt low,high; 626a7e14dcfSSatish Balay PetscReal minnorm; 6275e081366SBarry Smith PetscReal *x,*f; 6285e081366SBarry Smith const PetscReal *xmint,*fmin; 629bd026e97SJed Brown PetscReal deltaold; 630a7e14dcfSSatish Balay PetscReal gnorm; 631a7e14dcfSSatish Balay PetscBLASInt info,ione=1,iblas; 632ff2b74efSJason Sarich PetscBool valid,same; 633a7e14dcfSSatish Balay PetscReal mdec, rho, normxsp; 634a7e14dcfSSatish Balay PetscReal one=1.0,zero=0.0,ratio; 635125ddc8aSJason Sarich PetscBLASInt blasm,blasn,blasncopy,blasnpmax; 636a7e14dcfSSatish Balay PetscErrorCode ierr; 637a7bbbda8SBarry Smith static PetscBool set = PETSC_FALSE; 638a7e14dcfSSatish Balay 639a7e14dcfSSatish Balay /* n = # of parameters 640a7e14dcfSSatish Balay m = dimension (components) of function */ 641a7e14dcfSSatish Balay PetscFunctionBegin; 642a7bbbda8SBarry Smith ierr = PetscCitationsRegister("@article{UNEDF0,\n" 643a7bbbda8SBarry Smith "title = {Nuclear energy density optimization},\n" 644a7bbbda8SBarry Smith "author = {Kortelainen, M. and Lesinski, T. and Mor\'e, J. and Nazarewicz, W.\n" 645a7bbbda8SBarry Smith " and Sarich, J. and Schunck, N. and Stoitsov, M. V. and Wild, S. },\n" 646a7bbbda8SBarry Smith "journal = {Phys. Rev. C},\n" 647a7bbbda8SBarry Smith "volume = {82},\n" 648a7bbbda8SBarry Smith "number = {2},\n" 649a7bbbda8SBarry Smith "pages = {024313},\n" 650a7bbbda8SBarry Smith "numpages = {18},\n" 651a7bbbda8SBarry Smith "year = {2010},\n" 652a7bbbda8SBarry Smith "month = {Aug},\n" 653302440fdSBarry Smith "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set);CHKERRQ(ierr); 654e6d4cb7fSJason Sarich tao->niter=0; 655a7e14dcfSSatish Balay if (tao->XL && tao->XU) { 656a7e14dcfSSatish Balay /* Check x0 <= XU */ 657a7e14dcfSSatish Balay PetscReal val; 658ce902467SBarry Smith 659*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(tao->solution,mfqP->Xhist[0])); 660*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->Xhist[0],-1.0,tao->XU)); 661*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->Xhist[0],NULL,&val)); 6623c859ba3SBarry Smith PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 > upper bound"); 663a7e14dcfSSatish Balay 664a7e14dcfSSatish Balay /* Check x0 >= xl */ 665*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(tao->XL,mfqP->Xhist[0])); 666*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->Xhist[0],-1.0,tao->solution)); 667*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->Xhist[0],NULL,&val)); 6683c859ba3SBarry Smith PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 < lower bound"); 669f06e3bfaSBarry Smith 670a7e14dcfSSatish Balay /* Check x0 + delta < XU -- should be able to get around this eventually */ 671a7e14dcfSSatish Balay 672*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(mfqP->Xhist[0],mfqP->delta)); 673*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->Xhist[0],1.0,tao->solution)); 674*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(mfqP->Xhist[0],-1.0,tao->XU)); 675*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecMax(mfqP->Xhist[0],NULL,&val)); 6763c859ba3SBarry Smith PetscCheck(val <= 1e-10,PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_OUTOFRANGE,"X0 + delta > upper bound"); 677a7e14dcfSSatish Balay } 678a7e14dcfSSatish Balay 679a7e14dcfSSatish Balay blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; 680ce902467SBarry Smith for (i=0;i<mfqP->n*mfqP->n*mfqP->m;++i) mfqP->H[i]=0; 681a7e14dcfSSatish Balay 682*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(tao->solution,mfqP->Xhist[0])); 683ce902467SBarry Smith 684ce902467SBarry Smith /* This provides enough information to approximate the gradient of the objective */ 685ce902467SBarry Smith /* using a forward difference scheme. */ 686ce902467SBarry Smith 687*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Initialize simplex; delta = %10.9e\n",(double)mfqP->delta)); 688*5f80ce2aSJacob Faibussowitsch CHKERRQ(pounders_feval(tao,mfqP->Xhist[0],mfqP->Fhist[0],&mfqP->Fres[0])); 689a7e14dcfSSatish Balay mfqP->minindex = 0; 690a7e14dcfSSatish Balay minnorm = mfqP->Fres[0]; 691ff2b74efSJason Sarich 692*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetOwnershipRange(mfqP->Xhist[0],&low,&high)); 693805332fbSTodd Munson for (i=1;i<mfqP->n+1;++i) { 694*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->Xhist[0],mfqP->Xhist[i])); 695ce902467SBarry Smith 696a7e14dcfSSatish Balay if (i-1 >= low && i-1 < high) { 697*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(mfqP->Xhist[i],&x)); 698a7e14dcfSSatish Balay x[i-1-low] += mfqP->delta; 699*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(mfqP->Xhist[i],&x)); 700a7e14dcfSSatish Balay } 701a7e14dcfSSatish Balay CHKMEMQ; 702*5f80ce2aSJacob Faibussowitsch CHKERRQ(pounders_feval(tao,mfqP->Xhist[i],mfqP->Fhist[i],&mfqP->Fres[i])); 703a7e14dcfSSatish Balay if (mfqP->Fres[i] < minnorm) { 704a7e14dcfSSatish Balay mfqP->minindex = i; 705a7e14dcfSSatish Balay minnorm = mfqP->Fres[i]; 706a7e14dcfSSatish Balay } 707a7e14dcfSSatish Balay } 708*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution)); 709*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->Fhist[mfqP->minindex],tao->ls_res)); 710*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Finalize simplex; minnorm = %10.9e\n",(double)minnorm)); 711ce902467SBarry Smith 712a7e14dcfSSatish Balay /* Gather mpi vecs to one big local vec */ 713a7e14dcfSSatish Balay 714a7e14dcfSSatish Balay /* Begin serial code */ 715a7e14dcfSSatish Balay 716a7e14dcfSSatish Balay /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 717a7e14dcfSSatish Balay /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 718a7e14dcfSSatish Balay /* (Column oriented for blas calls) */ 719a7e14dcfSSatish Balay ii=0; 720a7e14dcfSSatish Balay 721*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Build matrix: %D\n",(PetscInt)mfqP->size)); 722805332fbSTodd Munson if (1 == mfqP->size) { 723*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); 724a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 725*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); 726*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin)); 727a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 728a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 729a7e14dcfSSatish Balay 730*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(mfqP->Xhist[i],&x)); 731a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 732a7e14dcfSSatish Balay mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 733a7e14dcfSSatish Balay } 734*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(mfqP->Xhist[i],&x)); 735a7e14dcfSSatish Balay 736*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(mfqP->Fhist[i],&f)); 737a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 738a7e14dcfSSatish Balay mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 739a7e14dcfSSatish Balay } 740*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(mfqP->Fhist[i],&f)); 74194e8dccaSTodd Munson 742a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 743a7e14dcfSSatish Balay } 744a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 745a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 746a7e14dcfSSatish Balay } 747*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin)); 748a7e14dcfSSatish Balay } else { 749*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(mfqP->localxmin,0)); 750*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD)); 751*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD)); 752ce902467SBarry Smith 753*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->localxmin,&xmint)); 754a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 755*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->localxmin,&xmint)); 756a7e14dcfSSatish Balay 757*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD)); 758*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD)); 759*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->localfmin,&fmin)); 760a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 761a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 762a7e14dcfSSatish Balay 763*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD)); 764*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD)); 765*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(mfqP->localx,&x)); 766a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 76794e8dccaSTodd Munson mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 768a7e14dcfSSatish Balay } 769*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(mfqP->localx,&x)); 770a7e14dcfSSatish Balay 771*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD)); 772*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD)); 773*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(mfqP->localf,&f)); 774a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 77594e8dccaSTodd Munson mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 776a7e14dcfSSatish Balay } 777*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(mfqP->localf,&f)); 77894e8dccaSTodd Munson 77994e8dccaSTodd Munson mfqP->model_indices[ii++] = i; 780a7e14dcfSSatish Balay } 781a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 782a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 783a7e14dcfSSatish Balay } 784*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->localfmin,&fmin)); 785a7e14dcfSSatish Balay } 786a7e14dcfSSatish Balay 787a7e14dcfSSatish Balay /* Determine the initial quadratic models */ 788a7e14dcfSSatish Balay /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ 789a7e14dcfSSatish Balay /* D (nxn) Fdiff (nxm) => G (nxm) */ 790125ddc8aSJason Sarich blasncopy = blasn; 791125ddc8aSJason Sarich PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasncopy,&info)); 792*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Linear solve return: %D\n",(PetscInt)info)); 793a7e14dcfSSatish Balay 794*5f80ce2aSJacob Faibussowitsch CHKERRQ(pounders_update_res(tao)); 795a7e14dcfSSatish Balay 796a7e14dcfSSatish Balay valid = PETSC_TRUE; 797a7e14dcfSSatish Balay 798*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES)); 799*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(tao->gradient)); 800*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(tao->gradient)); 801*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecNorm(tao->gradient,NORM_2,&gnorm)); 802a7e14dcfSSatish Balay gnorm *= mfqP->delta; 803*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution)); 804763847b4SAlp Dener 805763847b4SAlp Dener tao->reason = TAO_CONTINUE_ITERATING; 806*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoLogConvergenceHistory(tao,minnorm,gnorm,0.0,tao->ksp_its)); 807*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoMonitor(tao,tao->niter,minnorm,gnorm,0.0,step)); 808*5f80ce2aSJacob Faibussowitsch CHKERRQ((*tao->ops->convergencetest)(tao,tao->cnvP)); 809763847b4SAlp Dener 810a7e14dcfSSatish Balay mfqP->nHist = mfqP->n+1; 811a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 812*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Initial gradient: %20.19e\n",(double)gnorm)); 813a7e14dcfSSatish Balay 814763847b4SAlp Dener while (tao->reason == TAO_CONTINUE_ITERATING) { 815a7e14dcfSSatish Balay PetscReal gnm = 1e-4; 816e1e80dc8SAlp Dener /* Call general purpose update function */ 817e1e80dc8SAlp Dener if (tao->ops->update) { 818*5f80ce2aSJacob Faibussowitsch CHKERRQ((*tao->ops->update)(tao, tao->niter, tao->user_update)); 819e1e80dc8SAlp Dener } 8208931d482SJason Sarich tao->niter++; 821ce902467SBarry Smith /* Solve the subproblem min{Q(s): ||s|| <= 1.0} */ 822*5f80ce2aSJacob Faibussowitsch CHKERRQ(gqtwrap(tao,&gnm,&mdec)); 823a7e14dcfSSatish Balay /* Evaluate the function at the new point */ 824a7e14dcfSSatish Balay 825a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 826a7e14dcfSSatish Balay mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; 827a7e14dcfSSatish Balay } 828*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist])); 829*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(tao->ls_res,&mfqP->Fhist[mfqP->nHist])); 830*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES)); 831*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist])); 832*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist])); 833a7e14dcfSSatish Balay 834*5f80ce2aSJacob Faibussowitsch CHKERRQ(pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist])); 835125ddc8aSJason Sarich 836a7e14dcfSSatish Balay rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; 837a7e14dcfSSatish Balay mfqP->nHist++; 838a7e14dcfSSatish Balay 839a7e14dcfSSatish Balay /* Update the center */ 840a7e14dcfSSatish Balay if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { 841a7e14dcfSSatish Balay /* Update model to reflect new base point */ 842a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 843a7e14dcfSSatish Balay mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; 844a7e14dcfSSatish Balay } 845a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 846a7e14dcfSSatish Balay /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; 847a7e14dcfSSatish Balay G(:,j) = G(:,j) + H(:,:,j)*work' */ 848a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 849a7e14dcfSSatish Balay mfqP->work2[k]=0.0; 850a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 851a7e14dcfSSatish Balay mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; 852a7e14dcfSSatish Balay } 853a7e14dcfSSatish Balay } 854a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 855a7e14dcfSSatish Balay mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); 856a7e14dcfSSatish Balay mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; 857a7e14dcfSSatish Balay } 858a7e14dcfSSatish Balay } 859a7e14dcfSSatish Balay /* Cres += work*Gres + .5*work*Hres*work'; 860a7e14dcfSSatish Balay Gres += Hres*work'; */ 861a7e14dcfSSatish Balay 8620cbffdbaSBarry Smith PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione)); 863babe810cSJason Sarich for (i=0;i<mfqP->n;i++) { 864a7e14dcfSSatish Balay mfqP->Gres[i] += mfqP->work2[i]; 865a7e14dcfSSatish Balay } 866a7e14dcfSSatish Balay mfqP->minindex = mfqP->nHist-1; 867a7e14dcfSSatish Balay minnorm = mfqP->Fres[mfqP->minindex]; 868*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->Fhist[mfqP->minindex],tao->ls_res)); 869a7e14dcfSSatish Balay /* Change current center */ 870*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); 871a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 872a7e14dcfSSatish Balay mfqP->xmin[i] = xmint[i]; 873a7e14dcfSSatish Balay } 874*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint)); 875a7e14dcfSSatish Balay } 876a7e14dcfSSatish Balay 877a7e14dcfSSatish Balay /* Evaluate at a model-improving point if necessary */ 878a7e14dcfSSatish Balay if (valid == PETSC_FALSE) { 879a7e14dcfSSatish Balay mfqP->q_is_I = 1; 8808a35fac9SJason Sarich mfqP->nmodelpoints = 0; 881*5f80ce2aSJacob Faibussowitsch CHKERRQ(affpoints(mfqP,mfqP->xmin,mfqP->c1)); 882a7e14dcfSSatish Balay if (mfqP->nmodelpoints < mfqP->n) { 883*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Model not valid -- model-improving\n")); 884*5f80ce2aSJacob Faibussowitsch CHKERRQ(modelimprove(tao,mfqP,1)); 885a7e14dcfSSatish Balay } 886a7e14dcfSSatish Balay } 887a7e14dcfSSatish Balay 888a7e14dcfSSatish Balay /* Update the trust region radius */ 889a7e14dcfSSatish Balay deltaold = mfqP->delta; 890a7e14dcfSSatish Balay normxsp = 0; 891a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 892a7e14dcfSSatish Balay normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; 893a7e14dcfSSatish Balay } 894a7e14dcfSSatish Balay normxsp = PetscSqrtReal(normxsp); 895a7e14dcfSSatish Balay if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { 896a7e14dcfSSatish Balay mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); 897a7e14dcfSSatish Balay } else if (valid == PETSC_TRUE) { 898a7e14dcfSSatish Balay mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); 899a7e14dcfSSatish Balay } 900a7e14dcfSSatish Balay 901a7e14dcfSSatish Balay /* Compute the next interpolation set */ 902a7e14dcfSSatish Balay mfqP->q_is_I = 1; 903a7e14dcfSSatish Balay mfqP->nmodelpoints=0; 904*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Affine Points: xmin = %20.19e, c1 = %20.19e\n",(double)*mfqP->xmin,(double)mfqP->c1)); 905*5f80ce2aSJacob Faibussowitsch CHKERRQ(affpoints(mfqP,mfqP->xmin,mfqP->c1)); 906a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 907a7e14dcfSSatish Balay valid = PETSC_TRUE; 908a7e14dcfSSatish Balay } else { 909a7e14dcfSSatish Balay valid = PETSC_FALSE; 910*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Affine Points: xmin = %20.19e, c2 = %20.19e\n",(double)*mfqP->xmin,(double)mfqP->c2)); 911*5f80ce2aSJacob Faibussowitsch CHKERRQ(affpoints(mfqP,mfqP->xmin,mfqP->c2)); 912a7e14dcfSSatish Balay if (mfqP->n > mfqP->nmodelpoints) { 913*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Model not valid -- adding geometry points\n")); 914*5f80ce2aSJacob Faibussowitsch CHKERRQ(modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints)); 915a7e14dcfSSatish Balay } 916a7e14dcfSSatish Balay } 917a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i>0;i--) { 918a7e14dcfSSatish Balay mfqP->model_indices[i] = mfqP->model_indices[i-1]; 919a7e14dcfSSatish Balay } 920a7e14dcfSSatish Balay mfqP->nmodelpoints++; 921a7e14dcfSSatish Balay mfqP->model_indices[0] = mfqP->minindex; 922*5f80ce2aSJacob Faibussowitsch CHKERRQ(morepoints(mfqP)); 923a7e14dcfSSatish Balay for (i=0;i<mfqP->nmodelpoints;i++) { 924*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x)); 925a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 926a7e14dcfSSatish Balay mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; 927a7e14dcfSSatish Balay } 928*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x)); 929*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f)); 930a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 931a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 932a7e14dcfSSatish Balay mfqP->work[k]=0.0; 933a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 934a7e14dcfSSatish Balay mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; 935a7e14dcfSSatish Balay } 936a7e14dcfSSatish Balay } 93773cf7048SBarry Smith PetscStackCallBLAS("BLASdot",mfqP->RES[j*mfqP->npmax + i] = -mfqP->C[j] - BLASdot_(&blasn,&mfqP->Fdiff[j*mfqP->n],&ione,&mfqP->Disp[i],&blasnpmax) - 0.5*BLASdot_(&blasn,mfqP->work,&ione,&mfqP->Disp[i],&blasnpmax) + f[j]); 938a7e14dcfSSatish Balay } 939*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f)); 940a7e14dcfSSatish Balay } 941a7e14dcfSSatish Balay 942a7e14dcfSSatish Balay /* Update the quadratic model */ 943*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Get Quad, size: %D, points: %D\n",mfqP->n,mfqP->nmodelpoints)); 944*5f80ce2aSJacob Faibussowitsch CHKERRQ(getquadpounders(mfqP)); 945*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin)); 9460cbffdbaSBarry Smith PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione)); 947a7e14dcfSSatish Balay /* G = G*(delta/deltaold) + Gdel */ 948a7e14dcfSSatish Balay ratio = mfqP->delta/deltaold; 949a7e14dcfSSatish Balay iblas = blasm*blasn; 9500cbffdbaSBarry Smith PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione)); 9510cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione)); 952125ddc8aSJason Sarich /* H = H*(delta/deltaold)^2 + Hdel */ 953a7e14dcfSSatish Balay iblas = blasm*blasn*blasn; 954a7e14dcfSSatish Balay ratio *= ratio; 9550cbffdbaSBarry Smith PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione)); 9560cbffdbaSBarry Smith PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione)); 957a7e14dcfSSatish Balay 958a7e14dcfSSatish Balay /* Get residuals */ 959*5f80ce2aSJacob Faibussowitsch CHKERRQ(pounders_update_res(tao)); 960a7e14dcfSSatish Balay 961a7e14dcfSSatish Balay /* Export solution and gradient residual to TAO */ 962*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution)); 963*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES)); 964*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(tao->gradient)); 965*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(tao->gradient)); 966*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecNorm(tao->gradient,NORM_2,&gnorm)); 967a7e14dcfSSatish Balay gnorm *= mfqP->delta; 968a7e14dcfSSatish Balay /* final criticality test */ 969*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoLogConvergenceHistory(tao,minnorm,gnorm,0.0,tao->ksp_its)); 970*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoMonitor(tao,tao->niter,minnorm,gnorm,0.0,step)); 971*5f80ce2aSJacob Faibussowitsch CHKERRQ((*tao->ops->convergencetest)(tao,tao->cnvP)); 972ff2b74efSJason Sarich /* test for repeated model */ 973c9376581SJason Sarich if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) { 974c9376581SJason Sarich same = PETSC_TRUE; 975c9376581SJason Sarich } else { 976c9376581SJason Sarich same = PETSC_FALSE; 977c9376581SJason Sarich } 978ff2b74efSJason Sarich for (i=0;i<mfqP->nmodelpoints;i++) { 979c9376581SJason Sarich if (same) { 980c9376581SJason Sarich if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) { 981c9376581SJason Sarich same = PETSC_TRUE; 982c9376581SJason Sarich } else { 983c9376581SJason Sarich same = PETSC_FALSE; 984c9376581SJason Sarich } 985c9376581SJason Sarich } 986ff2b74efSJason Sarich mfqP->last_model_indices[i] = mfqP->model_indices[i]; 987ff2b74efSJason Sarich } 988ff2b74efSJason Sarich mfqP->last_nmodelpoints = mfqP->nmodelpoints; 989ff2b74efSJason Sarich if (same && mfqP->delta == deltaold) { 990*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscInfo(tao,"Identical model used in successive iterations\n")); 9915d72676cSJason Sarich tao->reason = TAO_CONVERGED_STEPTOL; 992ff2b74efSJason Sarich } 993a7e14dcfSSatish Balay } 994a7e14dcfSSatish Balay PetscFunctionReturn(0); 995a7e14dcfSSatish Balay } 996a7e14dcfSSatish Balay 997441846f8SBarry Smith static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) 998a7e14dcfSSatish Balay { 999a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1000125ddc8aSJason Sarich PetscInt i,j; 1001a7e14dcfSSatish Balay IS isfloc,isfglob,isxloc,isxglob; 1002a7e14dcfSSatish Balay 1003a7e14dcfSSatish Balay PetscFunctionBegin; 1004*5f80ce2aSJacob Faibussowitsch if (!tao->gradient) CHKERRQ(VecDuplicate(tao->solution,&tao->gradient)); 1005*5f80ce2aSJacob Faibussowitsch if (!tao->stepdirection) CHKERRQ(VecDuplicate(tao->solution,&tao->stepdirection)); 1006*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetSize(tao->solution,&mfqP->n)); 1007*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetSize(tao->ls_res,&mfqP->m)); 1008a7e14dcfSSatish Balay mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); 1009a7e14dcfSSatish Balay if (mfqP->npmax == PETSC_DEFAULT) { 1010a7e14dcfSSatish Balay mfqP->npmax = 2*mfqP->n + 1; 1011a7e14dcfSSatish Balay } 1012a7e14dcfSSatish Balay mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); 1013a7e14dcfSSatish Balay mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); 1014a7e14dcfSSatish Balay 1015*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(tao->max_funcs+100,&mfqP->Xhist)); 1016*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(tao->max_funcs+100,&mfqP->Fhist)); 1017a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 1018*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(tao->solution,&mfqP->Xhist[i])); 1019*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(tao->ls_res,&mfqP->Fhist[i])); 1020a7e14dcfSSatish Balay } 1021*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(tao->solution,&mfqP->workxvec)); 1022*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(tao->ls_res,&mfqP->workfvec)); 1023a7e14dcfSSatish Balay mfqP->nHist = 0; 1024a7e14dcfSSatish Balay 1025*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(tao->max_funcs+100,&mfqP->Fres)); 1026*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES)); 1027*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n,&mfqP->work)); 1028*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n,&mfqP->work2)); 1029*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n,&mfqP->work3)); 1030*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork)); 1031*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega)); 1032*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta)); 1033*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha)); 1034a7e14dcfSSatish Balay 1035*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H)); 1036*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q)); 1037*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp)); 1038*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L)); 1039*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp)); 1040*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save)); 1041*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N)); 1042*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M)); 1043*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z)); 1044*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax,&mfqP->tau)); 1045*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp)); 1046a7e14dcfSSatish Balay mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); 1047*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork)); 1048*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork)); 1049*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n,&mfqP->xmin)); 1050*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->m,&mfqP->C)); 1051*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff)); 1052*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp)); 1053*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n,&mfqP->Gres)); 1054*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres)); 1055*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints)); 1056*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax,&mfqP->model_indices)); 1057*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices)); 1058*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n,&mfqP->Xsubproblem)); 1059*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel)); 1060*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel)); 1061*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices)); 1062*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->n,&mfqP->iwork)); 1063*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscMalloc1(mfqP->m*mfqP->m,&mfqP->w)); 1064125ddc8aSJason Sarich for (i=0;i<mfqP->m;i++) { 1065125ddc8aSJason Sarich for (j=0;j<mfqP->m;j++) { 1066125ddc8aSJason Sarich if (i==j) { 1067125ddc8aSJason Sarich mfqP->w[i+mfqP->m*j]=1.0; 1068125ddc8aSJason Sarich } else { 1069125ddc8aSJason Sarich mfqP->w[i+mfqP->m*j]=0.0; 1070125ddc8aSJason Sarich } 1071125ddc8aSJason Sarich } 1072125ddc8aSJason Sarich } 1073a7e14dcfSSatish Balay for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) { 1074a7e14dcfSSatish Balay mfqP->indices[i] = i; 1075a7e14dcfSSatish Balay } 1076*5f80ce2aSJacob Faibussowitsch CHKERRMPI(MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size)); 1077f40bd260SBarry Smith if (mfqP->size > 1) { 1078*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx)); 1079*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin)); 1080*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf)); 1081*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin)); 1082*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc)); 1083*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob)); 1084*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc)); 1085*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob)); 1086a7e14dcfSSatish Balay 1087*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx)); 1088*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScatterCreate(tao->ls_res,isfglob,mfqP->localf,isfloc,&mfqP->scatterf)); 1089a7e14dcfSSatish Balay 1090*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISDestroy(&isxloc)); 1091*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISDestroy(&isxglob)); 1092*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISDestroy(&isfloc)); 1093*5f80ce2aSJacob Faibussowitsch CHKERRQ(ISDestroy(&isfglob)); 1094a7e14dcfSSatish Balay } 1095a7e14dcfSSatish Balay 1096a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1097a7e14dcfSSatish Balay KSP ksp; 1098a7e14dcfSSatish Balay PC pc; 1099*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx)); 1100*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl)); 1101*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(mfqP->subxl,&mfqP->subb)); 1102*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(mfqP->subxl,&mfqP->subxu)); 1103*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(mfqP->subxl,&mfqP->subpdel)); 1104*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(mfqP->subxl,&mfqP->subndel)); 1105*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoCreate(PETSC_COMM_SELF,&mfqP->subtao)); 1106*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscObjectIncrementTabLevel((PetscObject)mfqP->subtao, (PetscObject)tao, 1)); 1107*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetType(mfqP->subtao,TAOBNTR)); 1108*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_")); 1109*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetSolution(mfqP->subtao,mfqP->subx)); 1110*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetObjectiveAndGradient(mfqP->subtao,NULL,pounders_fg,(void*)mfqP)); 1111*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits)); 1112*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetFromOptions(mfqP->subtao)); 1113*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoGetKSP(mfqP->subtao,&ksp)); 1114a7e14dcfSSatish Balay if (ksp) { 1115*5f80ce2aSJacob Faibussowitsch CHKERRQ(KSPGetPC(ksp,&pc)); 1116*5f80ce2aSJacob Faibussowitsch CHKERRQ(PCSetType(pc,PCNONE)); 1117a7e14dcfSSatish Balay } 1118*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu)); 1119*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH)); 1120*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetHessian(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP)); 1121a7e14dcfSSatish Balay } 1122a7e14dcfSSatish Balay PetscFunctionReturn(0); 1123a7e14dcfSSatish Balay } 1124a7e14dcfSSatish Balay 1125441846f8SBarry Smith static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) 1126a7e14dcfSSatish Balay { 1127a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1128a7e14dcfSSatish Balay PetscInt i; 1129a7e14dcfSSatish Balay 1130a7e14dcfSSatish Balay PetscFunctionBegin; 1131a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1132*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoDestroy(&mfqP->subtao)); 1133*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->subx)); 1134*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->subxl)); 1135*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->subxu)); 1136*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->subb)); 1137*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->subpdel)); 1138*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->subndel)); 1139*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatDestroy(&mfqP->subH)); 1140a7e14dcfSSatish Balay } 1141*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Fres)); 1142*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->RES)); 1143*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->work)); 1144*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->work2)); 1145*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->work3)); 1146*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->mwork)); 1147*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->omega)); 1148*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->beta)); 1149*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->alpha)); 1150*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->H)); 1151*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Q)); 1152*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Q_tmp)); 1153*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->L)); 1154*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->L_tmp)); 1155*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->L_save)); 1156*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->N)); 1157*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->M)); 1158*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Z)); 1159*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->tau)); 1160*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->tau_tmp)); 1161*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->npmaxwork)); 1162*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->npmaxiwork)); 1163*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->xmin)); 1164*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->C)); 1165*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Fdiff)); 1166*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Disp)); 1167*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Gres)); 1168*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Hres)); 1169*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Gpoints)); 1170*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->model_indices)); 1171*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->last_model_indices)); 1172*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Xsubproblem)); 1173*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Gdel)); 1174*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Hdel)); 1175*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->indices)); 1176*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->iwork)); 1177*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->w)); 1178a7e14dcfSSatish Balay for (i=0;i<mfqP->nHist;i++) { 1179*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->Xhist[i])); 1180*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->Fhist[i])); 1181a7e14dcfSSatish Balay } 1182*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->workxvec)); 1183*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->workfvec)); 1184*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Xhist)); 1185*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(mfqP->Fhist)); 1186a7e14dcfSSatish Balay 1187f40bd260SBarry Smith if (mfqP->size > 1) { 1188*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->localx)); 1189*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->localxmin)); 1190*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->localf)); 1191*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&mfqP->localfmin)); 1192a7e14dcfSSatish Balay } 1193*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscFree(tao->data)); 1194a7e14dcfSSatish Balay PetscFunctionReturn(0); 1195a7e14dcfSSatish Balay } 1196a7e14dcfSSatish Balay 11974416b707SBarry Smith static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionItems *PetscOptionsObject,Tao tao) 1198a7e14dcfSSatish Balay { 1199a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1200a7e14dcfSSatish Balay 1201a7e14dcfSSatish Balay PetscFunctionBegin; 1202*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsHead(PetscOptionsObject,"POUNDERS method for least-squares optimization")); 1203*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL)); 1204ff2b74efSJason Sarich mfqP->delta = mfqP->delta0; 1205*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL)); 1206*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL)); 1207*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsTail()); 1208a7e14dcfSSatish Balay PetscFunctionReturn(0); 1209a7e14dcfSSatish Balay } 1210a7e14dcfSSatish Balay 1211441846f8SBarry Smith static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) 1212a7e14dcfSSatish Balay { 1213a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 1214a7e14dcfSSatish Balay PetscBool isascii; 1215a7e14dcfSSatish Balay 1216a7e14dcfSSatish Balay PetscFunctionBegin; 1217*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii)); 1218a7e14dcfSSatish Balay if (isascii) { 1219*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0)); 1220*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta)); 1221*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscViewerASCIIPrintf(viewer, "model points: %D\n",mfqP->nmodelpoints)); 1222a7e14dcfSSatish Balay if (mfqP->usegqt) { 1223*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n")); 1224a7e14dcfSSatish Balay } else { 1225*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoView(mfqP->subtao, viewer)); 1226a7e14dcfSSatish Balay } 1227a7e14dcfSSatish Balay } 1228a7e14dcfSSatish Balay PetscFunctionReturn(0); 1229a7e14dcfSSatish Balay } 12301eb8069cSJason Sarich /*MC 12311eb8069cSJason Sarich TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares 12321eb8069cSJason Sarich 12331eb8069cSJason Sarich Options Database Keys: 12341eb8069cSJason Sarich + -tao_pounders_delta - initial step length 12351eb8069cSJason Sarich . -tao_pounders_npmax - maximum number of points in model 12361eb8069cSJason Sarich - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON 12371eb8069cSJason Sarich 12381eb8069cSJason Sarich Level: beginner 12391eb8069cSJason Sarich 12401eb8069cSJason Sarich M*/ 1241a7e14dcfSSatish Balay 1242728e0ed0SBarry Smith PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) 1243a7e14dcfSSatish Balay { 1244a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1245a7e14dcfSSatish Balay 1246a7e14dcfSSatish Balay PetscFunctionBegin; 1247a7e14dcfSSatish Balay tao->ops->setup = TaoSetUp_POUNDERS; 1248a7e14dcfSSatish Balay tao->ops->solve = TaoSolve_POUNDERS; 1249a7e14dcfSSatish Balay tao->ops->view = TaoView_POUNDERS; 1250a7e14dcfSSatish Balay tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; 1251a7e14dcfSSatish Balay tao->ops->destroy = TaoDestroy_POUNDERS; 1252a7e14dcfSSatish Balay 1253*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscNewLog(tao,&mfqP)); 1254a7e14dcfSSatish Balay tao->data = (void*)mfqP; 12556552cf8aSJason Sarich /* Override default settings (unless already changed) */ 12566552cf8aSJason Sarich if (!tao->max_it_changed) tao->max_it = 2000; 12576552cf8aSJason Sarich if (!tao->max_funcs_changed) tao->max_funcs = 4000; 1258f553c655STodd Munson mfqP->npmax = PETSC_DEFAULT; 1259ff2b74efSJason Sarich mfqP->delta0 = 0.1; 1260a7e14dcfSSatish Balay mfqP->delta = 0.1; 1261a7e14dcfSSatish Balay mfqP->deltamax=1e3; 1262125ddc8aSJason Sarich mfqP->deltamin=1e-6; 1263a8bd9cb3STodd Munson mfqP->c2 = 10.0; 1264a7e14dcfSSatish Balay mfqP->theta1=1e-5; 1265a7e14dcfSSatish Balay mfqP->theta2=1e-4; 1266a7e14dcfSSatish Balay mfqP->gamma0=0.5; 1267a7e14dcfSSatish Balay mfqP->gamma1=2.0; 1268a7e14dcfSSatish Balay mfqP->eta0 = 0.0; 1269a7e14dcfSSatish Balay mfqP->eta1 = 0.1; 1270f553c655STodd Munson mfqP->usegqt = PETSC_FALSE; 1271a7e14dcfSSatish Balay mfqP->gqt_rtol = 0.001; 1272a7e14dcfSSatish Balay mfqP->gqt_maxits = 50; 127383c8fe1dSLisandro Dalcin mfqP->workxvec = NULL; 1274a7e14dcfSSatish Balay PetscFunctionReturn(0); 1275a7e14dcfSSatish Balay } 1276